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~subject:"American options"
~subject:"Jump-diffusion"
~isPartOf:"Journal of banking & finance"
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American options
Jump-diffusion
Option pricing theory
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Journal of banking & finance
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Royal Economic Society Annual Conference 2003
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Pricing and disentanglement of American puts in the hyper-exponential
jump-diffusion
model
Leippold, Markus
;
Vasiljević, Nikola
- In:
Journal of banking & finance
77
(
2017
),
pp. 78-94
Persistent link: https://www.econbiz.de/10011814354
Saved in:
2
Smiling twice : the Heston++ model
Pacati, Claudio
;
Pompa, Gabriele
;
Renò, Roberto
- In:
Journal of banking & finance
96
(
2018
),
pp. 185-206
Persistent link: https://www.econbiz.de/10011967200
Saved in:
3
Robustness of distance-to-default
Jessen, Cathrine
;
Lando, David
- In:
Journal of banking & finance
50
(
2015
),
pp. 493-505
Persistent link: https://www.econbiz.de/10010510191
Saved in:
4
Valuing catastrophe derivatives under limited diversification : a stochastic dominance approach
Perrakis, Stylianos
;
Boloorforoosh, Ali
- In:
Journal of banking & finance
37
(
2013
)
8
,
pp. 3157-3168
Persistent link: https://www.econbiz.de/10009778483
Saved in:
5
Multi-stage product development with exploration, value-enhancing, preemptive and innovation options
Koussis, Nicos
;
Martzoukos, Spiros A.
;
Trigeorgis, Lenos
- In:
Journal of banking & finance
37
(
2013
)
1
,
pp. 174-190
Persistent link: https://www.econbiz.de/10009675546
Saved in:
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