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~type_genre:"Aufsatz im Buch"
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Option pricing theory
3
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Characteristic function
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Characteristic Function
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Characteristic function approximations
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Application of operations research to financial markets
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Essays in honor of Subal Kumbhakar
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Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
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Robustness in econometrics
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Indirect inference of stochastic frontier models
Lai, Hung-pin
- In:
Essays in honor of Subal Kumbhakar
,
(pp. 414-438)
.
2024
Persistent link: https://www.econbiz.de/10014560622
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2
Quantization meets Fourier : a new technology for pricing options
Callegaro, Giorgia
;
Fiorin, Lucio
;
Grasselli, Martino
- In:
Application of operations research to financial markets
,
(pp. 59-86)
.
2019
Persistent link: https://www.econbiz.de/10012157344
Saved in:
3
Accurate pricing of swaptions via lower bound
Gambaro, Anna Maria
;
Caldana, Ruggero
;
Fusai, Gianluca
- In:
Handbook of recent advances in commodity and financial …
,
(pp. 183-208)
.
2018
Persistent link: https://www.econbiz.de/10011898636
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4
Why cannot we have a strongly consistent family of skew normal (and higher order) distributions
Thongchai Dumrongpokaphan
;
Kreinovich, Vladik
- In:
Robustness in econometrics
,
(pp. 69-77)
.
2017
Persistent link: https://www.econbiz.de/10011800956
Saved in:
5
Option pricing in affine generalized Merton models
Bayer, Christian
;
Schoenmakers, John
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 219-239)
.
2016
Persistent link: https://www.econbiz.de/10011800363
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