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~isPartOf:"International review of financial analysis"
~isPartOf:"The review of financial studies"
~person:"Benth, Fred Espen"
~person:"Kim, Young Shin"
~person:"Subrahmanyam, Marti G."
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Option Prices with Stochastic...
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Benth, Fred Espen
Kim, Young Shin
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International review of financial analysis
The review of financial studies
International journal of theoretical and applied finance
7
Journal of banking & finance
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Applied mathematical finance
5
Finance and stochastics
4
Energy economics
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Review of derivatives research
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Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
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CoFE Discussion Paper
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Journal of risk and financial management : JRFM
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The Frank J. Fabozzi series
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The Geneva papers on risk and insurance theory
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Working paper series in economics
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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Applied financial economics
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Arbeitspapier - NYU Salomon Center for the Study of Financial Institutions -Derivatives
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Australian journal of management
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European finance review : the official journal of the European Finance Association
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IMA journal of management mathematics
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Lecture notes in mathematics : a collection of informal reports and seminars
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1
Option pricing under stochastic volatility and tempered stable Lévy jumps
Zaevski, Tsvetelin S.
;
Kim, Young Shin
;
Fabozzi, Frank J.
- In:
International review of financial analysis
31
(
2014
),
pp. 101-108
Persistent link: https://www.econbiz.de/10010461532
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2
Multivariate binomial approximations for asset prices with nonstationary variance and covariance characteristics
Ho, Teng-suan
- In:
The review of financial studies
8
(
1995
)
4
,
pp. 1125-1252
Persistent link: https://www.econbiz.de/10001198366
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3
Pricing and hedging American options : a recursive integration method
Huang, Jing-Zhi
- In:
The review of financial studies
9
(
1996
)
1
,
pp. 277-300
Persistent link: https://www.econbiz.de/10001198902
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