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Option pricing theory
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Applied mathematical finance
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Fourier inversion formulas in option pricing and insurance
Dufresne, Daniel
(
contributor
);
Garrido, Jose
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003227364
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2
Determination of the probability distribution measures from market option prices using the method of maximum entropy in the mean
Gzyl, Henryk
;
Mayoral, Silvia
- In:
Applied mathematical finance
19
(
2012
)
3/4
,
pp. 299-312
Persistent link: https://www.econbiz.de/10009710972
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3
Quote inefficiency in options markets
Rodríguez Longarela, Iñaki
;
Mayoral, Silvia
- In:
Journal of banking & finance
55
(
2015
),
pp. 23-36
Persistent link: https://www.econbiz.de/10011378081
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