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~subject:"Option pricing theory"
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Option pricing theory
Numerical methods
95
numerical methods
87
Theorie
67
Theory
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Valoración de activos
48
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40
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28
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term structure of interest rates
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Dynamische Optimierung
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American Option
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Portfolio selection
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Herbertsson, Alexander
2
Alfeus, Mesias
1
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1
De Groot, Oliver
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1
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1
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1
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1
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1
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Samanez, Carlos P.
1
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1
Ting, Sai Hung Marten
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Journal of economic dynamics & control
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Dynamic games and applications : DGA
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Economics letters
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1
International journal of theoretical and applied finance : IJTAF
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Revista brasileira de economia de empresas : publicação semestral do Programa de Pós-Graduação Stricto Sensu em Economia da Universidade Católica de Brasília
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Analysis and valuation of European-style and American-style exchange and spread options : the Brazilian case
Souza, Giuliano Carrozza Uzêda Iorio de
;
Samanez, Carlos P.
- In:
Revista brasileira de economia de empresas : …
13
(
2013
)
1
,
pp. 7-36
Persistent link: https://www.econbiz.de/10011450690
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2
Solving asset pricing models with stochastic volatility
De Groot, Oliver
- In:
Journal of economic dynamics & control
52
(
2015
),
pp. 308-321
Persistent link: https://www.econbiz.de/10011474217
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3
Asian and Australian options : a common perspective
Ewald, Christian-Oliver
;
Menkens, Olaf
;
Ting, Sai Hung …
- In:
Journal of economic dynamics & control
37
(
2013
)
5
,
pp. 1001-1018
Persistent link: https://www.econbiz.de/10009738291
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4
Solving incomplete markets models by derivative aggregation
Grasl, Tobias
-
2013
Persistent link: https://www.econbiz.de/10009739531
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5
Stochastic differential games : a sampling approach via FBSDEs
Exarchos, Ioannis
;
Theodorou, Evangelos
;
Tsiotras, …
- In:
Dynamic games and applications : DGA
9
(
2019
)
2
,
pp. 486-505
Persistent link: https://www.econbiz.de/10012225457
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6
Wiener chaos expansion and numerical solutions of the Heath-Jarrow-Morton interest rate model
Kalpinelli, Evangelia A.
;
Frangos, Nikolaos E.
; …
- In:
The journal of computational finance
19
(
2016
)
4
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011603168
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7
CDS index options in Markov chain models
Herbertsson, Alexander
-
2019
Persistent link: https://www.econbiz.de/10011965838
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8
American option valuation methods
Zhao, Jinsha
- In:
International journal of economics and finance
10
(
2018
)
5
,
pp. 1-13
Persistent link: https://www.econbiz.de/10011861003
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9
On spread option pricing using two-dimensional fourier transform
Alfeus, Mesias
;
Schlögl, Erik
- In:
International journal of theoretical and applied finance
22
(
2019
)
5
,
pp. 1-20
Persistent link: https://www.econbiz.de/10012153028
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10
Pricing American option using a modified fractional black-scholes model under multi-state regime switching
Yousuf, M.
;
Khaliq, Abdul Q. M.
- In:
International journal of theoretical and applied …
26
(
2023
)
4/5
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014497295
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