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~person:"Dela Vega, Engel John C."
~person:"Di Giacinto, Marina"
~person:"Dokučaev, Nikolaj G."
~person:"Lauriere, Mathieu"
~source:"econis"
~subject:"Option pricing theory"
~type_genre:"Aufsatz in Zeitschrift"
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Option pricing theory
Control theory
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Optionspreistheorie
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Dela Vega, Engel John C.
Di Giacinto, Marina
Dokučaev, Nikolaj G.
Lauriere, Mathieu
Bender, Christian
2
De Angelis, Tiziano
2
Federico, Salvatore
2
Ferrari, Giorgio
2
Hess, Markus
2
Junca, Mauricio
2
Aktar, Yalçin
1
Alexandropoulos, C. A.
1
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Chung, San-Lin
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Ehrhardt, Matthias
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Elliott, Robert J.
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Gombani, Andrea
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Gozzi, Fausto
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Guerdouh, Dalila
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Guéant, Olivier
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Günther, Michael
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Han, Bingyan
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Horst, Ulrich
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Mathematical finance : an international journal of mathematics, statistics and financial theory
2
European journal of operational research : EJOR
1
International journal of theoretical and applied finance
1
International journal of theoretical and applied finance : IJTAF
1
Quantitative 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
A first-order BSPDE for swing option pricing : classical solutions
Bender, Christian
;
Dokučaev, Nikolaj G.
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 902-925
Persistent link: https://www.econbiz.de/10011764986
Saved in:
4
A first-order BSPDE for swing option pricing
Bender, Christian
;
Dokučaev, Nikolaj G.
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 461-491
Persistent link: https://www.econbiz.de/10011583530
Saved in:
5
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:
6
Continuously controlled options : derivatives with added flexibility
Dokučaev, Nikolaj G.
- In:
International journal of theoretical and applied finance
16
(
2013
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009725089
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