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~isPartOf:"Europäische Hochschulschriften / 5"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Broadie, Mark"
~person:"Glasserman, Paul"
~person:"Roth, Randolf"
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Europäische Hochschulschriften / 5
The journal of derivatives : the official publication of the International Association of Financial Engineers
Dresdner Beiträge zu quantitativen Verfahren
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Dresdner Beiträge zur Betriebswirtschaftslehre
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ECONIS (ZBW)
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Das theoretische Konzept eines Volatilitätsderivates und seine Anwendung auf die DAX-Optionen
Roth, Randolf
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1999
Persistent link: https://www.econbiz.de/10001376233
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Enhanced Monte Carlo estimates for American option prices
Broadie, Mark
- In:
The journal of derivatives : the official publication …
5
(
1997
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pp. 25-44
Persistent link: https://www.econbiz.de/10001226468
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