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Valuation of American options...
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1
Option pricing where the underlying assets follow a Gram/Charlier density of arbitrary order
Schlögl, Erik
- In:
Journal of economic dynamics & control
37
(
2013
)
3
,
pp. 611-632
Persistent link: https://www.econbiz.de/10009710479
Saved in:
2
A class of quadratic options for exchange rate stabilization
Suh, Sangwon
;
Zapatero, Fernando
- In:
Journal of economic dynamics & control
32
(
2008
)
11
,
pp. 3478-3501
Persistent link: https://www.econbiz.de/10003780948
Saved in:
3
The valuation of American barrier options using the decomposition technique
Gao, Bin
;
Huang, Jing-Zhi
;
Subrahmanyam, Marti G.
- In:
Journal of economic dynamics & control
24
(
2000
)
11/12
,
pp. 1783-1827
Persistent link: https://www.econbiz.de/10001508774
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4
A robust hedging algorithm
Howe, M. A.
- In:
Journal of economic dynamics & control
21
(
1997
)
6
,
pp. 1065-1092
Persistent link: https://www.econbiz.de/10001335978
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5
The pricing of credit risk derivatives
Pierides, Yiannos A.
- In:
Journal of economic dynamics & control
21
(
1997
)
10
,
pp. 1579-1611
Persistent link: https://www.econbiz.de/10001224143
Saved in:
6
Pricing the American put option : a detailed convergence analysis for binomial models
Leisen, Dietmar
- In:
Journal of economic dynamics & control
22
(
1998
)
8
,
pp. 1419-1444
Persistent link: https://www.econbiz.de/10001250755
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7
A direct discrete-time approach to Poisson-Gaussian bond option pricing in the Heath-Jarrow-Morton model
Das, Sanjiv R.
- In:
Journal of economic dynamics & control
23
(
1999
)
3
,
pp. 333-369
Persistent link: https://www.econbiz.de/10001254303
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8
An alternative approach to stochastic calculus for economic and financial models
Blenman, Lloyd P.
(
contributor
)
- In:
Journal of economic dynamics & control
19
(
1995
)
3
,
pp. 553-568
Persistent link: https://www.econbiz.de/10001172924
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9
A model for designing callable bonds and its solution using tabu search
Consiglio, Andrea
- In:
Journal of economic dynamics & control
21
(
1997
)
8
,
pp. 1445-1470
Persistent link: https://www.econbiz.de/10001222037
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10
Optimal delta-hedging under transactions costs
Clewlow, Les
- In:
Journal of economic dynamics & control
21
(
1997
)
8
,
pp. 1353-1376
Persistent link: https://www.econbiz.de/10001222045
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