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The journal of computational finance
European journal of operational research : EJOR
746
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403
Journal of economic dynamics & control
400
International journal of theoretical and applied finance
360
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337
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1
The pricing of floating rate instruments
Cathcart, Lara
- In:
The journal of computational finance
1
(
1998
)
4
,
pp. 31-51
Persistent link: https://www.econbiz.de/10001366221
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2
A canonical optimal stopping problem for American options and its numerical solution
AitSahlia, Farid
;
Lai, Tze Leung
- In:
The journal of computational finance
3
(
1999/2000
)
2
,
pp. 33-52
Persistent link: https://www.econbiz.de/10001517419
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3
A parity result for American options
McDonald, Robert L.
;
Schroder, Mark D.
- In:
The journal of computational finance
1
(
1998
)
3
,
pp. 5-13
Persistent link: https://www.econbiz.de/10001632663
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4
Valuing moving barrier options
Rogers, Leonard C. G.
;
Zane, O.
- In:
The journal of computational finance
1
(
1997
)
1
,
pp. 5-11
Persistent link: https://www.econbiz.de/10001632717
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5
Valuation of mortage-backed securities using Brownian bridges to reduce effective dimension
Caflisch, Russel E.
;
Morokoff, William J.
;
Owen, Art
- In:
The journal of computational finance
1
(
1997
)
1
,
pp. 27-46
Persistent link: https://www.econbiz.de/10001633147
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6
A non-Gaussian stochatic volatility model
Nagahara, Yuichi
;
Kitagawa, Genshiro
- In:
The journal of computational finance
2
(
1998/1999
)
2
,
pp. 33-47
Persistent link: https://www.econbiz.de/10001633387
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7
The Brownian bridge E-M algorithm for covariance estimation with missing data
Morokoff, William J.
- In:
The journal of computational finance
2
(
1998/1999
)
2
,
pp. 75-100
Persistent link: https://www.econbiz.de/10001633412
Saved in:
8
Lognormal approximations to Libor market models
Kurbanmuradov, O.
;
Sabelfeld, K.
;
Schoenmakers, John
- In:
The journal of computational finance
6
(
2002
)
1
,
pp. 69-100
Persistent link: https://www.econbiz.de/10001704745
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9
The link between caplet and swaption volatilities in a Brace-Gatarek-Musiela/Jamshidian framework : approximate solutions and empirical evidence
Jaeckel, Peter
;
Rebonato, Riccardo
- In:
The journal of computational finance
6
(
2003
)
4
,
pp. 41-59
Persistent link: https://www.econbiz.de/10001782185
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10
Non-parametric calibration of jump-diffusion option pricing models
Cont, Rama
;
Tankov, Peter
- In:
The journal of computational finance
7
(
2004
)
3
,
pp. 1-49
Persistent link: https://www.econbiz.de/10002060727
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