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Option pricing theory
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Madan, Dilip B.
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Coleman, Thomas F.
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Le Floc'h, Fabien
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Li, Yuying
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The journal of computational finance
International journal of theoretical and applied finance
469
Journal of banking & finance
387
Journal of financial economics
317
The journal of corporate finance : contracting, governance and organization
289
The journal of futures markets
262
Mathematical finance : an international journal of mathematics, statistics and financial theory
257
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Advances in mergers and acquisitions
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Review of derivatives research
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International review of financial analysis
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The review of financial studies
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European journal of operational research : EJOR
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Insurance / Mathematics & economics
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Journal of economic dynamics & control
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Mergers and acquisitions : M & A ; review ; Beteiligungen, Allianzen, Restrukturierungen, Divestments
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Europäische Hochschulschriften / 5
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The European journal of finance
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International journal of financial engineering
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Research paper series / Swiss Finance Institute
114
The North American journal of economics and finance : a journal of financial economics studies
114
Corporate finance : Finanzierung, Kapitalmarkt, Bewertung, Mergers & Acquisitions
111
International review of economics & finance : IREF
111
Management science : journal of the Institute for Operations Research and the Management Sciences
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254
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1
A tree-based method to price American options in the Heston model
Vellekoop, Michel
;
Nieuwenhuis, J. H.
- In:
The journal of computational finance
13
(
2009/10
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10003969727
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2
Saddlepoint methods for option pricing
Carr, Peter
;
Madan, Dilip B.
- In:
The journal of computational finance
13
(
2009/10
)
1
,
pp. 49-61
Persistent link: https://www.econbiz.de/10003969743
Saved in:
3
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
Saved in:
4
A high-order front-tracking finite difference method for pricing American options under jump-diffusion models
Toivanen, Jari
- In:
The journal of computational finance
13
(
2009/10
)
3
,
pp. 61-79
Persistent link: https://www.econbiz.de/10003971914
Saved in:
5
Latin hypercube sampling with dependence and applications in finance
Packham, Natalie
;
Schmidt, Wolfgang M.
- In:
The journal of computational finance
13
(
2009/10
)
3
,
pp. 81-111
Persistent link: https://www.econbiz.de/10003971915
Saved in:
6
Special issue: Numerical methods for finance
Edelman, David
(
contributor
)
-
2010
Persistent link: https://www.econbiz.de/10003971918
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7
Calibration of local volatility using the local and implied instantaneous variance
Turinici, Gabriel
- In:
The journal of computational finance
13
(
2009/2010
)
2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10003949859
Saved in:
8
Linking caplets and swaptions prices in the LMM-SABR model
Rebonato, Riccardo
;
White, Richard
- In:
The journal of computational finance
13
(
2009/10
)
2
,
pp. 19-45
Persistent link: https://www.econbiz.de/10003949865
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9
Numerical techniques for the valuation of basket options and their Greeks
Hager, Corinna
;
Hüeber, Stefan
;
Wohlmuth, Barbara
- In:
The journal of computational finance
13
(
2009/10
)
4
,
pp. 3-33
Persistent link: https://www.econbiz.de/10003996019
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10
Unbiased Monte Carlo valuation of lookback, swing and barrier options with continous monitoring under variance gamma models
Becker, Martin
- In:
The journal of computational finance
13
(
2009/10
)
4
,
pp. 35-61
Persistent link: https://www.econbiz.de/10003996072
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