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~isPartOf:"Applied economics letters"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"The journal of computational finance"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Ehrhardt, Matthias"
~type_genre:"Aufsatz in Zeitschrift"
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Option pricing theory
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Ehrhardt, Matthias
Levendorskij, Sergej Z.
11
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Applied economics letters
International journal of theoretical and applied finance
The journal of computational finance
The journal of derivatives : the official publication of the International Association of Financial Engineers
Decisions in economics and finance : a journal of applied mathematics
1
International Journal of Financial Studies : open access journal
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ECONIS (ZBW)
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The two-dimensional tree-grid method
Kossaczký, Igor
;
Ehrhardt, Matthias
;
Günther, Michael
- In:
The journal of computational finance
23
(
2019
)
2
,
pp. 29-57
Persistent link: https://www.econbiz.de/10012111259
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2
Pricing swing options in electricity markets with two stochastic factors using a partial differential equation approach
Calvo-Garrido, M. C.
;
Ehrhardt, Matthias
;
Vázquez, Carlos
- In:
The journal of computational finance
20
(
2016/2017
)
3
,
pp. 81-107
Persistent link: https://www.econbiz.de/10011689686
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3
Hybrid finite-difference/pseudospectral methods for the Heston and Heston-Hull-White partial differential equations
Hendricks, Christian
;
Ehrhardt, Matthias
;
Günther, Michael
- In:
The journal of computational finance
21
(
2017/2018
)
5
,
pp. 1-33
Persistent link: https://www.econbiz.de/10011860891
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4
Quanto pricing in stochastic correlation models
Teng, Long
;
Ehrhardt, Matthias
;
Günther, Michael
- In:
International journal of theoretical and applied finance
21
(
2018
)
5
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011903766
Saved in:
5
A fast, stable and accurate numerical method for the black-scholes equation of American options
Ehrhardt, Matthias
;
Mickens, Ronald Elbert
- In:
International journal of theoretical and applied finance
11
(
2008
)
5
,
pp. 471-501
Persistent link: https://www.econbiz.de/10003759938
Saved in:
6
On the Heston model with stochastic correlation
Teng, Long
;
Ehrhardt, Matthias
;
Günther, Michael
- In:
International journal of theoretical and applied finance
19
(
2016
)
6
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011572381
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