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~person:"Andres, Peter"
~person:"Fouque, Jean-Pierre"
~type_genre:"Bibliography included"
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Andres, Peter
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Mathematical modeling and numerical methods in finance : special volume
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Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
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Reihe Quantitative Ökonomie : Ökon
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ECONIS (ZBW)
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Asymmetric variance reduction for pricing american options
Han, Chuan-Hsiang
;
Fouque, Jean-Pierre
-
2009
Persistent link: https://www.econbiz.de/10003826937
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2
Variance reduction for MC/QMC methods to evaluate option prices
Fouque, Jean-Pierre
;
Han, Chuan-Hsiang
;
Lai, Yongzeng
- In:
Recent advances in financial engineering : proceedings …
,
(pp. 27-48)
.
2009
Persistent link: https://www.econbiz.de/10003871156
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3
Derivatives in financial markets with stochastic volatility
Fouque, Jean-Pierre
;
Papanicolaou, George
;
Sircar, …
-
2000
Persistent link: https://www.econbiz.de/10001464269
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4
Von der Black/Scholes-Optionspreisformel zum GARCH-Optionsbewertungsmodell : Entwicklung und exemplarische Durchführung eines Ansatzes zur Überprüfung der Validität von Optionsprei...
Andres, Peter
-
1998
Persistent link: https://www.econbiz.de/10013360927
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