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~subject:"Option pricing theory"
~subject:"Statistical distribution"
~type_genre:"Case study"
~type_genre:"Collection of articles written by one author"
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Option pricing theory
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Monte Carlo simulation of boundary crossing probabilities with applications to finance and statistics
Gür, Sercan
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2019
Persistent link: https://www.econbiz.de/10012197036
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2
Stochastic processes and their applications in business
Sufian, Abu Jafar Mohammad
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2017
Persistent link: https://www.econbiz.de/10011755528
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3
Essays about option valuation under stochastic interest rates
Wittke, Manuel
(
contributor
)
-
2011
Persistent link: https://www.econbiz.de/10009412416
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4
Volatility modeling in equity and energy markets with applications to derivative pricing, hedging and risk management
Ignatieva, Ekaterina
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2012
Persistent link: https://www.econbiz.de/10009548356
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5
Essays on market frictions and model misspecification in asset pricing
Seeger, Norman
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2009
Persistent link: https://www.econbiz.de/10003863665
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6
Essays on empirical term structure modeling
Zhao, Feng
-
2004
Persistent link: https://www.econbiz.de/10003387673
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7
Essays in mathematical finance : modeling the futures price
Blix, Magnus
-
2004
Persistent link: https://www.econbiz.de/10002831728
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8
Exponential functionals of Brownian motion and related processes
Yor, Marc
-
2001
Persistent link: https://www.econbiz.de/10001559455
Saved in:
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