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Option pricing theory
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Numerical methods in finance : Bordeaux, June 2010
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Hedging strategies and minimal variance portfolios for European and exotic options in a Lévy Market
Yip, Wing Yan
;
Stephens, David
;
Olhede, Sofia
- In:
Mathematical finance : an international journal of …
20
(
2010
)
4
,
pp. 617-646
Persistent link: https://www.econbiz.de/10008666962
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Pricing American options in an infinite activity Lévy market : Monte Carlo and deterministic approaches using a diffusion approximation
Powers, Lisa J.
;
Nešlehová, Johanna
;
Stephens, David
- In:
Numerical methods in finance : Bordeaux, June 2010
,
(pp. 291-321)
.
2012
Persistent link: https://www.econbiz.de/10009577191
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