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Option pricing theory
244
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Applied mathematical finance
The economist
81,930
Wirtschaftswoche : Pflichtblatt der Wertpapierbörse in Frankfurt und Düsseldorf
53,107
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39,064
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ECONIS (ZBW)
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181
Re-specification of affine term structure models : the linkage to empirical investigations
Huang, Ting Ting
;
Sun, Bruce Qiang
;
Chen, Xinfu
- In:
Applied mathematical finance
21
(
2014
)
5/6
,
pp. 523-554
Persistent link: https://www.econbiz.de/10010500872
Saved in:
182
Saddlepoint approximation methods for pricing derivatives on discrete realized variance
Zheng, Wendong
;
Kwok, Yue-Kuen
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 1-31
Persistent link: https://www.econbiz.de/10010351861
Saved in:
183
Stochastic correlation and volatility mean-reversion : empirical motivation and derivatives pricing via perturbation theory
Escobar, Marcos
;
Götz, Barbara
;
Neykova, Daniela
; …
- In:
Applied mathematical finance
21
(
2014
)
5/6
,
pp. 555-594
Persistent link: https://www.econbiz.de/10010500871
Saved in:
184
Tail VaR measures in a multi-period setting
Katsuki, Yuta
;
Matsumoto, Koichi
- In:
Applied mathematical finance
21
(
2014
)
3/4
,
pp. 270-297
Persistent link: https://www.econbiz.de/10010499702
Saved in:
185
Variational solutions of the pricing PIDEs for European options in Lévy models
Eberlein, Ernst
;
Glau, Kathrin
- In:
Applied mathematical finance
21
(
2014
)
5/6
,
pp. 417-450
Persistent link: https://www.econbiz.de/10010500880
Saved in:
186
American options in the Heston model with stochastic interest rate and its generalizations
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
- In:
Applied mathematical finance
20
(
2013
)
1/2
,
pp. 26-49
Persistent link: https://www.econbiz.de/10009737181
Saved in:
187
American Options in the Heston Model with Stochastic Interest Rate and Its Generalizations
Boyarchenko, Svetlana
;
Levendorski, Sergei
- In:
Applied mathematical finance
20
(
2013
)
1
,
pp. 26-49
Persistent link: https://www.econbiz.de/10010072039
Saved in:
188
Boundaries of correlation adjustment with applications to financial risk management
Numpacharoen, Kawee
;
Bunwong, Kornkanok
- In:
Applied mathematical finance
20
(
2013
)
3/4
,
pp. 403-414
Persistent link: https://www.econbiz.de/10010187655
Saved in:
189
Boundaries of Correlation Adjustment with Applications to Financial Risk Management
Numpacharoen, Kawee
;
Bunwong, Kornkanok
- In:
Applied mathematical finance
20
(
2013
)
4
,
pp. 403-414
Persistent link: https://www.econbiz.de/10010140094
Saved in:
190
Comparison between the mean-variance optimal and the mean-quadratic-variation optimal trading strategies
Tse, S. T.
;
Forsyth, Peter A.
;
Kennedy, J. S.
;
Windcliff, H.
- In:
Applied mathematical finance
20
(
2013
)
5/6
,
pp. 415-449
Persistent link: https://www.econbiz.de/10010235600
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