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type_genre:"Arbeitspapier"
~isPartOf:"Annals of finance"
~subject:"Optionspreistheorie"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Sammelwerk"
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Search: subject_exact:"Black-Scholes option pricing model"
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Optionspreistheorie
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D'Addona, Stefano
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Annals of finance
International journal of theoretical and applied finance
47
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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The North American journal of economics and finance : a journal of financial economics studies
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Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
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Nonparametric estimates of option prices via Hermite basis functions
Marinelli, Carlo
;
D'Addona, Stefano
- In:
Annals of finance
19
(
2023
)
4
,
pp. 477-522
Persistent link: https://www.econbiz.de/10014448291
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2
Valuation of R&D compound option using Markov chain approach
D'Amico, Guglielmo
;
Villani, Giovanni
- In:
Annals of finance
17
(
2021
)
3
,
pp. 379-404
Persistent link: https://www.econbiz.de/10012622325
Saved in:
3
Option pricing under a Gamma-modulated diffusion process
Iglesias, Pilar
;
San Martín, Jaime
;
Torres, Soledad
; …
- In:
Annals of finance
7
(
2011
)
2
,
pp. 199-219
Persistent link: https://www.econbiz.de/10009130245
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