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~isPartOf:"Applied mathematical finance"
~isPartOf:"Risks : open access journal"
~isPartOf:"The journal of computational finance"
~isPartOf:"The review of financial studies"
~isPartOf:"Working papers"
~person:"Zvan, R."
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Search: subject_exact:"Optionspreistheorie"
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Option pricing theory
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Optionspreistheorie
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Optionsgeschäft
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Zvan, R.
Madan, Dilip B.
12
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Applied mathematical finance
Risks : open access journal
The journal of computational finance
The review of financial studies
Working papers
Journal of economic dynamics & control
1
Review of derivatives research
1
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ECONIS (ZBW)
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Negative coefficients in two-factor option pricing models
Zvan, R.
;
Forsyth, Peter A.
;
Vetzal, Kenneth R.
- In:
The journal of computational finance
7
(
2003
)
1
,
pp. 37-73
Persistent link: https://www.econbiz.de/10001805445
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2
Discrete Asian barrier options
Zvan, R.
;
Forsyth, Peter A.
;
Vetzal, Kenneth R.
- In:
The journal of computational finance
3
(
1999
)
1
,
pp. 41-67
Persistent link: https://www.econbiz.de/10001517411
Saved in:
3
A finite element approach to the pricing of discrete lookbacks with stochasic volatility
Forsyth, Peter A.
;
Vetzal, Kenneth R.
;
Zvan, R.
- In:
Applied mathematical finance
6
(
1999
)
2
,
pp. 87-106
Persistent link: https://www.econbiz.de/10001449242
Saved in:
4
Robust numerical methods for PDE models of Asian options
Zvan, R.
;
Forsyth, Peter A.
;
Vetzal, Kenneth R.
- In:
The journal of computational finance
1
(
1997/1998
)
2
,
pp. 39-78
Persistent link: https://www.econbiz.de/10001633255
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