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type_genre:"Multi-volume publication"
~language:"eng"
~person:"Becker, Sebastian"
~person:"Benth, Fred Espen"
~person:"Papapantoleon, Antonis"
~type_genre:"Bibliography included"
~type_genre:"Konferenzbeitrag"
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Derivat
4
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Option pricing theory
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Optionspreistheorie
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Stochastic process
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Stochastischer Prozess
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Volatility
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Volatilität
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European quanto derivatives
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Becker, Sebastian
Benth, Fred Espen
Papapantoleon, Antonis
Bell, Andreas
2
McDonald, Robert L.
2
Rosa-Clot, Marco
2
Strange, Susan
2
Taddei, Stefano
2
Ali Ahmed, Huson Joher
1
Armstrong, John
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Assa, Hirbod
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Avellaneda, Marco
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Azoff, E. M.
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Bao, Li
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Baz, Jamil
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Bianchi, Benedetta
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Bruyère, Richard
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Bua, Giovanna
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Cai, Zongwu
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Chacko, George
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Cheung, William Ming Yan
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Christopeit, Norbert
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Cont, Rama
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Copinot, Régis
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Davis, Carolyn D.
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Delage, Erick
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Dempster, Michael A. H.
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Diaby, Vacaba
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Dubofsky, David A.
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Fakhfakh, Tarek
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Fery, Loi͏̈c
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Fitzgerald, M. D.
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Fouque, Jean-Pierre
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Frutos, Javier de
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Gallagher, Liam
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Genaro, Alan de
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
2
International journal of theoretical and applied finance
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
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ECONIS (ZBW)
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Learning the random variables in Monte Carlo simulations with stochastic gradient descent : machine learning for parametric PDEs and financial derivative pricing
Becker, Sebastian
;
Jentzen, Arnulf
;
Müller, Marvin S.
; …
- In:
Mathematical finance : an international journal of …
34
(
2024
)
1
,
pp. 90-150
Persistent link: https://www.econbiz.de/10014471160
Saved in:
2
Expansion formulas for European quanto options in a local volatility FX-LIBOR model
Hok, Julien
;
Ngare, Philip
;
Papapantoleon, Antonis
- In:
International journal of theoretical and applied finance
21
(
2018
)
2
,
pp. 1-43
Persistent link: https://www.econbiz.de/10011854564
Saved in:
3
A unified view of LIBOR models
Glau, Kathrin
;
Grbac, Zorana
;
Papapantoleon, Antonis
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 423-452)
.
2016
Persistent link: https://www.econbiz.de/10011800390
Saved in:
4
Cointegrated commodity markets and pricing of derivatives in a non-Gaussian framework
Benth, Fred Espen
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 477-496)
.
2016
Persistent link: https://www.econbiz.de/10011800392
Saved in:
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