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Asymptotics of Implied Volatil...
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Werker, Bas J. M.
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Berridge, S. J.
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Behavioral preferences for individual securities : the case for call warrants and call options
Horst, Jenke R. ter
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2002
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An irregular grid approach for pricing high-dimensional American options
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2002
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Model risk and regulatory capital
Kerkhof, Jeroen
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2002
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Investment under uncertainty and policy change
Pawlina, Grzegorz
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Kort, Peter M.
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An irregular grid approach for pricing high-dimensional American options
Berridge, S. J.
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2004
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Pricing high-dimensional American options using local consistency conditions
Berridge, S. J.
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2004
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Using localosed quadratic functions on an irregular grid for pricing high-dimensional American options
Berridge, S. J.
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2004
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Structural RFV : recovery form and defaultable debt analysis
Guha, Rajiv
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Sbuelz, Alessandro
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2003
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Multivariate option pricing using dynamic copula models
Goorbergh, Rob Willem Jean van den
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2003
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Asymptotic normality of extreme value estimators on C[0,1]
Einmahl, John H. J.
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Lin, Tao
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2003
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