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~isPartOf:"International journal of theoretical and applied finance"
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Black-Scholes model
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Option pricing theory
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Belomestny, Denis
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Schoenmakers, John
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International journal of theoretical and applied finance
SFB 649 Discussion Paper
34
SFB 649 Discussion Papers
30
SFB 649 discussion paper
30
Diskussionspapier
15
Sonderforschungsbereich 649: Ökonomisches Risiko - Diskussionspapiere
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
10
IRTG 1792 Discussion Paper
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Finance and stochastics
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Discussion paper / Humboldt-Universität zu Berlin, SFB 649 Economic Risk
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Finance and Stochastics
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Mathematical Finance
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Sonderforschungsbereich 649: Ökonomisches Risiko - Discussion papers
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Applied quantitative finance
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Humboldt-Universität zu Berlin - Sonderforschungsbereich 649 - Discussion Papers
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International Journal of Theoretical and Applied Finance (IJTAF)
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of empirical finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Stochastic Processes and their Applications
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Monte Carlo evaluation of American options using consumption processes
Belomestny, Denis
;
Milʹstejn, Grigorij N.
- In:
International journal of theoretical and applied finance
9
(
2006
)
4
,
pp. 455-481
Persistent link: https://www.econbiz.de/10003347377
Saved in:
2
A new Monte Carlo method for American options
Milʹstejn, Grigorij N.
;
Reiß, O.
;
Schoenmakers, John
- In:
International journal of theoretical and applied finance
7
(
2004
)
5
,
pp. 591-614
Persistent link: https://www.econbiz.de/10002171485
Saved in:
3
Pricing CMS spread options in a Libor market model
Belomestny, Denis
;
Kolodko, Anastasia
;
Schoenmakers, John
- In:
International journal of theoretical and applied finance
13
(
2010
)
1
,
pp. 45-62
Persistent link: https://www.econbiz.de/10008860424
Saved in:
4
Sieve estimation of the minimal entropy martingale marginal density with application to pricing kernel estimation
Belomestny, Denis
;
Härdle, Wolfgang
;
Krymova, Ekaterina
- In:
International journal of theoretical and applied finance
20
(
2017
)
6
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011734146
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