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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Mathematical methods of operations research"
~person:"Ahlip, Rehez"
~person:"Hambly, Ben M."
~person:"Kinzebulatov, Damir"
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Ahlip, Rehez
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International journal of theoretical and applied finance
Mathematical methods of operations research
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Algorithmic trading with learning
Cartea, Álvaro
;
Jaimungal, Sebastian
;
Kinzebulatov, Damir
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011523847
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2
Monte Carlo methods via a dual approach for some discrete time stochastic control problems
Gyurkó, Lajos Gergely
;
Hambly, Ben M.
;
Witte, Jan Hendrik
- In:
Mathematical methods of operations research
81
(
2015
)
1
,
pp. 109-135
Persistent link: https://www.econbiz.de/10010488925
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3
Forward start options under stochastic volatility and stochastic interest rates
Ahlip, Rehez
;
Rutkowski, Marek
- In:
International journal of theoretical and applied finance
12
(
2009
)
2
,
pp. 208-225
Persistent link: https://www.econbiz.de/10003855780
Saved in:
4
Foreign exchange options under stochastic volatility and stochastic interest rates
Ahlip, Rehez
- In:
International journal of theoretical and applied finance
11
(
2008
)
3
,
pp. 277-294
Persistent link: https://www.econbiz.de/10003733145
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