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~subject:"Optionspreistheorie"
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Optionspreistheorie
Exponential Lévy model
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Option pricing theory
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exponential Lévy model
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Asiimwe, Pious
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Asia-Pacific financial markets
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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ECONIS (ZBW)
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The valuation of American options in a multidimensional
exponential
Lévy
model
Klimsiak, Tomasz
;
Rozkosz, Andrzej
- In:
Mathematical finance : an international journal of …
28
(
2018
)
4
,
pp. 1107-1142
Persistent link: https://www.econbiz.de/10011969076
Saved in:
2
On the price of risk under a regime switching CGMY process
Asiimwe, Pious
;
Mahera, Charles Wilson
;
Menoukeu-Pamen, …
- In:
Asia-Pacific financial markets
23
(
2016
)
4
,
pp. 305-335
Persistent link: https://www.econbiz.de/10011619970
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