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subject:"Schätzung"
~isPartOf:"Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne"
~subject:"Optionspreistheorie"
~subject:"Statistical distribution"
~type_genre:"Non-commercial literature"
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Schätzung
Optionspreistheorie
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Monte Carlo simulation
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Joshi, Mark S.
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Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
Discussion paper / Tinbergen Institute
23
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
11
Working paper
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CAMA working paper series
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SFB 649 discussion paper
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Working paper / Austrian Center for Labor Economics and the Analysis of the Welfare State
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Discussion paper / Centre for Economic Policy Research
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Discussion papers of interdisciplinary research project 373
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Global COE Hi-Stat discussion paper series
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Kooderive : multi-core graphics cards, the LIBOR market model, least-squares Monte Carlo and the pricing of cancellable swaps
Joshi, Mark S.
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2014
Persistent link: https://www.econbiz.de/10010348823
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2
Truncation and accerleration of the Tian tree for the pricing of American put options
Chen, Ting
;
Joshi, Mark S.
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2010
Persistent link: https://www.econbiz.de/10008806595
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3
Monte Carlo bounds for game options including convertible bonds
Beveridge, Christopher
;
Joshi, Mark S.
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2010
Persistent link: https://www.econbiz.de/10008806621
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4
Fast sensitivity computations for Monte Carlo valuation of pension funds
Joshi, Mark S.
;
Pitt, David C.
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2009
Persistent link: https://www.econbiz.de/10003924234
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5
Pricing and deltas of discretely-monitored barrier options using stratified sampling on the hitting-times to the barrier
Joshi, Mark S.
;
Tang, Robert
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2009
Persistent link: https://www.econbiz.de/10003924345
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