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International journal of theoretical and applied finance
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Asymptotics for exponential Lévy processes and their volatility smile : survey and new results
Andersen, Leif B. G.
;
Lipton, Alexander
- In:
International journal of theoretical and applied finance
16
(
2013
)
1
,
pp. 1-98
Persistent link: https://www.econbiz.de/10009725096
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2
A new framework for dynamic credit portfolio loss modelling
Sidenius, Jakob
;
Piterbarg, Vladimir
;
Andersen, Leif B. G.
- In:
International journal of theoretical and applied finance
11
(
2008
)
2
,
pp. 163-197
Persistent link: https://www.econbiz.de/10003703072
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3
Managing corporate liquidity : strategies and pricing implications
Asvanunt, Attakrit
;
Broadie, Mark
;
Sundaresan, Suresh M.
- In:
International journal of theoretical and applied finance
14
(
2011
)
3
,
pp. 369-406
Persistent link: https://www.econbiz.de/10009154911
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4
The effect of jumps and discrete sampling on volatility and variance swaps
Broadie, Mark
;
Jain, Ashish
- In:
International journal of theoretical and applied finance
11
(
2008
)
8
,
pp. 761-797
Persistent link: https://www.econbiz.de/10003812780
Saved in:
5
High-dimensional portfolio optimization with transaction costs
Broadie, Mark
;
Shen, Weiwei
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-49
Persistent link: https://www.econbiz.de/10011523840
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