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~subject:"Black-Scholes option pricing"
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Option Prices with Stochastic...
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Binomial tree model
Black-Scholes option pricing
Optionspreistheorie
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Option pricing theory
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Kim, Young Shin
2
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Lee, Jaesung
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Mittnik, Stefan
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Park, Jiho
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Račev, Svetlozar T.
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Quanto option pricing in the presence of fat tails and asymmetric dependence
Kim, Young Shin
;
Lee, Jaesung
;
Mittnik, Stefan
;
Park, Jiho
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 512-520
Persistent link: https://www.econbiz.de/10011499753
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2
Calibration to American options : numerical investigation of the de-Americanization method
Burkovska, O.
;
Gass, M.
;
Glau, Kathrin
;
Mahlstedt, M.
; …
- In:
Quantitative finance
18
(
2018
)
7
,
pp. 1091-1113
Persistent link: https://www.econbiz.de/10011911523
Saved in:
3
Multi-purpose binomial model : fitting all moments to the underlying geometric Brownian motion
Kim, Young Shin
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
Economics letters
145
(
2016
),
pp. 225-229
Persistent link: https://www.econbiz.de/10011618437
Saved in:
4
Assessment of investment decisions in bulk shipping through fuzzy real options analysis
Zhang, Xiayan
;
Yin, Jingbo
- In:
Maritime economics & logistics
25
(
2023
)
1
,
pp. 122-139
Persistent link: https://www.econbiz.de/10014251389
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