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Theorie
18
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Option pricing theory
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10
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Andersen, Leif B. G.
46
Andreasen, Jesper
33
Andersen, Leif
26
Andreasen, Jesper Fredborg
6
Lake, Mark
6
Andersen, L.
5
Brotherton-Ratcliffe, Rupert
5
Huge, Brian Norsk
5
Sidenius, Jakob
5
Duffie, Darrell
4
Huge, Brian
4
Piterbarg, Vladimir
4
Savine, Antoine
4
Song, Yang
4
ANDERSEN, LEIF
3
Lipton, Alexander
3
Pykhtin, Michael
3
Sokol, Alexander
3
Albanese, Claudio
2
Broadie, Mark
2
Buffum, Dan
2
Offengenden, Dimitri
2
Piterbarg, Vladimir V.
2
Andersen, Lief
1
Basu, Susanta
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Brøgger, Søren Bundgaard
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Collin-Dufresne, Pierre
1
DUFFIE, DARRELL
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Dickinson, Andrew
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Dickinson, Andrew Samuel
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Eliezer, David
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Eliezer, David A.
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Hutchings, Nicolas A.
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Iabichino, Stefano
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Iben, Ben
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Jensen, Bjarke
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Risk : managing risk in the world's financial markets
10
The journal of computational finance
8
Fleischwirtschaft : von der Erzeugung bis zur Vermarktung von Lebensmitteln tierischen Ursprungs ; Organ des Bundesverbandes der Deutschen Fleischwarenindustrie e.V., Bonn
4
Review of derivatives research
4
Finance and stochastics
3
The journal of credit risk : published quarterly by Incisive Media
3
Applied mathematical finance
2
Credit derivatives : the definitive guide
2
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2
International Journal of Theoretical and Applied Finance (IJTAF)
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Wilmott
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The definitive guide to CDOs : market, application, valuation and hedging
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ECONIS (ZBW)
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1
Static replication of barrier options : some general results
Andersen, Leif B. G.
;
Andreasen, Jesper Fredborg
; …
- In:
The journal of computational finance
5
(
2002
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10001695829
Saved in:
2
Jump-diffusion processes : volatility smile fitting and numerical methods for option pricing
Andersen, Leif B. G.
;
Andreasen, Jesper Fredborg
- In:
Review of derivatives research
4
(
2000
)
3
,
pp. 231-262
Persistent link: https://www.econbiz.de/10001596719
Saved in:
3
Factor dependence of Bermudan swaptions : factor or fiction?
Andersen, Leif B. G.
;
Andreasen, Jesper Fredborg
- In:
Journal of financial economics
62
(
2001
)
1
,
pp. 3-37
Persistent link: https://www.econbiz.de/10001608806
Saved in:
4
Volatility skews and extensions of the libor market model
Andersen, Leif B. G.
;
Andreasen, Jesper Fredborg
- In:
Applied mathematical finance
7
(
2000
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10001546115
Saved in:
5
Extended Libor market models with stochastic volatility
Andersen, Leif B. G.
;
Brotherton-Ratcliffe, Rupert
- In:
The journal of computational finance
9
(
2005
)
1
,
pp. 1-40
Persistent link: https://www.econbiz.de/10003191097
Saved in:
6
The equity option volatility smile : an implicit finite-difference approach
Andersen, Leif B. G.
;
Brotherton-Ratcliffe, Rupert
- In:
The journal of computational finance
1
(
1997/1998
)
2
,
pp. 5-37
Persistent link: https://www.econbiz.de/10001633250
Saved in:
7
Simple and efficient simulation of the Heston stochastic volatility model
Andersen, Leif B. G.
- In:
The journal of computational finance
11
(
2007/08
)
3
,
pp. 1-42
Persistent link: https://www.econbiz.de/10003699934
Saved in:
8
Option pricing with quadratic volatility : a revisit
Andersen, Leif B. G.
- In:
Finance and stochastics
15
(
2011
)
2
,
pp. 191-219
Persistent link: https://www.econbiz.de/10009159127
Saved in:
9
Discount curve construction with tension splines
Andersen, Leif B. G.
- In:
Review of derivatives research
10
(
2007
)
3
,
pp. 227-267
Persistent link: https://www.econbiz.de/10003748110
Saved in:
10
Moment explosions in stochastic volatility models
Andersen, Leif B. G.
;
Piterbarg, Vladimir V.
- In:
Finance and stochastics
11
(
2007
)
1
,
pp. 29-50
Persistent link: https://www.econbiz.de/10003410634
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