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~isPartOf:"Applied economics letters"
~isPartOf:"Journal of financial markets"
~isPartOf:"The journal of computational finance"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Brotherton-Ratcliffe, Rupert"
~type_genre:"Aufsatz in Zeitschrift"
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Applied economics letters
Journal of financial markets
The journal of computational finance
The journal of derivatives : the official publication of the International Association of Financial Engineers
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The passport option
Andersen, Leif B. G.
;
Andreasen, Jesper Fredborg
; …
- In:
The journal of computational finance
1
(
1998
)
3
,
pp. 15-36
Persistent link: https://www.econbiz.de/10001632699
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The equity option volatility smile : an implicit finite-difference approach
Andersen, Leif B. G.
;
Brotherton-Ratcliffe, Rupert
- In:
The journal of computational finance
1
(
1997/1998
)
2
,
pp. 5-37
Persistent link: https://www.econbiz.de/10001633250
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3
Extended Libor market models with stochastic volatility
Andersen, Leif B. G.
;
Brotherton-Ratcliffe, Rupert
- In:
The journal of computational finance
9
(
2005
)
1
,
pp. 1-40
Persistent link: https://www.econbiz.de/10003191097
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