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~isPartOf:"The journal of computational finance"
~person:"Leippold, Markus"
~person:"Tankov, Peter"
~subject:"Optionspreistheorie"
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Optionspreistheorie
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Hamilton-Jacobi-Bellman equation
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The journal of computational finance
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Numerical methods for the quadratic
hedging
problem in Markov models with jumps
De Franco, Carmine
;
Tankov, Peter
;
Warin, Xavier
- In:
The journal of computational finance
19
(
2015/2016
)
2
,
pp. 29-67
Persistent link: https://www.econbiz.de/10011442638
Saved in:
2
Pricing and
hedging
gap risk
Tankov, Peter
- In:
The journal of computational finance
13
(
2009/10
)
3
,
pp. 33-59
Persistent link: https://www.econbiz.de/10003971913
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