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Option trading
Stochastischer Prozess
13
Stochastic process
12
Theorie
12
Theory
10
Option pricing theory
9
Optionspreistheorie
9
BSDE
6
Finanzmathematik
4
Portfolio selection
4
Portfolio-Management
4
Risikomaß
4
quadratic growth
4
risk measures
4
Asian options
3
BSDEs
3
BSPDE
3
CAPM
3
CRRA preferences
3
Cash subadditivity
3
Convex risk measures for processes
3
Decomposition of optional measures
3
Derivat
3
Derivative
3
Discounting ambiguity
3
Malliavin calculus
3
Mathematical finance
3
Mathematische Optimierung
3
Model ambiguity
3
Nutzen
3
Risk measure
3
Yield curve
3
Zinsstruktur
3
constrained utility maximization
3
correspondences
3
logarithmic transformation
3
numerical scheme
3
stochastic optimal control
3
utility optimization
3
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Privault, Nicolas
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Prayoga, Adrian
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Yu, Jiadong
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Asia-Pacific financial markets
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The journal of computational finance
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ECONIS (ZBW)
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Pricing CIR yield options by conditional moment matching
Prayoga, Adrian
;
Privault, Nicolas
- In:
Asia-Pacific financial markets
24
(
2017
)
1
,
pp. 19-38
Persistent link: https://www.econbiz.de/10011742283
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2
Stratified approximations for the pricing of options on average
Privault, Nicolas
;
Yu, Jiadong
- In:
The journal of computational finance
19
(
2016
)
4
,
pp. 95-113
Persistent link: https://www.econbiz.de/10011603193
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