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Pricing Options on Scalar Diff...
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Mathematical finance : an international journal of mathematics, statistics and financial theory
7
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3
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ECONIS (ZBW)
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Optimal electoral timing : exercise wisely and you may live longer
Keppo, Jussi
(
contributor
);
Smith, Lones
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003468457
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2
Optimal electoral timing : exercise wisely and you may live longer
Keppo, Jussi
;
Smith, Lones
;
Davydov, Dmitry
- In:
The review of economic studies
75
(
2008
)
2
,
pp. 597-628
Persistent link: https://www.econbiz.de/10003678848
Saved in:
3
Step options
Linetsky, Vadim
- In:
Mathematical finance : an international journal of …
9
(
1999
)
1
,
pp. 55-96
Persistent link: https://www.econbiz.de/10001363486
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4
Lookback options and diffusion hitting times : a spectral expansion approach
Linetsky, Vadim
- In:
Finance and stochastics
8
(
2004
)
3
,
pp. 373-398
Persistent link: https://www.econbiz.de/10002130320
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5
Pricing equity derivates subject to bankruptcy
Linetsky, Vadim
- In:
Mathematical finance : an international journal of …
16
(
2006
)
2
,
pp. 255-282
Persistent link: https://www.econbiz.de/10003325841
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6
The valuation of executive stock options in an intensity-based framework
Carr, Peter
;
Linetsky, Vadim
- In:
European finance review : the official journal of the …
4
(
2000
)
3
,
pp. 211-230
Persistent link: https://www.econbiz.de/10001594050
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7
Black's model of interest rates as options, eigenfunction expansions and Japanese interest rates
Gorovoi, Viatcheslav
;
Linetsky, Vadim
- In:
Mathematical finance : an international journal of …
14
(
2004
)
1
,
pp. 49-78
Persistent link: https://www.econbiz.de/10001917699
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8
Pricing discretely monitored barrier options and defaultable bonds in Lévy process models : a fast Hilbert transform approach
Feng, Liming
;
Linetsky, Vadim
- In:
Mathematical finance : an international journal of …
18
(
2008
)
3
,
pp. 337-384
Persistent link: https://www.econbiz.de/10003752266
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9
A jump to default extended CEV model : an application of Bessel processes
Carr, Peter
;
Linetsky, Vadim
- In:
Finance and stochastics
10
(
2006
)
3
,
pp. 303-330
Persistent link: https://www.econbiz.de/10003379774
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10
Intensity-based valuation of residential mortgages : an analytically tractable model
Gorovoy, Vyacheslav
;
Linetsky, Vadim
- In:
Mathematical finance : an international journal of …
17
(
2007
)
4
,
pp. 541-573
Persistent link: https://www.econbiz.de/10003626607
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