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70
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66
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65
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60
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56
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55
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52
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46
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43
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40
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38
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37
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37
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35
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34
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34
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34
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34
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33
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33
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33
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33
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32
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32
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32
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31
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30
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29
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29
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19
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2
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International journal of theoretical and applied finance
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274
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International journal of financial engineering
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112
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Research paper series / Swiss Finance Institute
90
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Asia-Pacific financial markets
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International review of economics & finance : IREF
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NBER working paper series
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SFB 649 discussion paper
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56
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54
Economic modelling
53
Management science : journal of the Institute for Operations Research and the Management Sciences
53
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52
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52
The journal of real estate finance and economics
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ECONIS (ZBW)
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1
PDE methods for pricing barrier options
Zvan, R.
;
Vetzal, Kenneth R.
;
Forsyth, Peter
- In:
Journal of economic dynamics & control
24
(
2000
)
11/12
,
pp. 1563-1590
Persistent link: https://www.econbiz.de/10001508750
Saved in:
2
Discrete Asian barrier options
Zvan, R.
;
Forsyth, Peter
;
Vetzal, Kenneth R.
- In:
The journal of computational finance
3
(
1999
)
1
,
pp. 41-67
Persistent link: https://www.econbiz.de/10001517411
Saved in:
3
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
Saved in:
4
Multigrid for American option pricing with stochastic volatility
Clarke, Nigel
;
Parrott, Kevin
- In:
Applied mathematical finance
6
(
1999
)
3
,
pp. 177-195
Persistent link: https://www.econbiz.de/10001490689
Saved in:
5
Pricing American options with stochastic volatility : evidence from S&P 500 futures options
Lim, Kian-Guan
;
Guo, Xiaoqiang
- In:
The journal of futures markets
20
(
2000
)
7
,
pp. 625-659
Persistent link: https://www.econbiz.de/10001523740
Saved in:
6
First-order schemes in the numerical quantization method
Bally, V.
;
Pagès, G.
;
Printems, J.
- In:
Mathematical finance : an international journal of …
13
(
2003
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10001765624
Saved in:
7
Small dimension PDE for discrete Asian options
Benhamou, Eric
;
Duguet, Alexandre
- In:
Journal of economic dynamics & control
27
(
2003
)
11/12
,
pp. 2095-2114
Persistent link: https://www.econbiz.de/10001768895
Saved in:
8
Computational finance : numerical methods for pricing financial instruments
Levy, George
-
2004
-
1. publ.
Persistent link: https://www.econbiz.de/10001783711
Saved in:
9
A numerical PDE approach for pricing callable bonds
D'Halluin, Y.
(
contributor
)
- In:
Applied mathematical finance
8
(
2001
)
1
,
pp. 49-77
Persistent link: https://www.econbiz.de/10001625721
Saved in:
10
Convergence of numerical methods for valuing path-dependent options using interpolation
Forsyth, Peter
;
Vetzal, Kenneth R.
;
Zvan, R.
- In:
Review of derivatives research
5
(
2002
)
3
,
pp. 273-314
Persistent link: https://www.econbiz.de/10001743284
Saved in:
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