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~person:"Aktar, Yalçin"
~person:"Bender, Christian"
~subject:"Optionspreistheorie"
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Optionspreistheorie
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Aktar, Yalçin
Bender, Christian
Kohlmann, Michael
12
Tang, Shanjian
7
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De Angelis, Tiziano
4
Dokučaev, Nikolaj G.
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Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Mathematics and financial economics
1
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A remark on smooth solutions to a stochastic control problem with a power terminal cost function and stochastic volatilities
Aktar, Yalçin
;
Taflin, Erik
- In:
Mathematics and financial economics
8
(
2014
)
4
,
pp. 489-509
Persistent link: https://www.econbiz.de/10010491879
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2
A first-order BSPDE for swing option pricing
Bender, Christian
;
Dokučaev, Nikolaj G.
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 461-491
Persistent link: https://www.econbiz.de/10011583530
Saved in:
3
A first-order BSPDE for swing option pricing : classical solutions
Bender, Christian
;
Dokučaev, Nikolaj G.
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 902-925
Persistent link: https://www.econbiz.de/10011764986
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