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The journal of computational finance
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IZA Discussion Papers
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The journal of futures markets
218
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ECONIS (ZBW)
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1
A Tree implementation of a credit spread model for credit derivatives
Schönbucher, Philipp J.
- In:
The journal of computational finance
6
(
2002
)
2
,
pp. 1-38
Persistent link: https://www.econbiz.de/10001740884
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2
Efficient solution of backward jump-diffusion partial integro-differential equations with splitting and matrix exponentials
Itkin, Andrey
- In:
The journal of computational finance
19
(
2016
)
3
,
pp. 29-70
Persistent link: https://www.econbiz.de/10011563465
Saved in:
3
Pricing near the barrier : the case of discrete knock-out options
Steiner, Manfred
;
Wallmeier, Martin
;
Hafner, Reinhold
- In:
The journal of computational finance
3
(
1999
)
1
,
pp. 69-90
Persistent link: https://www.econbiz.de/10001517413
Saved in:
4
A new integral representation of the early exercise boundary for American put options
Little, Thomas
;
Pant, Vijay
;
Hou, Chunli
- In:
The journal of computational finance
3
(
2000
)
3
,
pp. 73-96
Persistent link: https://www.econbiz.de/10001517427
Saved in:
5
On the valuation of double-barrier options : computational aspects
Schröder, Michael
- In:
The journal of computational finance
3
(
2000
)
4
,
pp. 5-33
Persistent link: https://www.econbiz.de/10001517429
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6
Pricing discretely monitored barrier options
Sullivan, Michael A.
- In:
The journal of computational finance
3
(
2000
)
4
,
pp. 35-52
Persistent link: https://www.econbiz.de/10001517430
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7
Approximating American options and other financial contracts using barrier derivatives
Ingersoll, Jonathan E.
- In:
The journal of computational finance
2
(
1998
)
1
,
pp. 85-112
Persistent link: https://www.econbiz.de/10001447240
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8
Accurate approximations for European-style Asian options
Chalasani, Prasad
;
Jha, Somesh
;
Varikooty, Ashok
- In:
The journal of computational finance
1
(
1998
)
4
,
pp. 11-30
Persistent link: https://www.econbiz.de/10001366213
Saved in:
9
Fast and accurate valuation of American barrier options
AitSahlia, Farid
;
Imhof, Lorens
;
Lai, Tze Leung
- In:
The journal of computational finance
7
(
2003
)
1
,
pp. 129-145
Persistent link: https://www.econbiz.de/10001805467
Saved in:
10
Double barrier options : valuation by path counting
Sidenius, Jakob
- In:
The journal of computational finance
1
(
1998
)
3
,
pp. 63-79
Persistent link: https://www.econbiz.de/10001632708
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