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~person:"Pooley, David M."
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Option pricing theory
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Optionspreistheorie
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Pooley, David M.
Vetzal, Kenneth R.
25
Forsyth, Peter A.
21
Vetzal, K.R.
16
Forsyth, P.A.
14
Zvan, R.
11
Windcliff, H.
9
Forsyth, P. A.
7
Vetzal, K. R.
7
Westmacott, Graham
4
Verma, A.
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Ayache, E.
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Coleman, T. F.
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Coleman, T.F.
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D'Halluin, Y.
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Kennedy, J.S.
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Labahn, G.
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Windcliff, H. A.
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He, C.
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Huang, Alan Guoming
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Kennedy, Duane B.
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Morland, W. J.
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Pooley, D. M.
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Pooley, D.M.
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The journal of computational finance
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Convergence remedies for non-smooth payoffs in option pricing
Pooley, David M.
;
Vetzal, Kenneth R.
;
Forsyth, Peter A.
- In:
The journal of computational finance
6
(
2003
)
4
,
pp. 25-40
Persistent link: https://www.econbiz.de/10001782172
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