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~person:"Chevalier, Etienne"
~person:"Dela Vega, Engel John C."
~person:"Di Giacinto, Marina"
~person:"Lauriere, Mathieu"
~source:"econis"
~subject:"Option pricing theory"
~type_genre:"Aufsatz in Zeitschrift"
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Option pricing theory
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Chevalier, Etienne
Dela Vega, Engel John C.
Di Giacinto, Marina
Lauriere, Mathieu
Dokučaev, Nikolaj G.
3
Bender, Christian
2
De Angelis, Tiziano
2
Federico, Salvatore
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Applied mathematical finance
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ECONIS (ZBW)
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A stochastic control approach to bid-ask price modelling
Dela Vega, Engel John C.
;
Elliott, Robert J.
- In:
International journal of theoretical and applied …
25
(
2022
)
4/5
,
pp. 1-30
Persistent link: https://www.econbiz.de/10013371064
Saved in:
2
Learning a functional control for high-frequency finance
Leal, Laura
;
Lauriere, Mathieu
;
Lehalle, Charles-Albert
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 1973-1987
Persistent link: https://www.econbiz.de/10013490928
Saved in:
3
Indifference fee rate for variable annuities
Chevalier, Etienne
;
Lim, Thomas
;
Romero, Ricardo Romo
- In:
Applied mathematical finance
23
(
2016
)
3/4
,
pp. 278-308
Persistent link: https://www.econbiz.de/10011704242
Saved in:
4
Income drawdown option with minimum guarantee
Di Giacinto, Marina
;
Federico, Salvatore
;
Gozzi, Fausto
; …
- In:
European journal of operational research : EJOR
234
(
2014
)
3
,
pp. 610-624
Persistent link: https://www.econbiz.de/10010360497
Saved in:
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