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~isPartOf:"Journal of econometrics"
~isPartOf:"Review of derivatives research"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Navas, Javier F."
~subject:"Currency option"
~subject:"Kapitaleinkommen"
~subject:"Monte Carlo simulation"
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Journal of econometrics
Review of derivatives research
The journal of derivatives : the official publication of the International Association of Financial Engineers
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
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On the robustness of least-squares Monte Carlo (LSM) for pricing American derivatives
Moreno, Manuel
;
Navas, Javier F.
- In:
Review of derivatives research
6
(
2003
)
2
,
pp. 107-128
Persistent link: https://www.econbiz.de/10001857659
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2
Calculation of volatility in a jump-diffusion model
Navas, Javier F.
- In:
The journal of derivatives : the official publication …
11
(
2003
)
2
,
pp. 66-72
Persistent link: https://www.econbiz.de/10001861586
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