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Heston model
3
Option pricing theory
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Optionspreistheorie
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Volatility
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antithetic branching
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derivatives pricing
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International journal of financial engineering
International journal of theoretical and applied finance
20
The journal of futures markets
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International Journal of Theoretical and Applied Finance (IJTAF)
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Physica A: Statistical Mechanics and its Applications
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The journal of computational finance
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Quantitative finance
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Finance and Stochastics
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Review of Derivatives Research
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Financial Innovation
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Interest rate modelling after the financial crisis
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Journal of banking & finance
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Journal of economic dynamics & control
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Review of derivatives research
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The North American journal of economics and finance : a journal of financial economics studies
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BRAND. Broad Research in Accounting, Negotiation, and Distribution
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Decisions in Economics and Finance
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Decisions in economics and finance : a journal of applied mathematics
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Optimal exercise frontier of Bermudan options by simulation methods
Xie, Dejun
;
Edwards, David A.
;
Wu, Xiaoxia
- In:
International journal of financial engineering
9
(
2022
)
3
,
pp. 2250013-1-2250013-20
Persistent link: https://www.econbiz.de/10013367611
Saved in:
2
Calibration of the Heston stochastic local volatility model : a finite volume scheme
Engelmann, Bernd
;
Koster, Frank
;
Oeltz, Daniel
- In:
International journal of financial engineering
8
(
2021
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012654678
Saved in:
3
VIX derivatives valuation and estimation based on closed-form series expansions
Zhao, Zhe
;
Cui, Zhenyu
;
Florescu, Ionuţ
- In:
International journal of financial engineering
5
(
2018
)
2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011923012
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