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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Forecasting model"
~subject:"Monte Carlo simulation"
~subject:"Portfolio-Management"
~type_genre:"Glossary included"
~type_genre:"Graue Literatur"
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Option Prices with Stochastic...
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Forecasting model
Monte Carlo simulation
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Option pricing theory
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Stentoft, Lars
2
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Centre for Analytical Finance <Århus>
Bonn Graduate School of Economics
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Assessing the least squares Monte-Carlo approach to American option valuation
Stentoft, Lars
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599148
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2
A Monte Carlo method for exponential hedging of contingent claims
Grasselli, M.R.
(
contributor
);
Hurd, T.R.
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724279
Saved in:
3
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
4
Convergence of the least squares Monte-Carlo approach to American option valuation
Stentoft, Lars
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690050
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