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~subject:"Experiment"
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Option pricing theory
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Optionspreistheorie
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Theorie
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Stochastischer Prozess
24
Option trading
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Black-Scholes-Modell
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Schätztheorie
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Chung, Tsz-Kin
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Grossinho, Maria do Rosário
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Kord, Yaser
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Nagashima, Kazuki
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Takahashi, Akihiko
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Tanaka, Keiichi
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Yamada, Toshihiro
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Asia-Pacific financial markets
Quantitative finance
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International journal of theoretical and applied finance
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European journal of operational research : EJOR
10
The journal of computational finance
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International journal of financial engineering
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Risks : open access journal
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Finance research letters
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Review of derivatives research
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Applied economics letters
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The North American journal of economics and finance : a journal of financial economics studies
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Insurance / Mathematics & economics
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International review of economics & finance : IREF
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The European journal of finance
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Experimental economics : a journal of the Economic Science Association
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Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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1
Pricing perpetual put options by the Black-Scholes equation with a nonlinear volatility function
Grossinho, Maria do Rosário
;
Kord, Yaser
;
Ševčovič, …
- In:
Asia-Pacific financial markets
24
(
2017
)
4
,
pp. 291-308
Persistent link: https://www.econbiz.de/10011797690
Saved in:
2
Optimal hedging of basket barrier options with additive models and its application to equity value separation problem
Yamada, Yuji
- In:
Asia-Pacific financial markets
24
(
2017
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011742282
Saved in:
3
An asymptotic expansion for forward-backward SDEs : a malliavin calculus approach
Takahashi, Akihiko
;
Yamada, Toshihiro
- In:
Asia-Pacific financial markets
23
(
2016
)
4
,
pp. 337-373
Persistent link: https://www.econbiz.de/10011619975
Saved in:
4
Asymptotic expansion formula of
option
price under multifactor Heston model
Nagashima, Kazuki
;
Chung, Tsz-Kin
;
Tanaka, Keiichi
- In:
Asia-Pacific financial markets
21
(
2014
)
4
,
pp. 351-396
Persistent link: https://www.econbiz.de/10010511560
Saved in:
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