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METHOD OF MOMENTS APPROACH TO...
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Pistorius, Martijn
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International journal of theoretical and applied finance
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ECONIS (ZBW)
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1
Method of moments approach to pricing double barrier contracts in polynomial jump-diffusion models
Eriksson, Bjorn
;
Pistorius, Martijn
- In:
International journal of theoretical and applied finance
14
(
2011
)
7
,
pp. 1139-1158
Persistent link: https://www.econbiz.de/10009407659
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2
Dynamic conic hedging for competitiveness
Madan, Dilip B.
;
Pistorius, Martijn
;
Schoutens, Wim
- In:
Mathematics and financial economics
10
(
2016
)
4
,
pp. 405-439
Persistent link: https://www.econbiz.de/10011555303
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3
Conic trading in a Markovian steady state
Madan, Dilip B.
;
Pistorius, Martijn
;
Schoutens, Wim
- In:
International journal of theoretical and applied finance
20
(
2017
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011686840
Saved in:
4
A simple stochastic rate model for rate equity hybrid products
Eberlein, Ernst
;
Madan, Dilip B.
;
Pistorius, Martijn
; …
- In:
Applied mathematical finance
20
(
2013
)
5/6
,
pp. 461-488
Persistent link: https://www.econbiz.de/10010235587
Saved in:
5
Optimal dividend distribution under Markov regime switching
Jiang, Zhengjun
;
Pistorius, Martijn
- In:
Finance and stochastics
16
(
2012
)
3
,
pp. 449-476
Persistent link: https://www.econbiz.de/10009562303
Saved in:
6
Fast computation of vanilla prices in time-changed models and implied volatilities using rational approximations
Pistorius, Martijn
;
Stolte, Johannes
- In:
International journal of theoretical and applied finance
15
(
2012
)
4
,
pp. 1-34
Persistent link: https://www.econbiz.de/10009624458
Saved in:
7
Pricing and hedging barrier options in a hyper-exponential additive model
Jeannin, Marc
;
Pistorius, Martijn
- In:
International journal of theoretical and applied finance
13
(
2010
)
5
,
pp. 657-681
Persistent link: https://www.econbiz.de/10008904332
Saved in:
8
Continuously monitored barrier options under Markov processes
Mijatovi´c, Aleksandar
;
Pistorius, Martijn
- In:
Mathematical finance : an international journal of …
23
(
2013
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10009712564
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9
Bid and ask prices as non-linear continuous time G-expectations based on distortions
Eberlein, Ernst
;
Madan, Dilip B.
;
Pistorius, Martijn
; …
- In:
Mathematics and financial economics
8
(
2014
)
3
,
pp. 265-289
Persistent link: https://www.econbiz.de/10010365556
Saved in:
10
Two price economies in continuous time
Eberlein, Ernst
;
Madan, Dilip B.
;
Pistorius, Martijn
; …
- In:
Annals of finance
10
(
2014
)
1
,
pp. 71-100
Persistent link: https://www.econbiz.de/10010244607
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