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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Hedging"
~subject:"Monte Carlo simulation"
~subject:"Portfolio-Management"
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Option Prices with Stochastic...
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Option pricing theory
24
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2
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
10
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5
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3
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2
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1
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1
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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
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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