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Option pricing theory
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Annals of operations research ; volume 280, numbers 1/2 (September 2019)
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Finance and stochastics
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Journal of economic dynamics & control
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ECONIS (ZBW)
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Fast and accurate computation of the distribution of sums of dependent log-normals
Botev, Zdravko I.
;
Salomone, Robert
;
Mackinlay, Daniel
-
2019
Persistent link: https://www.econbiz.de/10012116201
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Quasi-Monte Carlo methods with applications in finance
L'Ecuyer, Pierre
- In:
Finance and stochastics
13
(
2009
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3
,
pp. 307-349
Persistent link: https://www.econbiz.de/10003899308
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A dynamic programming approach for pricing options embedded in bonds
Ben-Ameur, Hatem
;
Breton, Michèle
;
Karoui, Lotfi
; …
- In:
Journal of economic dynamics & control
31
(
2007
)
7
,
pp. 2212-2233
Persistent link: https://www.econbiz.de/10003485019
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