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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Tinbergen Institute Discussion Papers"
~person:"Lamberton, Damien"
~person:"Zhu, Lingjiong"
~type:"article"
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Option pricing theory
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Optionspreistheorie
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Sensitivity analysis
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Sensitivitätsanalyse
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Asia
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Asian options
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Asien
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Black-Scholes model
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Black-Scholes-Modell
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Correlation sensitivity
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Derivat
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Option trading
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multi-asset Heston model
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Lamberton, Damien
Zhu, Lingjiong
Abbas-Turki, Lokman A.
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Cherif, Sidi Mohamed Lalaoui Ben
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Eddahbi, M'hamed
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Joshi, Mark S.
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Kato, Takashi
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Nasroallah, Abdelaziz
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Pirjol, Dan
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International journal of theoretical and applied finance
Tinbergen Institute Discussion Papers
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Sensitivities of Asian options in the black-scholes model
Pirjol, Dan
;
Zhu, Lingjiong
- In:
International journal of theoretical and applied finance
21
(
2018
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011846502
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2
European options sensitivity with respect to the correlation for multidimensional Heston models
Abbas-Turki, Lokman A.
;
Lamberton, Damien
- In:
International journal of theoretical and applied finance
17
(
2014
)
3
,
pp. 1-36
Persistent link: https://www.econbiz.de/10010364767
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