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~subject:"Derivative"
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Derivative
Theorie
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16
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optimal stopping
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Derivat
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Schoenmakers, John
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Heemink, A. W.
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Belomestny, Denis
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Dickmann, Fabian
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Krätschmer, Volker
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Chapman & Hall/CRC financial mathematics series
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Finance and stochastics
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The journal of computational finance
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ECONIS (ZBW)
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On {sigma}-additive robust representation of convex risk measures for unbounded financial positions in the presence of uncertainty about the market model
Krätschmer, Volker
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003422987
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2
Robust libor modelling and pricing of derivative products
Schoenmakers, John
-
2005
Persistent link: https://www.econbiz.de/10001984160
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3
Fast valuation of financial derivates
Schoenmakers, John
-
1996
Persistent link: https://www.econbiz.de/10000954752
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4
Fast valuation of financial derivatives
Schoenmakers, John
;
Heemink, A. W.
- In:
The journal of computational finance
1
(
1997
)
1
,
pp. 47-62
Persistent link: https://www.econbiz.de/10001633173
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5
Multilevel dual approach for pricing American style derivates
Belomestny, Denis
;
Schoenmakers, John
;
Dickmann, Fabian
- In:
Finance and stochastics
17
(
2013
)
4
,
pp. 717-742
Persistent link: https://www.econbiz.de/10010190883
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