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~isPartOf:"Advanced series on statistical science & applied probability"
~isPartOf:"Applied mathematical finance"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Derivat"
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Derivat
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Advanced series on statistical science & applied probability
Applied mathematical finance
Journal of economic dynamics & control
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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Advanced series on statistical science and applied probability
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
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A family of maximum entropy densities matching call option prices
Neri, Cassio
;
Schneider, Lorenz
- In:
Applied mathematical finance
20
(
2013
)
5/6
,
pp. 548-577
Persistent link: https://www.econbiz.de/10010235560
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2
Option pricing with discrete time jump processes
Guégan, Dominique
;
Ielpo, Florian
;
Lalaharison, Hanjarivo
- In:
Journal of economic dynamics & control
37
(
2013
)
12
,
pp. 2417-2445
Persistent link: https://www.econbiz.de/10010348134
Saved in:
3
Hedging derivatives
Rheinländer, Thorsten
;
Sexton, Jenny
-
2011
Persistent link: https://www.econbiz.de/10009233654
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