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~subject:"Option pricing theory"
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Option pricing theory
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Modeling market risk in a jump-diffusion setting : a generalized Hofmann-Platen-Schweizer-Model
Wiesenberg, Holger
-
1998
Persistent link: https://www.econbiz.de/10000986536
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2
Bounds on European option prices under stochastic volatility
Frey, Rüdiger
-
1997
Persistent link: https://www.econbiz.de/10000974834
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3
The pricing of Asian options under stochastic interest rates
Aase Nielsen, Jørgen
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1995
Persistent link: https://www.econbiz.de/10000922816
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4
Superreplication in stochastic volatility models and optimal stopping
Frey, Rüdiger
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1998
Persistent link: https://www.econbiz.de/10000993233
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5
The stochastic finite element method and application in option pricing
Look, Stefan
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1998
Persistent link: https://www.econbiz.de/10000993239
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6
Continuous-time term structure models
Musiela, Marek
;
Rutkowski, Marek
-
1996
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Rev. version
Persistent link: https://www.econbiz.de/10000602499
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7
Modular pricing of options : an application of Fourier analysis
Zhu, Jianwei
-
2000
Persistent link: https://www.econbiz.de/10001499875
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8
Bayesian estimation of a stochastic volatility model using option and spot prices : application of a Bivariate Kalman Filter
Forbes, Catherine Scipione
;
Martin, Gael M.
;
Wright, Jill
-
2003
Persistent link: https://www.econbiz.de/10001854495
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9
Pricing American options in the Heston model : a close look on incorporating correlation
Ruckdeschel, Peter
;
Sayer, Tilman
;
Szimayer, Alexander
-
2011
Persistent link: https://www.econbiz.de/10009688311
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10
Quanto option pricing in the parsimonious Heston model
Dimitroff, Georgi
;
Szimayer, Alexander
;
Wagner, Andreas
-
2009
Persistent link: https://www.econbiz.de/10009688320
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