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The journal of computational finance
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Numerical methods for an optimal order execution problem
Guilbaud, Fabien
;
Mnif, Mohamed
;
Pham, Huyên
- In:
The journal of computational finance
16
(
2012/13
)
3
,
pp. 3-45
Persistent link: https://www.econbiz.de/10009740108
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2
Pricing and hedging gap risk
Tankov, Peter
- In:
The journal of computational finance
13
(
2009/10
)
3
,
pp. 33-59
Persistent link: https://www.econbiz.de/10003971913
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3
Numerical methods for the quadratic hedging problem in Markov models with jumps
De Franco, Carmine
;
Tankov, Peter
;
Warin, Xavier
- In:
The journal of computational finance
19
(
2015/2016
)
2
,
pp. 29-67
Persistent link: https://www.econbiz.de/10011442638
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4
Non-parametric calibration of jump-diffusion option pricing models
Cont, Rama
;
Tankov, Peter
- In:
The journal of computational finance
7
(
2004
)
3
,
pp. 1-49
Persistent link: https://www.econbiz.de/10002060727
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5
Pricing and hedging gap risk
Tankov, Peter
- In:
The journal of computational finance
13
(
2010
)
3
,
pp. 33-61
Persistent link: https://www.econbiz.de/10008403084
Saved in:
6
RESEARCH PAPERS - Numerical methods for an optimal order execution problem
Guilbaud, Fabien
;
Mnif, Mohamed
;
Pham, Huyên
- In:
The journal of computational finance
16
(
2013
)
3
,
pp. 3-46
Persistent link: https://www.econbiz.de/10010104410
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