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Option trading
uncertain volatility
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Volatilität
14
Optionspreistheorie
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Option pricing theory
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Volatility
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Black-Scholes model
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conservative pricing
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defined-contribution pension plans
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Uncertain volatility
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game option
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stochastic volatility
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Additional hedge instrument
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American options
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Fan, Yulian
1
Le Floc'h, Fabien
1
Sahar, Saoud
1
Zaineb, El Kharrazi
1
Zhang, Huadong
1
Zouhir, Mahani
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International journal of financial engineering
2
International journal of theoretical and applied finance
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ECONIS (ZBW)
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Pricing American options with the Runge-Kutta-Legendre finite difference scheme
Le Floc'h, Fabien
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012652624
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2
Double barrier American put option pricing under
uncertain
volatility
model
Zaineb, El Kharrazi
;
Sahar, Saoud
;
Zouhir, Mahani
- In:
International journal of financial engineering
8
(
2021
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012662317
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3
The pricing of average options with jump diffusion processes in the
uncertain
volatility
model
Fan, Yulian
;
Zhang, Huadong
- In:
International journal of financial engineering
4
(
2017
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011673109
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