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The density of distributions from the Bondesson class
Bernhart, German
;
Mai, Jan-Frederik
;
Schenk, Steffen
; …
- In:
The journal of computational finance
18
(
2014/15
)
3
,
pp. 99-128
Persistent link: https://www.econbiz.de/10011298895
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Pricing corporate bonds in an arbitrary jump-diffusion model based on an improved Brownian-bridge algorithm
Ruf, Johannes
;
Scherer, Matthias
- In:
The journal of computational finance
14
(
2011
)
3
,
pp. 127-127
Persistent link: https://www.econbiz.de/10008928327
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Neural networks for option pricing and hedging : a literature review
Ruf, Johannes
;
Wang, Weiguan
- In:
The journal of computational finance
24
(
2020
)
1
,
pp. 1-46
Persistent link: https://www.econbiz.de/10012421955
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