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~subject:"Black-Scholes model"
~subject:"Monetary policy"
~subject:"Monte Carlo simulation"
~subject:"Option pricing theory"
~type_genre:"Aufsatz im Buch"
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Applied quantitative finance
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Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011
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Implementation of local stochastic volatility model in FX derivatives
Zheng, J.
;
Yuan, X.
- In:
Applied quantitative finance
,
(pp. 57-69)
.
2017
Persistent link: https://www.econbiz.de/10011794953
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Analytical approximation of pricing average options under the Heston model
Yamazaki, Akira
- In:
Recent advances in financial engineering 2011: …
,
(pp. 203-220)
.
2012
Persistent link: https://www.econbiz.de/10009573427
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