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  • Search: subject:"Moment-matching method"
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Year of publication
Subject
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Arithmetic Asian options 1 Black-Scholes model 1 Black-Scholes-Modell 1 CDF 1 Forward measure 1 Hilbert expansion 1 Hull-White model 1 Moment-matching method 1 Option pricing theory 1 Option trading 1 Optionsgeschäft 1 Optionspreistheorie 1 Probability theory 1 Risiko 1 Risikomanagement 1 Risk 1 Risk management 1 Statistical distribution 1 Statistische Verteilung 1 Theorie 1 Theory 1 Time series analysis 1 Wahrscheinlichkeitsrechnung 1 Yield curve 1 Zeitreihenanalyse 1 Zinsstruktur 1 cumulative distribution function 1 customs 1 moment matching method 1 risk time series 1 uncertainty quantification 1
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Free 1 Undetermined 1
Type of publication
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Article 2
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 2
Author
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Barbu, Vlad Stefan 1 Cursi, Eduardo Souza de 1 Hammadi, Lamia 1 Kim, Bara 1 Kim, Jeongsim 1 Lee, Jinyoung 1 Ouahman, Abdellah Ait 1 Yoon, Hyungkuk 1
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Published in...
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International journal of shipping and transport logistics : IJSTL 1 The North American journal of economics and finance : a journal of theory and practice 1
Source
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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Pricing of discretely sampled arithmetic Asian options, under the Hull-White interest rate model
Kim, Bara; Kim, Jeongsim; Yoon, Hyungkuk; Lee, Jinyoung - In: The North American journal of economics and finance : a … 74 (2024), pp. 1-19
Persistent link: https://www.econbiz.de/10015135005
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Risk models based on uncertainty quantification for illicit traffic time series in customs context
Hammadi, Lamia; Cursi, Eduardo Souza de; Barbu, Vlad Stefan - In: International journal of shipping and transport … 14 (2022) 1/2, pp. 3-32
Persistent link: https://www.econbiz.de/10012990506
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