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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Broadie, Mark"
~person:"Duck, Peter W."
~type_genre:"Aufsatz in Zeitschrift"
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Option pricing theory
4
Optionspreistheorie
4
Theorie
2
Theory
2
Aktienoption
1
Derivat
1
Derivative
1
Hedging
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Regression analysis
1
Regressionsanalyse
1
Simulation
1
Stochastic process
1
Stochastischer Prozess
1
Stock option
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curtailed range method
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Aufsatz in Zeitschrift
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Broadie, Mark
Duck, Peter W.
Chen, Son-nan
7
Wu, Ting-pin
7
Hull, John
6
White, Alan
6
Ederington, Louis H.
4
Fabozzi, Frank J.
4
Ritchken, Peter H.
4
Tian, Yisong Sam
4
Wu, Liuren
4
Chaput, J. Scott
3
Klein, Peter
3
Newton, David P.
3
Orosi, Greg
3
Rich, Don R.
3
Rosenberg, Joshua V.
3
Russo, Emilio
3
Schoutens, Wim
3
Sundaram, Rangarajan K.
3
Wei, Jason
3
Beliaeva, Natalia A.
2
Bennett, Michael N.
2
Bernard, Carole
2
Boyle, Phelim P.
2
Carr, Peter
2
Chance, Don M.
2
Chang, Jui-jane
2
Chen, Ren-Raw
2
Cheng, Wai-yan
2
Choi, Seung-mook S.
2
Christoffersen, Peter F.
2
Dravid, Ajay R.
2
Duan, Jin-Chuan
2
Engle, Robert F.
2
Figlewski, Stephen
2
Glasserman, Paul
2
Gupta, Sudip
2
Huang, Alex
2
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The journal of derivatives : the official publication of the International Association of Financial Engineers
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Journal of economic dynamics & control
3
Journal of financial economics
2
The journal of computational finance
2
The journal of real estate finance and economics
2
The review of financial studies
2
Applied mathematical finance
1
Finance and stochastics
1
Journal of econometrics
1
The journal of finance : the journal of the American Finance Association
1
The journal of futures markets
1
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ECONIS (ZBW)
4
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1
Enhanced Monte Carlo estimates for American
option
prices
Broadie, Mark
- In:
The journal of derivatives : the official publication …
5
(
1997
)
1
,
pp. 25-44
Persistent link: https://www.econbiz.de/10001226468
Saved in:
2
Pricing and hedging volatility derivatives
Broadie, Mark
;
Jain, Ashish
- In:
The journal of derivatives : the official publication …
15
(
2008
)
3
,
pp. 7-24
Persistent link: https://www.econbiz.de/10003673338
Saved in:
3
Enhancing the accuracy of pricing American and Bermudan options
Duck, Peter W.
;
Newton, David P.
;
Widdicks, Martin
; …
- In:
The journal of derivatives : the official publication …
12
(
2004
)
4
,
pp. 34-44
Persistent link: https://www.econbiz.de/10003010747
Saved in:
4
Curtailing the range for lattice and grid methods
Andricopoulos, Ari D.
;
Widdick, Martin
;
Duck, Peter W.
; …
- In:
The journal of derivatives : the official publication …
11
(
2004
)
4
,
pp. 55-61
Persistent link: https://www.econbiz.de/10002108943
Saved in:
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