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~institution:"Institut for Finansiering <Frederiksberg>"
~subject:"Monte Carlo simulation"
~subject:"Option pricing theory"
~subject:"Portfolio-Management"
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Option Prices with Stochastic...
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Institut for Finansiering <Frederiksberg>
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Higher-order finite element solutions of option price
Raahauge, Peter
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contributor
)
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2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002199042
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Modelling callable annuity bonds with interest-only optionality
Holst, Anders
(
contributor
);
Nalholm, Morten
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002378727
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3
Energy options in an HJM framework
Lyse Hansen, Thomas
(
contributor
); …
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2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002507098
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4
Legal pre-emption rights as call-options, redistribution and efficiency loss
Møller, Michael
(
contributor
);
Rose, Caspar
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001617419
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