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subject:"Italians"
~person:"Börger, Reik H."
~person:"Pirjol, Dan"
~person:"Suda, Shintaro"
~subject:"Black-Scholes-Modell"
~subject:"financial derivatives"
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Italians
Black-Scholes-Modell
financial derivatives
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Option pricing theory
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Börger, Reik H.
Pirjol, Dan
Suda, Shintaro
Wallner, Christian
3
Wystup, Uwe
3
Muroi, Yoshifumi
2
Akkaya, Çiğdem
1
Baños, D.
1
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International Journal of Portfolio Analysis and Management
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ECONIS (ZBW)
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1
Binomial tree method for option pricing : discrete Carr and Madan formula approach
Muroi, Yoshifumi
;
Saeki, Ryota
;
Suda, Shintaro
- In:
International journal of financial engineering
8
(
2021
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012662360
Saved in:
2
Sensitivities of Asian options in the black-scholes model
Pirjol, Dan
;
Zhu, Lingjiong
- In:
International journal of theoretical and applied finance
21
(
2018
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011846502
Saved in:
3
Computation of Greeks using binomial tree
Muroi, Yoshifumi
;
Suda, Shintaro
- In:
Journal of mathematical finance
7
(
2017
)
3
,
pp. 597-623
Persistent link: https://www.econbiz.de/10011752400
Saved in:
4
Explicit approximations of multi-asset option prices including Greeks
Börger, Reik H.
- In:
International Journal of Portfolio Analysis and Management
1
(
2014
)
4
,
pp. 314-329
Persistent link: https://www.econbiz.de/10010472815
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