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Volatilität
Theorie
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American options
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Achdou, Yves
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Pironneau, Olivier
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Applied mathematical finance
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International journal of theoretical and applied finance
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ECONIS (ZBW)
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Numerical procedure for calibration of volatility with American options
Achdou, Yves
;
Pironneau, Olivier
- In:
Applied mathematical finance
12
(
2005
)
3
,
pp. 201-241
Persistent link: https://www.econbiz.de/10003149331
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2
Volatilty smile by multilevel least square
Achdou, Yves
;
Pironneau, Olivier
- In:
International journal of theoretical and applied finance
5
(
2002
)
6
,
pp. 619-643
Persistent link: https://www.econbiz.de/10001743194
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