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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Orosi, Greg"
~person:"Ritchken, Peter H."
~subject:"Optionspreistheorie"
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Optionspreistheorie
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Orosi, Greg
Ritchken, Peter H.
Chen, Son-nan
6
Wu, Ting-pin
6
Fabozzi, Frank J.
3
Newton, David P.
3
Rosenberg, Joshua V.
3
Russo, Emilio
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Schoutens, Wim
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Tian, Yisong Sam
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Wei, Jason
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The journal of derivatives : the official publication of the International Association of Financial Engineers
Review of derivatives research
4
Journal of derivatives & hedge funds
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Annals of financial economics
1
CMBF papers
1
Federal Reserve Bank of Cleveland working paper series
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International journal of financial markets and derivatives
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Staff working paper / Bank of Canada
1
The journal of asset management
1
The journal of finance : the journal of the American Finance Association
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The journal of futures markets
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1
Estimating
option
-implied risk-neutral densities : a novel parametric approach
Orosi, Greg
- In:
The journal of derivatives : the official publication …
23
(
2015
)
1
,
pp. 41-61
Persistent link: https://www.econbiz.de/10011399802
Saved in:
2
Improved implementation of local volatility and its application to S&P 500 Index options
Orosi, Greg
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
3
,
pp. 53-64
Persistent link: https://www.econbiz.de/10003961021
Saved in:
3
On bounding
option
prices in Paretian stable markets
Popova, Ivilina
- In:
The journal of derivatives : the official publication …
5
(
1998
)
4
,
pp. 32-43
Persistent link: https://www.econbiz.de/10001246678
Saved in:
4
A multi-parameter extension of Figlewski’s
option
-pricing formula
Orosi, Greg
- In:
The journal of derivatives : the official publication …
19
(
2011
)
1
,
pp. 72-82
Persistent link: https://www.econbiz.de/10009316794
Saved in:
5
On pricing and hedging in the swaption market : how many factors, really?
Fan, Rong
;
Gupta, Anurag
;
Ritchken, Peter H.
- In:
The journal of derivatives : the official publication …
15
(
2007
)
1
,
pp. 9-33
Persistent link: https://www.econbiz.de/10003611410
Saved in:
6
On pricing derivatives in the presence of auxiliary state variables
Lin, Junze
;
Ritchken, Peter H.
- In:
The journal of derivatives : the official publication …
14
(
2006
)
2
,
pp. 29-46
Persistent link: https://www.econbiz.de/10003400049
Saved in:
7
The importance of forward rate volatility structures in pricing interest rate-sensitive claims
Ritchken, Peter H.
- In:
The journal of derivatives : the official publication …
3
(
1995
)
1
,
pp. 25-41
Persistent link: https://www.econbiz.de/10001219431
Saved in:
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