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ECONIS (ZBW)
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Higher order approximation of option prices in Barndorff-Nielsen and Shephard models
Guinea Juliá, Álvaro
;
Roux, Alet
- In:
Quantitative finance
24
(
2024
)
8
,
pp. 1057-1076
Persistent link: https://www.econbiz.de/10015196870
Saved in:
2
Closed-form approximations for basket option pricing under normal tempered stable Lévy model
Hu, Dongdong
;
Sayit, Hasanjan
;
Yao, Jing
;
Zhong, Qifeng
- In:
The North American journal of economics and finance : a …
74
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10015134981
Saved in:
3
Maximum likelihood estimation of partially observed diffusion models
Kleppe, Tore Selland
;
Yu, Jun
;
Skaug, Hans J.
- In:
Journal of econometrics
180
(
2014
)
1
,
pp. 73-80
Persistent link: https://www.econbiz.de/10010379484
Saved in:
4
Closed-form approximation of perpetual timer option prices
Li, Minqiang
;
Mercurio, Fabio
- In:
International journal of theoretical and applied finance
17
(
2014
)
4
,
pp. 1-34
Persistent link: https://www.econbiz.de/10010391503
Saved in:
5
A closed-form approximation for pricing geometric Istanbul options
Kacef, Mohamed Amine
;
Boukhetala, Kamal
- In:
International journal of revenue management : IJRM
11
(
2020
)
4
,
pp. 297-315
Persistent link: https://www.econbiz.de/10012521669
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