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ECONIS (ZBW)
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1
Optimal financial portfolios
Stoyanov, S. V.
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
- In:
Applied mathematical finance
14
(
2007
)
5
,
pp. 401-436
Persistent link: https://www.econbiz.de/10003637468
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2
Exact superreplication strategies for a class of derivative assets
Vanden, Joel M.
- In:
Applied mathematical finance
13
(
2006
)
1
,
pp. 61-87
Persistent link: https://www.econbiz.de/10003320040
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3
Interpolation methods for curve construction
Hagan, Patrick S.
;
West, Graeme
- In:
Applied mathematical finance
13
(
2006
)
2
,
pp. 89-129
Persistent link: https://www.econbiz.de/10003331417
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4
Liquidity risk with coherent risk measures
Ku, Hyejin
- In:
Applied mathematical finance
13
(
2006
)
2
,
pp. 131-141
Persistent link: https://www.econbiz.de/10003331418
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5
Arbitrary initial term structure within the CIR model : a perturbative solution
Mari, Carlo
;
Renò, Roberto
- In:
Applied mathematical finance
13
(
2006
)
2
,
pp. 143-153
Persistent link: https://www.econbiz.de/10003331421
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6
Pricing lookback options with knock-out boundaries
Muroi, Yoshifumi
- In:
Applied mathematical finance
13
(
2006
)
2
,
pp. 155-190
Persistent link: https://www.econbiz.de/10003331423
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7
A semi-explicit approach to Canary swaptions in HJM one-factor model
Henrard, Marc
- In:
Applied mathematical finance
13
(
2006
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10003320021
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8
On Markov-modulated exponential-affine bond price formulae
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
Applied mathematical finance
16
(
2009
)
1/2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10003847135
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9
Convergence of a least-squares Monte Carlo algorithm for bounded approximating sets
Zanger, Daniel Z.
- In:
Applied mathematical finance
16
(
2009
)
1/2
,
pp. 123-150
Persistent link: https://www.econbiz.de/10003847152
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10
Trader behavior and its effect on asset price dynamics
Primbs, James A.
;
Rathinam, Muruhan
- In:
Applied mathematical finance
16
(
2009
)
1/2
,
pp. 151-181
Persistent link: https://www.econbiz.de/10003847155
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