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~isPartOf:"Applied mathematical finance"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Journal of econometrics"
~isPartOf:"Working papers"
~person:"Anh Ngoc Lai"
~person:"Fusai, Gianluca"
~subject:"Derivat"
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Derivat
Option pricing theory
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Optionspreistheorie
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Derivative
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Anh Ngoc Lai
Fusai, Gianluca
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Applied mathematical finance
European journal of operational research : EJOR
Journal of econometrics
Working papers
Journal of banking & finance
2
Computers & operations research : and their applications to problems of world concern ; an international journal
1
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ECONIS (ZBW)
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Electricity forward curves with thin granularity : theory and empirical evidence in the hourly EPEXspot market
Caldana, Ruggero
;
Fusai, Gianluca
;
Roncoroni, Andrea
- In:
European journal of operational research : EJOR
261
(
2017
)
2
,
pp. 715-734
Persistent link: https://www.econbiz.de/10011738512
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2
Dynamic speculation and hedging in commodity futures markets with a stochastic convenience yield
Mellios, Constantin
;
Six, Pierre
;
Anh Ngoc Lai
- In:
European journal of operational research : EJOR
250
(
2016
)
2
,
pp. 493-504
Persistent link: https://www.econbiz.de/10011441684
Saved in:
3
Pricing exotic derivatives exploiting structure
Sesana, Debora
;
Marazzina, Daniele
;
Fusai, Gianluca
- In:
European journal of operational research : EJOR
236
(
2014
)
1
,
pp. 369-381
Persistent link: https://www.econbiz.de/10010361703
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