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~subject:"Optionspreistheorie"
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Optionspreistheorie
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17
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17
Option pricing theory
12
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8
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5
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5
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decumulation
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12
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Vetzal, Kenneth R.
12
Forsyth, Peter A.
10
Zvan, R.
6
Windcliff, H.
2
Coleman, T. F.
1
Pooley, David M.
1
Verma, A.
1
Windcliff, H. A.
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The journal of computational finance
4
Applied mathematical finance
2
Journal of banking & finance
2
Journal of economic dynamics & control
2
Review of derivatives research
1
The journal of fixed income
1
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ECONIS (ZBW)
12
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1
Pricing methods and hedging strategies for volatility derivatives
Windcliff, H.
;
Forsyth, Peter A.
;
Vetzal, Kenneth R.
- In:
Journal of banking & finance
30
(
2006
)
2
,
pp. 409-431
Persistent link: https://www.econbiz.de/10003291280
Saved in:
2
Numerical methods and volatility models for valuing cliquet options
Windcliff, H. A.
;
Forsyth, Peter A.
;
Vetzal, Kenneth R.
- In:
Applied mathematical finance
13
(
2006
)
4
,
pp. 353-386
Persistent link: https://www.econbiz.de/10003396217
Saved in:
3
An object-oriented framework for valuing shout options on high-performance computer architectures
Windcliff, H.
;
Vetzal, Kenneth R.
;
Forsyth, Peter A.
; …
- In:
Journal of economic dynamics & control
27
(
2003
)
6
,
pp. 1133-1161
Persistent link: https://www.econbiz.de/10001734585
Saved in:
4
Convergence remedies for non-smooth payoffs in option pricing
Pooley, David M.
;
Vetzal, Kenneth R.
;
Forsyth, Peter A.
- In:
The journal of computational finance
6
(
2003
)
4
,
pp. 25-40
Persistent link: https://www.econbiz.de/10001782172
Saved in:
5
Negative coefficients in two-factor option pricing models
Zvan, R.
;
Forsyth, Peter A.
;
Vetzal, Kenneth R.
- In:
The journal of computational finance
7
(
2003
)
1
,
pp. 37-73
Persistent link: https://www.econbiz.de/10001805445
Saved in:
6
Convergence of numerical methods for valuing path-dependent options using interpolation
Forsyth, Peter A.
;
Vetzal, Kenneth R.
;
Zvan, R.
- In:
Review of derivatives research
5
(
2002
)
3
,
pp. 273-314
Persistent link: https://www.econbiz.de/10001743284
Saved in:
7
PDE methods for pricing barrier options
Zvan, R.
;
Vetzal, Kenneth R.
;
Forsyth, Peter A.
- In:
Journal of economic dynamics & control
24
(
2000
)
11/12
,
pp. 1563-1590
Persistent link: https://www.econbiz.de/10001508750
Saved in:
8
Discrete Asian barrier options
Zvan, R.
;
Forsyth, Peter A.
;
Vetzal, Kenneth R.
- In:
The journal of computational finance
3
(
1999
)
1
,
pp. 41-67
Persistent link: https://www.econbiz.de/10001517411
Saved in:
9
A finite element approach to the pricing of discrete lookbacks with stochasic volatility
Forsyth, Peter A.
;
Vetzal, Kenneth R.
;
Zvan, R.
- In:
Applied mathematical finance
6
(
1999
)
2
,
pp. 87-106
Persistent link: https://www.econbiz.de/10001449242
Saved in:
10
An improved finite difference approach to fitting the initial term structure
Vetzal, Kenneth R.
- In:
The journal of fixed income
7
(
1998
)
4
,
pp. 62-81
Persistent link: https://www.econbiz.de/10001243519
Saved in:
1
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