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person:"Leisen, Dietmar"
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Option pricing theory
7
Optionspreistheorie
7
Probability theory
7
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7
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6
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6
Binomial Model
2
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Leisen, Dietmar
Brady, Michael Emmett
88
Haan, Laurens de
36
Karni, Edi
32
Balakrishnan, Narayanaswamy
22
Winkler, Robert L.
18
Zappia, Carlo
18
Krämer, Walter
16
Schmeidler, David
15
Vries, Casper G. de
14
Mandjes, Michel
13
Račev, Svetlozar T.
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Rigo, Pietro
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12
Pinhas, Max
12
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12
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11
Fabozzi, Frank J.
11
Geweke, John
11
Stock, James H.
11
Constantinescu, Corina
10
Hansen, Lars Peter
10
Kaplan, David M.
10
Magnus, Jan R.
10
Mosler, Karl C.
10
Renault, Eric
10
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9
Arnold, Bernhard
9
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9
Blümke, Oliver
9
Cheung, Eric C. K.
9
Daníelsson, Jón
9
Dickson, David C. M.
9
Gallant, A. Ronald
9
Huschens, Stefan
9
Lahiri, Kajal
9
Peng, Liang
9
Rao, Calyampudi Radhakrishna
9
Ridder, Ad
9
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9
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2
Journal of economic dynamics & control
2
Applied mathematical finance
1
European finance review : the official journal of the European Finance Association
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ECONIS (ZBW)
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Valuation of barrier options in a Black-Scholes setup with jump risk
Leisen, Dietmar
- In:
European finance review : the official journal of the …
3
(
1999
)
3
,
pp. 319-343
Persistent link: https://www.econbiz.de/10001653150
Saved in:
2
The random-time binominal model
Leisen, Dietmar
- In:
Journal of economic dynamics & control
23
(
1999
)
9/10
,
pp. 1355-1386
Persistent link: https://www.econbiz.de/10001415372
Saved in:
3
Valuation of barrier options in a Black-Scholes setup with jump risk
Leisen, Dietmar
-
1999
Persistent link: https://www.econbiz.de/10001355949
Saved in:
4
On efficient binomial option price approximations
Leisen, Dietmar
-
1998
Persistent link: https://www.econbiz.de/10000672725
Saved in:
5
Pricing the American put option : a detailed convergence analysis for binomial models
Leisen, Dietmar
- In:
Journal of economic dynamics & control
22
(
1998
)
8
,
pp. 1419-1444
Persistent link: https://www.econbiz.de/10001250755
Saved in:
6
Binomial models for option valuation : examining and improving convergence
Leisen, Dietmar
- In:
Applied mathematical finance
3
(
1996
)
4
,
pp. 319-346
Persistent link: https://www.econbiz.de/10001217783
Saved in:
7
Binomial models for option valuation : examining and improving convergence
Leisen, Dietmar
-
1995
Persistent link: https://www.econbiz.de/10000910414
Saved in:
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