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Dokučaev, Nikolaj G.
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Dokuchaev, Nikolai
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Bender, Christian
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Hin, Lin-Yee
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Luong, Chuong
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Applied financial economics letters
2
IMA journal of management mathematics
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International journal of theoretical and applied finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
2
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Applied mathematical finance
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ECONIS (ZBW)
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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:
2
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
Saved in:
3
Mean-reverting market model : speculative opportunities and non-arbitrage
Dokučaev, Nikolaj G.
- In:
Applied mathematical finance
14
(
2007
)
4
,
pp. 319-337
Persistent link: https://www.econbiz.de/10003543044
Saved in:
4
Mean-reverting discrete time market models : speculative opportunities and absence of arbitrage
Dokučaev, Nikolaj G.
- In:
IMA journal of management mathematics
23
(
2012
)
1
,
pp. 17-27
Persistent link: https://www.econbiz.de/10009510307
Saved in:
5
Continuously controlled options : derivatives with added flexibility
Dokučaev, Nikolaj G.
- In:
International journal of theoretical and applied finance
16
(
2013
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009725089
Saved in:
6
Option pricing via maximization over uncertainty and correction of volatility smile
Dokučaev, Nikolaj G.
- In:
International journal of theoretical and applied finance
14
(
2011
)
4
,
pp. 507-524
Persistent link: https://www.econbiz.de/10009269369
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7
On the implied market price of risk under the stochastic numéraire
Dokučaev, Nikolaj G.
- In:
Annals of finance
14
(
2018
)
2
,
pp. 223-251
Persistent link: https://www.econbiz.de/10011945595
Saved in:
8
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:
9
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:
10
Computation of the implied discount rate and volatility for an overdefined system using stochastic optimization
Hin, Lin-Yee
;
Dokučaev, Nikolaj G.
- In:
IMA journal of management mathematics
27
(
2016
)
4
,
pp. 505-527
Persistent link: https://www.econbiz.de/10011739941
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