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~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of financial markets"
~language:"eng"
~person:"Barletta, Andrea"
~person:"Pacelli, Graziella"
~person:"Yang, Wensheng"
~subject:"Behavioural finance"
~subject:"Black-Scholes model"
~subject:"Index futures"
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Barletta, Andrea
Pacelli, Graziella
Yang, Wensheng
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Journal of economic dynamics & control
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CTMC integral equation method for American options under stochastic local volatility models
Ma, Jingtang
;
Yang, Wensheng
;
Cui, Zhenyu
- In:
Journal of economic dynamics & control
128
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012628259
Saved in:
2
It only takes a few moments to hedge options
Barletta, Andrea
;
Santucci de Magistris, Paolo
;
Sloth, David
- In:
Journal of economic dynamics & control
100
(
2019
),
pp. 251-269
Persistent link: https://www.econbiz.de/10012130971
Saved in:
3
Pricing European and American options with two stochastic factors : a highly efficient radial basis function approach
Ballestra, Luca Vincenzo
;
Pacelli, Graziella
- In:
Journal of economic dynamics & control
37
(
2013
)
6
,
pp. 1142-1167
Persistent link: https://www.econbiz.de/10009740447
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