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isPartOf:"The European journal of finance"
~isPartOf:"International journal of theoretical and applied finance"
~person:"Romo, Jacinto Marabel"
~person:"Zanette, Antonino"
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Option trading
5
Optionsgeschäft
5
Option pricing theory
4
Optionspreistheorie
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Volatility
3
Volatilität
3
Correlation
2
Korrelation
2
Numerical analysis
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Numerisches Verfahren
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American options
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Digital outperformance options
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Digitalisierung
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Digitization
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EU countries
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Step double barrier options
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Wishart process
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binomial method
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cross-gamma
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finite-difference
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forward-start options
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interpolation
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jump-diffusion process
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numerical stability
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rate of convergence
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Romo, Jacinto Marabel
Zanette, Antonino
Levendorskij, Sergej Z.
4
Cui, Zhenyu
3
Kwok, Yue-Kuen
3
Schoutens, Wim
3
Wu, Lixin
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Alfonsi, Aurélien
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Antonelli, Fabio
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Ap Gwilym, Owain
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Benth, Fred Espen
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Bernard, Carole
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Boyarchenko, Mitya
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2
Elliott, Robert J.
2
Gaudenzi, Marcellino
2
Hughston, Lane P.
2
Joshi, Mark S.
2
Kirkby, J. Lars
2
Madan, Dilip B.
2
Pistorius, Martijn
2
Ramponi, A.
2
Romagnoli, Silvia
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Roux, Alet
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Scarlatti, S.
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Siu, Tak Kuen
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Verousis, Thanos
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The European journal of finance
International journal of theoretical and applied finance
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
Computational Management Science : CMS
1
European journal of operational research : EJOR
1
IMA journal of management mathematics
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Quantitative finance
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Review of derivatives research
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ECONIS (ZBW)
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1
Numerical stability of a hybrid method for pricing options
Briani, Maya
;
Caramellino, Lucia
;
Terenzi, Giulia
; …
- In:
International journal of theoretical and applied finance
22
(
2019
)
7
,
pp. 1-46
Persistent link: https://www.econbiz.de/10012153319
Saved in:
2
The binomial interpolated lattice method for step double barrier options
Appolloni, Elisa
;
Gaudenzi, Marcellino
;
Zanette, Antonino
- In:
International journal of theoretical and applied finance
17
(
2014
)
6
,
pp. 1-26
Persistent link: https://www.econbiz.de/10010438537
Saved in:
3
Worst-of options and correlation skew under a stochastic correlation framework
Romo, Jacinto Marabel
- In:
International journal of theoretical and applied finance
15
(
2012
)
7
,
pp. 1-32
Persistent link: https://www.econbiz.de/10009685884
Saved in:
4
Pricing digital outperformance options with uncertain correlation
Romo, Jacinto Marabel
- In:
International journal of theoretical and applied finance
14
(
2011
)
5
,
pp. 709-722
Persistent link: https://www.econbiz.de/10009298474
Saved in:
5
Adaptive finite element methods for local volatility European option pricing
Ern, Alexandre
;
Villeneuve, Stéphane
;
Zanette, Antonino
- In:
International journal of theoretical and applied finance
7
(
2004
)
6
,
pp. 659-684
Persistent link: https://www.econbiz.de/10002200623
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