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isPartOf:"Applied mathematical finance"
~isPartOf:"Operations research"
~person:"Mayer, Philipp"
~subject:"Black-Scholes-Modell"
~subject:"Option trading"
~subject:"Stochastic process"
~subject:"United Kingdom"
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Black-Scholes-Modell
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Mayer, Philipp
Cai, Ning
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Pricing and hedging of lookback options in hyper-exponential jump diffusion models
Hofer, Markus
;
Mayer, Philipp
- In:
Applied mathematical finance
20
(
2013
)
5/6
,
pp. 489-511
Persistent link: https://www.econbiz.de/10010235585
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2
General lower bounds for arithmetic Asian option prices
Albrecher, H.
;
Mayer, Philipp
;
Schoutens, W.
- In:
Applied mathematical finance
15
(
2008
)
1/2
,
pp. 123-149
Persistent link: https://www.econbiz.de/10003751123
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