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~person:"Dela Vega, Engel John C."
~person:"Di Giacinto, Marina"
~person:"Hess, Markus"
~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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Stochastic process
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Dela Vega, Engel John C.
Di Giacinto, Marina
Hess, Markus
Lauriere, Mathieu
Dokučaev, Nikolaj G.
3
Bender, Christian
2
De Angelis, Tiziano
2
Federico, Salvatore
2
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Junca, Mauricio
2
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Applied mathematical finance
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European journal of operational research : EJOR
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International journal of theoretical and applied finance
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International journal of theoretical and applied finance : IJTAF
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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
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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
Explicit representations for utility indifference prices
Hess, Markus
- In:
Applied mathematical finance
28
(
2021
)
1
,
pp. 23-47
Persistent link: https://www.econbiz.de/10012625986
Saved in:
4
Pricing temperature derivatives under weather forecasts
Hess, Markus
- In:
International journal of theoretical and applied finance
21
(
2018
)
5
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011903773
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
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