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Option trading
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Mayer, Philipp
Hull, John
38
Ryu, Doojin
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Perrakis, Stylianos
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Wang, Xingchun
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Carr, Peter
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Cui, Zhenyu
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Madan, Dilip B.
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Zhang, Jin E.
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Applied mathematical finance
2
Alternative investments and strategies : credit, derivatives, CPPI, investments, risk
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ECONIS (ZBW)
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Pricing and hedging of lookback options in hyper-exponential jump diffusion models
Hofer, Markus
;
Mayer, Philipp
- In:
Applied mathematical finance
20
(
2013
)
5/6
,
pp. 489-511
Persistent link: https://www.econbiz.de/10010235585
Saved in:
2
Semi-static hedging strategies for exotic options
Albrecher, Hansjörg
;
Mayer, Philipp
- In:
Alternative investments and strategies : credit, …
,
(pp. 345-373)
.
2010
Persistent link: https://www.econbiz.de/10008655197
Saved in:
3
General lower bounds for arithmetic Asian option prices
Albrecher, H.
;
Mayer, Philipp
;
Schoutens, W.
- In:
Applied mathematical finance
15
(
2008
)
1/2
,
pp. 123-149
Persistent link: https://www.econbiz.de/10003751123
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