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Option pricing theory
7
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AitSahlia, Farid
11
Lai, Tze Leung
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Doellman, Thomas
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Goswami, Manisha
2
Guha, Suchandan
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Imhof, Lorens
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Sardarli, Sabuhi
2
Uryasev, Stan
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Aitsahlia, Farid
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Cabrera, Victor E.
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Runnemo, Andreas
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Computational Management Science : CMS
2
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2
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2
Annals of operations research
1
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1
European financial management : the journal of the European Financial Management Association
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ECONIS (ZBW)
12
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1
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10
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12
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1
Menu simplification for portfolio selection under short-sales constraints
AitSahlia, Farid
;
Doellman, Thomas
;
Sardarli, Sabuhi
- In:
European financial management : the journal of the …
29
(
2023
)
1
,
pp. 3-21
Persistent link: https://www.econbiz.de/10014253878
Saved in:
2
Implementing mean-variance spanning tests with short-sales constraints
AitSahlia, Farid
;
Doellman, Thomas
;
Sardarli, Sabuhi
- In:
The journal of investment strategies
12
(
2023
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014484630
Saved in:
3
Information stages in efficient markets
AitSahlia, Farid
;
Yoon, Joon-Hui
- In:
Journal of banking & finance
69
(
2016
),
pp. 84-94
Persistent link: https://www.econbiz.de/10011635045
Saved in:
4
Optimal crop planting schedules and financial hedging strategies under ENSO-based climate forecasts
AitSahlia, Farid
;
Wang, Chung-jui
;
Cabrera, Victor E.
; …
-
2011
Persistent link: https://www.econbiz.de/10010218157
Saved in:
5
American option pricing under stochastic volatility : an efficient numerical approach
AitSahlia, Farid
;
Goswami, Manisha
;
Guha, Suchandan
- In:
Computational Management Science : CMS
7
(
2010
)
2
,
pp. 171-187
Persistent link: https://www.econbiz.de/10003954086
Saved in:
6
American option pricing under stochastic volatility : an empirical evaluation
AitSahlia, Farid
;
Goswami, Manisha
;
Guha, Suchandan
- In:
Computational Management Science : CMS
7
(
2010
)
2
,
pp. 189-206
Persistent link: https://www.econbiz.de/10003954092
Saved in:
7
Special issue on risk management and quantitative approaches in finance
AitSahlia, Farid
(
contributor
);
Uryasev, Stan
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003577304
Saved in:
8
A canonical optimal stopping problem for American options under a double exponential jump-diffusion model
AitSahlia, Farid
;
Runnemo, Andreas
- In:
Journal of risk
10
(
2007/08
)
1
,
pp. 85-100
Persistent link: https://www.econbiz.de/10003572533
Saved in:
9
Pricing and hedging of American knock-in options
AitSahlia, Farid
;
Imhof, Lorens
;
Lai, Tze Leung
- In:
The journal of derivatives : the official publication …
11
(
2003
)
3
,
pp. 44-50
Persistent link: https://www.econbiz.de/10002007127
Saved in:
10
Fast and accurate valuation of American barrier options
AitSahlia, Farid
;
Imhof, Lorens
;
Lai, Tze Leung
- In:
The journal of computational finance
7
(
2003
)
1
,
pp. 129-145
Persistent link: https://www.econbiz.de/10001805467
Saved in:
1
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