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~isPartOf:"Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève"
~person:"Ferrari, Giorgio"
~person:"Koskela, Erkki"
~person:"Küchler, Uwe"
~person:"Scaillet, Olivier"
~subject:"Cost-benefit analysis"
~subject:"Stochastic process"
~subject:"optimal stopping"
~type_genre:"Non-commercial literature"
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Cost-benefit analysis
Stochastic process
optimal stopping
Stochastischer Prozess
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Volatility
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Black-Scholes model
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Black-Scholes-Modell
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Bootstrap approach
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Bootstrap-Verfahren
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Interest rate
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Mathematische Optimierung
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Ferrari, Giorgio
Koskela, Erkki
Küchler, Uwe
Scaillet, Olivier
Medvedev, Alexey
2
Thénié, Julien
2
Vial, Jean-Philippe
2
Guerrier, Stéphane
1
Skaloud, Jan
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Stebler, Yannick
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Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
28
Discussion papers of interdisciplinary research project 373
9
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
8
Institute of Mathematical Economics Working Paper
5
Research paper series / Swiss Finance Institute
5
CESifo working papers
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CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
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Swiss Finance Institute Research Paper
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Discussion papers / Department of Economics, University of Helsinki
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Carlo Alberto notebooks
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Center for Mathematical Economics Working Paper
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Discussion paper / Faculty of Social Sciences, Department of Economics, University of Helsinki
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FAME research paper series
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
1
Research paper / Quantitative Finance Research Group, University of Technology Sydney
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Pricing american options under stochastic volatility and stochastic interest rates
Medvedev, Alexey
;
Scaillet, Olivier
-
2009
-
This version Sept. 2009
Persistent link: https://www.econbiz.de/10003936104
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2
Approximation and calibration of short-term implied volatilities under jump-diffusion stochastic volatility
Medvedev, Alexey
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003354334
Saved in:
3
Testing for stochastic dominance efficiency
Scaillet, Olivier
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003120505
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