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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Monte Carlo simulation"
~subject:"Portfolio-Management"
~subject:"Yield curve"
~type_genre:"Glossary included"
~type_genre:"Graue Literatur"
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Option Prices with Stochastic...
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Monte Carlo simulation
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Option pricing theory
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Optionspreistheorie
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13
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13
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5
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Stentoft, Lars
2
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Centre for Analytical Finance <Århus>
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Cross-currency LIBOR market models
Mikkelsen, Peter
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contributor
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2001
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563858
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2
Assessing the least squares Monte-Carlo approach to American option valuation
Stentoft, Lars
(
contributor
)
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2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001599148
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3
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
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4
Convergence of the least squares Monte-Carlo approach to American option valuation
Stentoft, Lars
(
contributor
)
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2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690050
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5
Efficient control variates and strategies for Bermudean swaptions in a Libor market model
Shin Jensen, Malene
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748910
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