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~accessRights:"restricted"
~person:"Belomestny, Denis"
~person:"Korn, Olaf"
~person:"Korn, Ralf"
~subject:"Monte Carlo simulation"
~subject:"Portfolio-Management"
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Belomestny, Denis
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Review of derivatives research
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The journal of computational finance
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Risk-adjusted option-implied moments
Brinkmann, Felix
;
Korn, Olaf
- In:
Review of derivatives research
21
(
2018
)
2
,
pp. 149-173
Persistent link: https://www.econbiz.de/10012055736
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Application of the Heath-Platen estimator in the Fong-Vasicek short rate model
Coskun, Sema
;
Korn, Ralf
;
Desmettre, Sascha
- In:
The journal of computational finance
23
(
2019
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012064963
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