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A First-Order BSPDE for Swing...
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A first-order BSPDE for swing option pricing
Bender, Christian
;
Dokučaev, Nikolaj G.
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 461-491
Persistent link: https://www.econbiz.de/10011583530
Saved in:
2
A first-order BSPDE for swing option pricing : classical solutions
Bender, Christian
;
Dokučaev, Nikolaj G.
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 902-925
Persistent link: https://www.econbiz.de/10011764986
Saved in:
3
Dual pricing of multi-exercise options under volume constraints
Bender, Christian
- In:
Finance and stochastics
15
(
2011
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10008824146
Saved in:
4
Changing firm boundaries in a new information and communication environment : evidence from the manufacturing and music industry
Bender, Christian
-
2003
-
1. Aufl.
Persistent link: https://www.econbiz.de/10001785109
Saved in:
5
Two unconditionally implied parameters and volatilty smiles and skews
Dokučaev, Nikolaj G.
- In:
Applied financial economics letters
2
(
2006
)
3
,
pp. 199-204
Persistent link: https://www.econbiz.de/10003326280
Saved in:
6
Mathematical finance : core theory, problems, and statistical algorithms
Dokučaev, Nikolaj G.
-
2007
Persistent link: https://www.econbiz.de/10003350855
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7
Price matching for multiple rescindable options and European options
Dokučaev, Nikolaj G.
- In:
Applied financial economics letters
4
(
2008
)
4/6
,
pp. 319-325
Persistent link: https://www.econbiz.de/10003807716
Saved in:
8
Multiple rescindable options and their pricing
Dokučaev, Nikolaj G.
- In:
International journal of theoretical and applied finance
12
(
2009
)
4
,
pp. 545-575
Persistent link: https://www.econbiz.de/10003879107
Saved in:
9
Optimality of myopic strategies for multi-stock discrete time market with management costs
Dokučaev, Nikolaj G.
- In:
European journal of operational research : EJOR
200
(
2009/10
)
2
,
pp. 551-556
Persistent link: https://www.econbiz.de/10003897230
Saved in:
10
Bond pricing and two unconditionally implied parameters inferred from option prices
Dokučaev, Nikolaj G.
- In:
Applied financial economics letters
3
(
2007
)
2
,
pp. 109-113
Persistent link: https://www.econbiz.de/10003540276
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