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~isPartOf:"Mathematical methods of operations research"
~person:"Ewald, Christian-Oliver"
~person:"Kim, Young Shin"
~source:"econis"
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Mathematical methods of operations research
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International journal of theoretical and applied finance
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Research paper series / Swiss Finance Institute
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American journal of agricultural economics
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The relative entropy in CGMY processes and its applications to finance
Kim, Young Shin
;
Lee, Jeong Hyun
- In:
Mathematical methods of operations research
66
(
2007
)
2
,
pp. 327-338
Persistent link: https://www.econbiz.de/10003564151
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Pricing and hedging of Asian options : quasi-explicit solutions via Malliavin calculus
Yang, Zhaojun
;
Ewald, Christian-Oliver
;
Menkens, Olaf
- In:
Mathematical methods of operations research
74
(
2011
)
1
,
pp. 93-120
Persistent link: https://www.econbiz.de/10009270422
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