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~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Bergman, Yaacov Z."
~person:"Chen, Zhiwu"
~person:"Elliott, Robert J."
~person:"Schwartz, Eduardo S."
~subject:"United States"
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Option Prices with Stochastic...
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Option pricing theory
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Bergman, Yaacov Z.
Chen, Zhiwu
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Schwartz, Eduardo S.
Fleming, Jeff
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The journal of finance : the journal of the American Finance Association
The review of financial studies
2
Annals of finance
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Journal of energy finance & development
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Mathematical modeling and numerical methods in finance : special volume
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Options : classic approaches to pricing and modelling
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The stochastic behavior of commodity prices : implications for valuation and hedging
Schwartz, Eduardo S.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
3
,
pp. 923-973
Persistent link: https://www.econbiz.de/10001225632
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Empirical performance of alternative option pricing models
Bakshi, Gurdip S.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
5
,
pp. 2003-2049
Persistent link: https://www.econbiz.de/10001232333
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