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Mean Reversion
5
Mean reversion
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Option pricing theory
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Optionspreistheorie
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Alexandridis, A.
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Dokučaev, Nikolaj G.
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Kennedy, Joanne E.
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Applied mathematical finance
International journal of theoretical and applied finance
19
Applied economics
8
Journal of banking & finance
8
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7
Risks : open access journal
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The journal of futures markets
7
Working paper / National Bureau of Economic Research, Inc.
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SFB 649 Discussion Papers
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ECONIS (ZBW)
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On the approximation of the SABR with mean reversion model : a probabilistic approach
Kennedy, Joanne E.
;
Pham, Duy
- In:
Applied mathematical finance
21
(
2014
)
5/6
,
pp. 451-481
Persistent link: https://www.econbiz.de/10010500879
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2
Pricing of swing options in a mean reverting model with jumps
Kjaer, Mats
- In:
Applied mathematical finance
15
(
2008
)
5/6
,
pp. 479-502
Persistent link: https://www.econbiz.de/10003815253
Saved in:
3
Modelling the temperature time-dependent speed of mean reversion in the context of weather derivatives pricing
Zapranis, Achilleas
;
Alexandridis, A.
- In:
Applied mathematical finance
15
(
2008
)
3/4
,
pp. 355-386
Persistent link: https://www.econbiz.de/10003751370
Saved in:
4
Mean reversion level extensions of time-homogeneous affine term structure models
Kwon, Oh Kang
- In:
Applied mathematical finance
14
(
2007
)
4
,
pp. 291-302
Persistent link: https://www.econbiz.de/10003543036
Saved in:
5
Mean-reverting market model : speculative opportunities and non-arbitrage
Dokučaev, Nikolaj G.
- In:
Applied mathematical finance
14
(
2007
)
4
,
pp. 319-337
Persistent link: https://www.econbiz.de/10003543044
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