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~isPartOf:"Mathematical finance"
~type_genre:"Graue Literatur"
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Derivat
10
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Option pricing theory
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Stochastischer Prozess
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option pricing
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Howison, Sam
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Mathematical finance
Working paper / National Bureau of Economic Research, Inc.
26
Finance and economics discussion series
25
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
25
Working paper
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SFB 649 discussion paper
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Discussion paper / Center for Economic Research, Tilburg University
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Passauer Diskussionspapiere
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SSE EFI working paper series in economics and finance
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ERIM report series research in management
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International finance discussion papers
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University of St.Gallen, School of Finance Research Paper
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Volkswirtschaftliche Diskussionsreihe
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Williams College Economics Department working paper series
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Working paper / University of Alberta, Faculty of Arts, Department of Economics
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Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
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Discussion papers / Governance and the Efficiency of Economic Systems
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Discussion papers of interdisciplinary research project 373
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ECONIS (ZBW)
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1
Matched asymptotic expansions in financial engineering
Howison, Sam
-
2005
Persistent link: https://www.econbiz.de/10009581648
Saved in:
2
An asymptotic analysis of an American call option with small volatility
Firth, N. P.
;
Dewynne, Jeff N.
;
Chapman, S. Jonathan
-
2004
Persistent link: https://www.econbiz.de/10009581650
Saved in:
3
On the pricing and hedging of volatility derivatives
Howison, Sam
;
Rafailidis, Avraam
;
Rasmussen, Henrik
-
2003
Persistent link: https://www.econbiz.de/10009581653
Saved in:
4
Using options on Greeks as liquidity protection
Bakstein, David
;
Howison, Sam
-
2003
Persistent link: https://www.econbiz.de/10009581656
Saved in:
5
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:
6
A risk-neutral parametric liquidity model for derivatives
Bakstein, David
;
Howison, Sam
-
2002
Persistent link: https://www.econbiz.de/10009581662
Saved in:
7
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:
8
Trading volume in models of financial derivatives
Howison, Sam
;
Lamper, David
-
2000
Persistent link: https://www.econbiz.de/10009581670
Saved in:
9
Non-Gaussian OU based models and some of their uses in financial economics
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
-
2000
Persistent link: https://www.econbiz.de/10009581672
Saved in:
10
Uncertain parameters, an empirical stochastic volatility model and confidence limits
Oztukel, Asli
;
Wilmott, Paul
-
1999
Persistent link: https://www.econbiz.de/10009582829
Saved in:
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