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subject:"Stochastischer Prozess"
~person:"Ahlip, Rehez"
~person:"Cashel-Cordo, Peter"
~person:"Guo, Dajiang"
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Stochastischer Prozess
Currency option
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Option pricing theory
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1987-1992
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Ahlip, Rehez
Cashel-Cordo, Peter
Guo, Dajiang
Craig, Ben R.
5
Keller, Joachim G.
4
Pierdzioch, Christian
3
Takahashi, Akihiko
3
Busch, Thomas
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Lin, Shih-kuei
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2
Aase Nielsen, Jørgen
1
Antonelli, Fabio
1
Bakshi, Gurdip S.
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Bo, Lijun
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Applied mathematical finance
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Global business and finance review
1
Quantitative analysis in financial markets ; [Vol. 1]
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ECONIS (ZBW)
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The effectiveness of a predictor-corrector technique in European currency option valuation
Heo, Sangwoo
;
Yang, Jinsuk
;
Lim, SeungCheol
; …
- In:
Global business and finance review
24
(
2019
)
4
,
pp. 1-7
Persistent link: https://www.econbiz.de/10012161859
Saved in:
2
Semi-analytical pricing of currency options in the Heston/CIR jump-diffusion hybrid model
Ahlip, Rehez
;
Rutkowski, Marek
- In:
Applied mathematical finance
22
(
2015
)
1/2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10010505183
Saved in:
3
A test of efficiency for the currency option market using stochastic volatility forecasts
Guo, Dajiang
-
1999
Persistent link: https://www.econbiz.de/10001491265
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