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~isPartOf:"International journal of theoretical and applied finance"
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Black-Scholes model
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International journal of theoretical and applied finance
Bonn Econ Discussion Papers
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Applied Mathematical Finance
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International Journal of Theoretical and Applied Finance (IJTAF)
3
BuR - Business Research
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International journal of financial engineering
2
Computational Optimization and Applications
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ECONIS (ZBW)
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Pricing American options with the Runge-Kutta-Legendre finite difference scheme
Le Floc'h, Fabien
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012652624
Saved in:
2
Option pricing via maximization over uncertainty and correction of volatility smile
Dokučaev, Nikolaj G.
- In:
International journal of theoretical and applied finance
14
(
2011
)
4
,
pp. 507-524
Persistent link: https://www.econbiz.de/10009269369
Saved in:
3
Hedging European derivatives with the polynomial variance swap under
uncertain
volatility
environments
Takahashi, Akihiko
;
Tsuzuki, Yukihiro
;
Yamazaki, Akira
- In:
International journal of theoretical and applied finance
14
(
2011
)
4
,
pp. 485-505
Persistent link: https://www.econbiz.de/10009269373
Saved in:
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