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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
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The journal of derivatives : the official publication of the International Association of Financial Engineers
International journal of theoretical and applied finance
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376
Mathematical finance : an international journal of mathematics, statistics and financial theory
266
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ECONIS (ZBW)
242
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1
On the pricing of power and other polynomial options
Macovschi, Stefan
;
Quittard-Pinon, François
- In:
The journal of derivatives : the official publication …
13
(
2006
)
4
,
pp. 61-71
Persistent link: https://www.econbiz.de/10003346507
Saved in:
2
Barrier option pricing using adjusted transition probabilities
Barone-Adesi, Giovanni
;
Fusari, Nicola
;
Theal, John
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
2
,
pp. 36-53
Persistent link: https://www.econbiz.de/10003795257
Saved in:
3
Pricing Parisian options by generating functions
Li, Bing-qing
;
Zhao, Hai-jian
- In:
The journal of derivatives : the official publication …
16
(
2008/09
)
4
,
pp. 72-81
Persistent link: https://www.econbiz.de/10003862827
Saved in:
4
Analytical valuation of barrier interest rate options under market models
Wu, Ting-pin
;
Chen, Son-nan
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
1
,
pp. 21-37
Persistent link: https://www.econbiz.de/10003892315
Saved in:
5
Barrier options on spot LIBOR rates under multi-factor Gaussian HJM model
Nunes, Joaõ Pedro Vidal
- In:
The journal of derivatives : the official publication …
14
(
2006
)
1
,
pp. 61-81
Persistent link: https://www.econbiz.de/10003379130
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6
Closed-form approximations for spread option prices and greeks
Li, Minqiang
;
Deng, Shi-jie
;
Zhou, Jieyun
- In:
The journal of derivatives : the official publication …
15
(
2008
)
3
,
pp. 58-80
Persistent link: https://www.econbiz.de/10003673361
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7
A closed form approach to the valuation and hedging of basket and spread options
Borovkova, Svetlana
;
Permana, Ferry J.
;
Weide, Hans van der
- In:
The journal of derivatives : the official publication …
14
(
2007
)
4
,
pp. 8-24
Persistent link: https://www.econbiz.de/10003498942
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8
An algorithm for simulating Bermudan option prices on simulated asset prices
Huge, Brian Norsk
;
Rom-Poulsen, Nils
- In:
The journal of derivatives : the official publication …
14
(
2007
)
4
,
pp. 64-85
Persistent link: https://www.econbiz.de/10003498958
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9
A simple approach to pricing American options under the Heston stochastic volatility model
Beliaeva, Natalia A.
;
Nawalkha, Sanjay K.
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
4
,
pp. 25-43
Persistent link: https://www.econbiz.de/10003985507
Saved in:
10
Step double barrier options
Guillaume, Tristan
- In:
The journal of derivatives : the official publication …
18
(
2010
)
1
,
pp. 59-79
Persistent link: https://www.econbiz.de/10008655518
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