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isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~isPartOf:"Gabler Edition Wissenschaft"
~type_genre:"Aufsatz in Zeitschrift"
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Option pricing theory
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The journal of derivatives : the official publication of the International Association of Financial Engineers
Gabler Edition Wissenschaft
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Pricing American interest rate options under the jump-extended Vasicek model
Beliaeva, Natalia A.
;
Nawalkha, Sanjay K.
;
Soto, Gloria M.
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
1
,
pp. 29-43
Persistent link: https://www.econbiz.de/10003771447
Saved in:
2
A new approach for computing option prices of the Hull-White type with stepwise reversion and volatility finctions
Jin, Hui
;
Gotoh, Jun-ya
;
Sumita, Ushio
- In:
The journal of derivatives : the official publication …
15
(
2007
)
1
,
pp. 67-85
Persistent link: https://www.econbiz.de/10003611518
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