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~accessRights:"restricted"
~person:"Giribone, Pier Giuseppe"
~person:"Kitapbayev, Yerkin"
~type_genre:"Article in journal"
~type_genre:"Biography"
~type_genre:"Book section"
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Option pricing theory
9
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9
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9
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3
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2
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Giribone, Pier Giuseppe
Kitapbayev, Yerkin
Wang, Xingchun
22
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16
Lee, Hangsuck
15
Zhang, Jin E.
10
Cui, Zhenyu
9
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8
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6
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5
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International journal of financial engineering
3
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1
International journal of theoretical and applied finance
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Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Mathematics of operations research
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1
Closed form optimal exercise boundary of the American put option
Kitapbayev, Yerkin
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012650204
Saved in:
2
Callable barrier reverse convertible securities
Detemple, Jérôme B.
;
Kitapbayev, Yerkin
- In:
Quantitative finance
21
(
2021
)
9
,
pp. 1519-1532
Persistent link: https://www.econbiz.de/10012624152
Saved in:
3
Design, implementation and validation of advanced lattice techniques for pricing EAKO : European American Knock-Out option
Fabbri, Mattia
;
Giribone, Pier Giuseppe
- In:
International journal of financial engineering
6
(
2019
)
4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012314522
Saved in:
4
On the optimal exercise boundaries of swing put options
De Angelis, Tiziano
;
Kitapbayev, Yerkin
- In:
Mathematics of operations research
43
(
2018
)
1
,
pp. 252-274
Persistent link: https://www.econbiz.de/10011818754
Saved in:
5
On American VIX options under the generalized 3/2 and 1/2 models
Detemple, Jérôme B.
;
Kitapbayev, Yerkin
- In:
Mathematical finance : an international journal of …
28
(
2018
)
2
,
pp. 550-581
Persistent link: https://www.econbiz.de/10011969085
Saved in:
6
The effects of negative nominal rates on the pricing of American calls : some theoretical and numerical insights
Cafferata, Alessia
;
Giribone, Pier Giuseppe
;
Resta, Marina
- In:
Modern economy
8
(
2017
)
7
,
pp. 878-887
Persistent link: https://www.econbiz.de/10011747766
Saved in:
7
Negative interest rates effects on option pricing : back to basics?
Burro, Giacomo
;
Giribone, Pier Giuseppe
;
Ligato, Simone
; …
- In:
International journal of financial engineering
4
(
2017
)
2/3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011778279
Saved in:
8
Flexible-forward pricing through Leisen-Reimer trees : implementation and performance comparison with traditional Markov chains
Giribone, Pier Giuseppe
;
Ligato, Simone
- In:
International journal of financial engineering
3
(
2016
)
2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011577108
Saved in:
9
The British lookback option with fixed strike
Kitapbayev, Yerkin
- In:
Applied mathematical finance
22
(
2015
)
3/4
,
pp. 238-260
Persistent link: https://www.econbiz.de/10011436202
Saved in:
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