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~isPartOf:"The journal of computational finance"
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Option pricing theory
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Glasserman, Paul
Forsyth, Peter A.
7
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7
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5
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The journal of computational finance
Finance and stochastics
3
Journal of economic dynamics & control
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
Applications of mathematics : stochastic modelling and applied probability
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International journal of theoretical and applied finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
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Paine Webber working paper series in money, economics and finance
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Quantitative finance
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The professional risk managers' guide to finance theory and application
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A stochastic mesh method for pricing high-dimensional American options
Broadie, Mark
;
Glasserman, Paul
- In:
The journal of computational finance
7
(
2004
)
4
,
pp. 35-72
Persistent link: https://www.econbiz.de/10002126763
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2
Cap and swaption approximations in Libor market models with jumps
Glasserman, Paul
;
Merener, Nicolas
- In:
The journal of computational finance
7
(
2003
)
1
,
pp. 1-36
Persistent link: https://www.econbiz.de/10001805437
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3
Fast greeks by simulation in forward LIBOR models
Glasserman, Paul
;
Zhao, Xiaoliang
- In:
The journal of computational finance
3
(
1999
)
1
,
pp. 5-39
Persistent link: https://www.econbiz.de/10001517406
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