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Estimation theory
Option pricing theory
46
Optionspreistheorie
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Theorie
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Monte Carlo simulation
32
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Yield curve
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Joshi, Mark S.
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Kwon, Oh Kang
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Zhu, Dan
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Astin bulletin : the journal of the International Actuarial Association
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International journal of theoretical and applied finance
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ECONIS (ZBW)
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Analyzing the bias in the primal-dual upper bound method for early exercisable derivatives : bounds, estimation and removal
Joshi, Mark S.
-
2014
Persistent link: https://www.econbiz.de/10010348822
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The efficient computation and the sensitivity analysis of finite-time ruin probabilities and the estimation of risk-based regulatory capital
Joshi, Mark S.
;
Zhu, Dan
- In:
Astin bulletin : the journal of the International …
46
(
2016
)
2
,
pp. 431-467
Persistent link: https://www.econbiz.de/10011576782
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Least squares Monte Carlo credit value adjustment with small and unidirectional bias
Joshi, Mark S.
;
Kwon, Oh Kang
- In:
International journal of theoretical and applied finance
19
(
2016
)
8
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011686744
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