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Portfolio-Management
Option pricing theory
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Company stock rewards on the evaluation of investor's remuneration package with stochastic income
Moalosi-Court, Kebareng I.
;
Lungu, Edward M.
;
Offen, …
- In:
International journal of financial engineering
6
(
2019
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012167511
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2
Approximate indifference pricing in exponential Lévy models
Ménassé, Clément
;
Tankov, Peter
- In:
Applied mathematical finance
23
(
2016
)
3/4
,
pp. 197-235
Persistent link: https://www.econbiz.de/10011704228
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3
Convex risk measures for good deal bounds
Arai, Takuji
;
Fukasawa, Masaaki
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 464-484
Persistent link: https://www.econbiz.de/10010484270
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4
Dual optimization problem on defaultable claims
Goutte, Stéphane
;
Ngoupeyou, Armand
- In:
Mathematical economics letters
1
(
2013
)
2/4
,
pp. 47-54
Persistent link: https://www.econbiz.de/10010437851
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