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isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Review of quantitative finance and accounting"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Russo, Emilio"
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Option pricing theory
5
Optionspreistheorie
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Russo, Emilio
Takahashi, Akihiko
9
Chen, Son-nan
7
Chen, Ren-Raw
6
Wu, Ting-pin
6
Chang, Chuang-chang
5
Lee, Cheng F.
4
Lin, Shih-kuei
4
Ritchken, Peter H.
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Costabile, Massimo
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Fabozzi, Frank J.
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Li, Bingxin
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Newton, David P.
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Asia-Pacific financial markets
Review of quantitative finance and accounting
The journal of derivatives : the official publication of the International Association of Financial Engineers
International journal of financial markets and derivatives
2
Applied mathematical finance
1
Decisions in economics and finance : a journal of applied mathematics
1
IMA journal of management mathematics
1
International journal of theoretical and applied finance
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Review of derivatives research
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Risks : open access journal
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ECONIS (ZBW)
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1
A flexible lattice model for pricing contingent claims under multiple risk factors
Russo, Emilio
;
Staino, Alessandro
- In:
The journal of derivatives : the official publication …
26
(
2018
)
1
,
pp. 27-44
Persistent link: https://www.econbiz.de/10011968670
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2
On pricing Asian options under stochastic volatility
Russo, Emilio
;
Staino, Alessandro
- In:
The journal of derivatives : the official publication …
23
(
2016
)
4
,
pp. 7-19
Persistent link: https://www.econbiz.de/10011687238
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3
A reduced lattice model for option pricing under regime-switching
Costabile, Massimo
;
Leccadito, Arturo
;
Massabo, Ivar
; …
- In:
Review of quantitative finance and accounting
42
(
2014
)
4
,
pp. 667-690
Persistent link: https://www.econbiz.de/10010433525
Saved in:
4
A forward shooting grid method for option pricing with stochastic volatility
Costabile, Massimo
;
Massabo, Ivar
;
Russo, Emilio
- In:
The journal of derivatives : the official publication …
20
(
2012
)
2
,
pp. 67-78
Persistent link: https://www.econbiz.de/10009718105
Saved in:
5
An adjusted binomial model for pricing Asian options
Costabile, Massimo
;
Massabó, Ivar
;
Russo, Emilio
- In:
Review of quantitative finance and accounting
27
(
2006
)
3
,
pp. 285-296
Persistent link: https://www.econbiz.de/10003374247
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