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Kohatsu-Higa, Arturo
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Bermin, Hans-Peter
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Mathematical Finance
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Stochastic Processes and their Applications
5
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Physica A: Statistical Mechanics and its Applications
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Quantitative Finance
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Applied mathematical finance
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Finance and stochastics
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International journal of theoretical and applied finance
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Statistics & Probability Letters
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Applied Mathematical Finance
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European journal of operational research : EJOR
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Finance and Stochastics
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Insurance / Mathematics & economics
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International Journal of Theoretical and Applied Finance (IJTAF)
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Mathematical modeling and numerical methods in finance : special volume
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Paris Princeton lectures on mathematical finance
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Quantitative finance
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The journal of computational finance
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UPF Economics and Business Working Paper
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UTILITY MAXIMIZATION IN AN INSIDER INFLUENCED MARKET
Kohatsu-Higa, Arturo
;
Sulem, Agnès
- In:
Mathematical Finance
16
(
2006
)
1
,
pp. 153-179
Persistent link: https://www.econbiz.de/10005655241
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2
Monte Carlo Evaluation of Greeks for Multidimensional Barrier and Lookback Options
Bernis, Guillaume
;
Gobet, Emmanuel
;
Kohatsu-Higa, Arturo
- In:
Mathematical Finance
13
(
2003
)
1
,
pp. 99-113
Persistent link: https://www.econbiz.de/10005139694
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3
Local Vega Index and Variance Reduction Methods
Bermin, Hans-Peter
;
Kohatsu-Higa, Arturo
;
Montero, Miquel
- In:
Mathematical Finance
13
(
2003
)
1
,
pp. 85-97
Persistent link: https://www.econbiz.de/10005139708
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