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~language:"eng"
~language:"srp"
~subject:"Option pricing theory"
~type_genre:"Forschungsbericht"
~type_genre:"Reprint"
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ECONIS (ZBW)
46
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1
Pricing American options in the Heston model : a close look on incorporating correlation
Ruckdeschel, Peter
;
Sayer, Tilman
;
Szimayer, Alexander
-
2011
Persistent link: https://www.econbiz.de/10009688311
Saved in:
2
Calibrating and completing the volatility cube in the SABR model
Dimitroff, Georgi
;
Kock, Johan de
-
2011
Persistent link: https://www.econbiz.de/10009688312
Saved in:
3
Representations for optimal stopping under dynamic monetary utility functionals
Krätschmer, Volker
;
Schoenmakers, John
-
2009
Persistent link: https://www.econbiz.de/10003924289
Saved in:
4
Quanto option pricing in the parsimonious Heston model
Dimitroff, Georgi
;
Szimayer, Alexander
;
Wagner, Andreas
-
2009
Persistent link: https://www.econbiz.de/10009688320
Saved in:
5
A guide on the implementation of the Heath-Jarrow-Morton two-factor Gaussian short rate model (HJM-G2++)
Acar, Sarp Kaya
;
Natcheva-Acar, Kalina
-
2009
Persistent link: https://www.econbiz.de/10009688321
Saved in:
6
A parsimonious multi-asset Heston model : calibration and derivative pricing
Szimayer, Alexander
;
Dimitroff, Geogri
;
Lorenz, Stefan
-
2009
Persistent link: https://www.econbiz.de/10009688323
Saved in:
7
Pricing American call options under the assumption of stochastic dividends : an application of the Korn-Rogers-Model
Kruse, Susanne
;
Müller, Marlene
-
2009
Persistent link: https://www.econbiz.de/10009723047
Saved in:
8
Pricing CMS spreads in the Libor market model
Belomestny, Denis
;
Kolodko, Anastasia
;
Schoenmakers, …
-
2008
Persistent link: https://www.econbiz.de/10003809706
Saved in:
9
Portfolios of real options
Brosch, Rainer
-
2008
Persistent link: https://www.econbiz.de/10003687897
Saved in:
10
Fast, stable and accurate method for the Black-Scholes equation of American options
Ehrhardt, Matthias
;
Mickens, Ronald E.
-
2008
Persistent link: https://www.econbiz.de/10003716552
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