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~person:"Howison, Sam"
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Search: subject_exact:"Option pricing theory"
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21
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19
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10
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Howison, Sam
Madan, Dilip B.
90
Cui, Zhenyu
73
Fabozzi, Frank J.
67
Joshi, Mark S.
66
Härdle, Wolfgang
64
Carr, Peter
60
Takahashi, Akihiko
59
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57
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53
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52
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48
Jacobs, Kris
46
Hull, John
42
Benth, Fred Espen
38
Kwok, Yue-Kuen
37
Oosterlee, Cornelis W.
36
Jarrow, Robert A.
35
Lee, Cheng F.
34
Schlögl, Erik
34
Kim, Young Shin
33
Chesney, Marc
32
Fusai, Gianluca
32
Wang, Xingchun
32
Christoffersen, Peter F.
31
Korn, Ralf
31
Siu, Tak Kuen
31
Zhang, Jin E.
31
Ewald, Christian-Oliver
30
Platen, Eckhard
30
Račev, Svetlozar T.
30
Schwartz, Eduardo S.
30
Barone-Adesi, Giovanni
29
Jacquier, Antoine (Jack)
28
Nguyen, Duy
28
Schoenmakers, John
28
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28
Wong, Hoi Ying
28
Wystup, Uwe
28
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28
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27
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4
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19
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1
Option pricing with Lévy-stable processes generated by Lévy-stable integrated variance
Cartea, Álvar
(
contributor
);
Howison, Sam
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003289103
Saved in:
2
Matched asymptotic expansions in financial engineering
Howison, Sam
-
2005
Persistent link: https://www.econbiz.de/10009581648
Saved in:
3
Bermudan options
Howison, Sam
-
2005
Persistent link: https://www.econbiz.de/10009582367
Saved in:
4
Barrier options
Howison, Sam
;
Mario Steinberg
-
2005
Persistent link: https://www.econbiz.de/10009582368
Saved in:
5
On the pricing and hedging of volatility derivatives
Howison, Sam
;
Rafailidis, Avraam
;
Rasmussen, Henrik
-
2003
Persistent link: https://www.econbiz.de/10009581653
Saved in:
6
Using options on Greeks as liquidity protection
Bakstein, David
;
Howison, Sam
-
2003
Persistent link: https://www.econbiz.de/10009581656
Saved in:
7
A comparison of q-optimal option prices in a stochastic volatility model with correlation
Henderson, Vicky
;
Hobson, David G.
;
Howison, Sam
; …
-
2003
Persistent link: https://www.econbiz.de/10009581657
Saved in:
8
Monte Carlo valuation of American options
Lamper, David
;
Howison, Sam
-
2003
Persistent link: https://www.econbiz.de/10009581658
Saved in:
9
Distinguished limits of Lévy-Stable processes, and applications to option pricing
Cartea, Álvaro
;
Howison, Sam
-
2002
Persistent link: https://www.econbiz.de/10009581660
Saved in:
10
A risk-neutral parametric liquidity model for derivatives
Bakstein, David
;
Howison, Sam
-
2002
Persistent link: https://www.econbiz.de/10009581662
Saved in:
11
A note on the pricing and hedging of volatility derivatives
Howison, Sam
;
Rafailidis, A.
;
Rasmussen, H. O.
-
2001
Persistent link: https://www.econbiz.de/10009581664
Saved in:
12
The mathematics of financial derivatives : a student introduction
Wilmott, Paul
;
Howison, Sam
;
Dewynne, Jeff
-
2009
-
15. print.
Persistent link: https://www.econbiz.de/10009536272
Saved in:
13
Trading volume in models of financial derivatives
Howison, Sam
;
Lamper, David
-
2000
Persistent link: https://www.econbiz.de/10009581670
Saved in:
14
A matched asymptotic expansions approach to continuity corrections for discretely sampled options : Part 1: barrier options
Howison, Sam
;
Steinberg, Mario
- In:
Applied mathematical finance
14
(
2007
)
1
,
pp. 63-89
Persistent link: https://www.econbiz.de/10003542939
Saved in:
15
A matched asymptotic expansions approach to continuity corrections for discretely sampled options : Part 2: Bermudan options
Howison, Sam
- In:
Applied mathematical finance
14
(
2007
)
1
,
pp. 91-104
Persistent link: https://www.econbiz.de/10003542976
Saved in:
16
A comparison of option prices under different pricing measures in a stochastic volatility model with correlation
Henderson, Vicky
;
Hobson, David G.
;
Howison, Sam
; …
- In:
Review of derivatives research
8
(
2005
)
1
,
pp. 5-25
Persistent link: https://www.econbiz.de/10002975937
Saved in:
17
On the pricing and hedging of volatility derivatives
Howison, Sam
;
Rafailidis, Avraam
;
Rasmussen, Henrik
- In:
Applied mathematical finance
11
(
2004
)
4
,
pp. 317-346
Persistent link: https://www.econbiz.de/10002458545
Saved in:
18
Trading volume in models of financial derivatives
Howison, Sam
;
Lamper, David
- In:
Applied mathematical finance
8
(
2001
)
2
,
pp. 119-135
Persistent link: https://www.econbiz.de/10001628629
Saved in:
19
The mathematics of financial derivatives : a student introduction
Wilmott, Paul
;
Howison, Sam
;
Dewynne, Jeff
-
1997
-
Repr.
Persistent link: https://www.econbiz.de/10004319703
Saved in:
20
Option pricing : mathematical models and computation
Wilmott, Paul
;
Dewynne, Jeff N.
;
Howison, Sam
-
1995
-
Reprinted with corr
Persistent link: https://www.econbiz.de/10000924059
Saved in:
21
Option pricing : mathematical models and computation
Wilmott, Paul
;
Dewynne, Jeff
;
Howison, Sam
-
1993
Persistent link: https://www.econbiz.de/10004182984
Saved in:
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