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Option pricing theory
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Long term spread option valuation and hedging
Dempster, Michael A. H.
;
Medova, Elena
;
Tang, Ke
- In:
Journal of banking & finance
32
(
2008
)
12
,
pp. 2530-2540
Persistent link: https://www.econbiz.de/10003795773
Saved in:
2
Wavelet optimized valuation of financial derivatives
Wiart, B. Carton de
;
Dempster, Michael A. H.
- In:
International journal of theoretical and applied finance
14
(
2011
)
7
,
pp. 1113-1137
Persistent link: https://www.econbiz.de/10009407662
Saved in:
3
Pricing American options fitting the smile
Dempster, Michael A. H.
;
Richards, Donald G.
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 157-177
Persistent link: https://www.econbiz.de/10002177386
Saved in:
4
Asset pricing and hedging in financial markets with transaction costs : an approach based on the von Neumann-Gale model
Dempster, Michael A. H.
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003187224
Saved in:
5
Pricing American stock options by linear programming
Dempster, Michael A. H.
;
Hutton, J. P.
- In:
Mathematical finance : an international journal of …
9
(
1999
)
3
,
pp. 229-254
Persistent link: https://www.econbiz.de/10001444164
Saved in:
6
Fast numerical valuation of American, exotic and complex options
Dempster, Michael A. H.
- In:
Applied mathematical finance
4
(
1997
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10001226776
Saved in:
7
LP valuation of exotic American options exploiting structure
Dempster, Michael A. H.
;
Hutton, J. P.
;
Richards, Donald G.
- In:
The journal of computational finance
2
(
1998
)
1
,
pp. 61-84
Persistent link: https://www.econbiz.de/10001447235
Saved in:
8
Spread option valuation and the fast Fourier transform
Dempster, Michael A. H.
;
Hong, S. S. G.
- In:
Mathematical finance - Bachelier Congress, 2000 : …
,
(pp. 203-220)
.
2002
Persistent link: https://www.econbiz.de/10001679445
Saved in:
9
Commodities : fundamental theory of futures, forwards, and derivatives pricing
Dempster, Michael A. H.
(
ed.
);
Tang, Ke
(
ed.
)
-
2023
-
Second edition
Persistent link: https://www.econbiz.de/10014493646
Saved in:
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