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Option pricing for large agents
Jonsson, Mattias
;
Keppo, Jussi
- In:
Applied mathematical finance
9
(
2002
)
4
,
pp. 261-272
Persistent link: https://www.econbiz.de/10001728732
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Partial hedging in financial markets with a large agent
Choi, Jungmin
;
Jonsson, Mattias
- In:
Applied mathematical finance
16
(
2009
)
3/4
,
pp. 331-346
Persistent link: https://www.econbiz.de/10003916193
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3
Insider trading in convergent markets
Jonsson, Mattias
;
Večeř, Jan
- In:
Applied mathematical finance
12
(
2005
)
3
,
pp. 243-252
Persistent link: https://www.econbiz.de/10003149524
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4
Insider Trading in Convergent Markets
Jonsson, Mattias
- In:
Applied mathematical finance
12
(
2005
)
3
,
pp. 243-252
Persistent link: https://www.econbiz.de/10008214018
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5
Option pricing for large agents
Jonsson, Mattias
;
Keppo, Jussi
- In:
Applied mathematical finance
9
(
2002
)
4
,
pp. 261-272
Persistent link: https://www.econbiz.de/10008215866
Saved in:
6
Partial Hedging in Financial Markets with a Large Agent
Choi, Jungmin
;
Jonsson, Mattias
- In:
Applied mathematical finance
16
(
2009
)
4
,
pp. 331-346
Persistent link: https://www.econbiz.de/10008314733
Saved in:
7
Partial Hedging in Financial Markets with a Large Agent
Choi, Jungmin
;
Jonsson, Mattias
- In:
Applied mathematical finance
16
(
2009
)
3-4
,
pp. 331-346
Persistent link: https://www.econbiz.de/10008336482
Saved in:
8
General black-scholes models accounting for increased market volatility from hedging strategies
Sircar, Kaushik Ronnie
- In:
Applied mathematical finance
5
(
1998
)
1
,
pp. 45-82
Persistent link: https://www.econbiz.de/10001238442
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9
Implied volatility of leveraged ETF options
Leung, Tim
;
Sircar, Kaushik Ronnie
- In:
Applied mathematical finance
22
(
2015
)
1/2
,
pp. 162-188
Persistent link: https://www.econbiz.de/10010505139
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10
Stochastic volatility, smile & asymptotics
Sircar, Kaushik Ronnie
;
Papanicolaou, George
- In:
Applied mathematical finance
6
(
1999
)
2
,
pp. 107-145
Persistent link: https://www.econbiz.de/10001449244
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