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subject:"Portfolio selection"
~isPartOf:"Applied mathematical finance"
~isPartOf:"International review of financial analysis"
~person:"Nejad, Sina"
~subject:"Lévy processes"
~subject:"Option pricing theory"
~subject:"USA"
~type:"article"
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Applied mathematical finance
International review of financial analysis
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Non-parametric pricing and hedging of exotic derivatives
Lyons, Terry
;
Nejad, Sina
;
Perez Arribas, Imanol
- In:
Applied mathematical finance
27
(
2020
)
6
,
pp. 457-494
Persistent link: https://www.econbiz.de/10012516168
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2
Numerical method for model-free pricing of exotic derivatives in discrete time using rough path signatures
Lyons, Terry
;
Nejad, Sina
;
Arribas, Imanol Perez
- In:
Applied mathematical finance
26
(
2019
)
6
,
pp. 583-597
Persistent link: https://www.econbiz.de/10012210427
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