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~institution:"Center for Economic Research <Tilburg>"
~type_genre:"Einführung"
~type_genre:"Non-commercial literature"
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Robust one period option modelling
Lutgens, Frank Johannes Willem
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contributor
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2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001733026
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Analytic American option pricing and applications
Sbuelz, A.
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001773851
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Behavioral preferences for individual securities : the case for call warrants and call options
Horst, Jenke R. ter
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contributor
); …
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2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001718078
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4
An irregular grid approach for pricing high-dimensional American options
Berridge, S. J.
(
contributor
); …
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2002
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001718087
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5
An irregular grid approach for pricing high-dimensional American options
Berridge, S. J.
(
contributor
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2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001989009
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Pricing high-dimensional American options using local consistency conditions
Berridge, S. J.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001989034
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7
Using localosed quadratic functions on an irregular grid for pricing high-dimensional American options
Berridge, S. J.
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001989047
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