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~subject:"Derivative"
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Derivative
Theorie
104
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104
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41
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40
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30
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30
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23
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English
17
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Glasserman, Paul
12
Broadie, Mark
4
Ghamami, Samim
3
Wu, Qi
2
Yang, Linan
2
Chen, Zhiyong
1
Chernov, Mikhail
1
Detemple, Jérôme B.
1
Heidelberger, Philip
1
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1
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1
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1
Neuberg, Richard
1
Peng, Xianhua
1
Shahabuddin, Perwez
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1
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Management science : journal of the Institute for Operations Research and the Management Sciences
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
Applications of mathematics : stochastic modelling and applied probability
1
Columbia Business School Research Paper
1
Finance and stochastics
1
Journal of banking & finance
1
Journal of econometrics
1
Journal of financial intermediation
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Numerical methods in finance
1
OFR WP 16-07
1
OFR WP 17-01
1
Office of Financial Research Working Paper
1
Quantitative finance
1
The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
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1
Asset pricing with spatial interaction
Kou, Steven
;
Peng, Xianhua
;
Zhong, Haowen
- In:
Management science : journal of the Institute for …
64
(
2018
)
5
,
pp. 2083-2101
Persistent link: https://www.econbiz.de/10011873966
Saved in:
2
Monte Carlo methods in financial engineering
Glasserman, Paul
-
2004
Persistent link: https://www.econbiz.de/10001763783
Saved in:
3
American options with stochastic dividends and volatility : a nonparametric investigation
Broadie, Mark
(
contributor
)
- In:
Journal of econometrics
94
(
2000
)
1/2
,
pp. 53-92
Persistent link: https://www.econbiz.de/10001437745
Saved in:
4
Pricing and hedging volatility derivatives
Broadie, Mark
;
Jain, Ashish
- In:
The journal of derivatives : the official publication …
15
(
2008
)
3
,
pp. 7-24
Persistent link: https://www.econbiz.de/10003673338
Saved in:
5
Model specification and risk premia : evidence from futures options
Broadie, Mark
;
Chernov, Mikhail
;
Johannes, Michael
- In:
The journal of finance : the journal of the American …
62
(
2007
)
3
,
pp. 1453-1490
Persistent link: https://www.econbiz.de/10003477372
Saved in:
6
Recent advances in numerical methods for pricing derivative securities
Broadie, Mark
;
Detemple, Jérôme B.
- In:
Numerical methods in finance
,
(pp. 43-66)
.
2008
Persistent link: https://www.econbiz.de/10003723883
Saved in:
7
Importance sampling in the Health-Jarrow-Morton framework
Glasserman, Paul
;
Heidelberger, Philip
;
Shahabuddin, Perwez
- In:
The journal of derivatives : the official publication …
7
(
1999
)
1
,
pp. 32-50
Persistent link: https://www.econbiz.de/10001432466
Saved in:
8
Sensitivity estimates for portfolio credit derivatives using Monte Carlo
Chen, Zhiyong
;
Glasserman, Paul
- In:
Finance and stochastics
12
(
2008
)
4
,
pp. 507-540
Persistent link: https://www.econbiz.de/10003899268
Saved in:
9
Correlation expansions for CDO pricing
Glasserman, Paul
;
Suchintabandid, Sira
- In:
Journal of banking & finance
31
(
2007
)
5
,
pp. 1375-1398
Persistent link: https://www.econbiz.de/10003461167
Saved in:
10
Bounding wrong-way risk in CVA calculation
Glasserman, Paul
;
Yang, Linan
- In:
Mathematical finance : an international journal of …
28
(
2018
)
1
,
pp. 268-305
Persistent link: https://www.econbiz.de/10011969151
Saved in:
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