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~isPartOf:"International journal of financial engineering"
~isPartOf:"Universitext"
~isPartOf:"Wiley finance series"
~subject:"Stochastischer Prozess"
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Search: subject_exact:"Finanzmathematik"
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Stochastischer Prozess
Finanzmathematik
63
Mathematical finance
54
Option pricing theory
29
Optionspreistheorie
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Theorie
29
Theory
29
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16
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Seydel, Rüdiger
4
Benth, Fred Espen
1
Bouchard, Bruno
1
Chassagneux, Jean-François
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Cheng, Zailei
1
Choe, Geon Ho
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Jain, Shashi
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1
Oosterlee, Cornelis Willebrordus
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International journal of financial engineering
Universitext
Wiley finance series
Insurance / Mathematics & economics
27
Finance and stochastics
8
Lecture notes in economics and mathematical systems : LNEMS
8
Chapman & Hall/CRC financial mathematics series
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ASTIN bulletin : the journal of the International Actuarial Association
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Optimal dividends in the dual risk model under a stochastic interest rate
Cheng, Zailei
- In:
International journal of financial engineering
4
(
2017
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011673118
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2
Pricing for options in a mixed fractional Hull-White interest rate model
Pan, Jian
;
Zhou, Xiangying
- In:
International journal of financial engineering
4
(
2017
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011673121
Saved in:
3
Tools for computational finance
Seydel, Rüdiger
-
2017
-
Sixth edition
Persistent link: https://www.econbiz.de/10011665746
Saved in:
4
Fundamentals and advanced techniques in derivatives hedging
Bouchard, Bruno
;
Chassagneux, Jean-François
-
2016
Persistent link: https://www.econbiz.de/10011531565
Saved in:
5
Fast and accurate exercise policies for Bermudan swaptions in the LIBOR market model
Karlsson, Patrik
;
Jain, Shashi
;
Oosterlee, Cornelis …
- In:
International journal of financial engineering
3
(
2016
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011532753
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6
Stochastic analysis for finance with simulations
Choe, Geon Ho
-
2016
Persistent link: https://www.econbiz.de/10011514499
Saved in:
7
Fast numerical method for pricing of variable annuities with Guaranteed minimum withdrawal benefit under optimal withdrawal strategy
Luo, Xiaolin
;
Shevchenko, Pavel V.
- In:
International journal of financial engineering
2
(
2015
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011403137
Saved in:
8
Tools for computational finance
Seydel, Rüdiger
-
2009
-
4. ed.
Persistent link: https://www.econbiz.de/10003801677
Saved in:
9
Tools for computational finance
Seydel, Rüdiger
-
2006
-
3. ed.
Persistent link: https://www.econbiz.de/10003301721
Saved in:
10
Brownian motion calculus
Wiersema, Ubbo F.
-
2008
Persistent link: https://www.econbiz.de/10002581692
Saved in:
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