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Valuation of exotic options un...
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22
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13
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11
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10
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6
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Hakala, Jürgen
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6
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Die Zukunft der Finanzdienstleistungsindustrie in Deutschland : Innovationen zur Steigerung der Leistungs- und Wettbewerbsfähigkeit des Finanzplatzes Deutschland ; [Tagungsband zur Jubiläumskonferenz der Frankfurt School of Finance & Management]
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Optimization and neural computation series
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Quantitative Finance
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Review of derivatives research
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Risks : open access journal
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Statistics & Risk Modeling
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Stochastic Processes and their Applications
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Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
2
ASTIN BULLETIN ; Vol. 29 - No. 1 - 1999, 101-103
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Annals of Finance
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Annals of finance
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Applications of mathematics : stochastic modeling and applied probality ; stochastic mechanics, random media, signal processing and image synthesis, mathematical economics, stochastic optimization and finance stochastic control
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Applications of mathematics : stochastic modelling and applied probability
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Contemporary quantitative finance : essays in honour of Eckhard Platen
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Credit risk : measurement, evaluation and management ; [on March 13th - 15th 2002, the 8th Econometric Workshop in Karlsruhe was held at the University of Karlsruhe (TH), Germany] ; with 85 figures
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Digital finance : smart data analytics, investment innovation, and financial technology
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Mathematical Control Theory and Finance, Springer, 2008. Edited by A. Sarychev, A. Shiryaev, M. Guerra, M.R. Grossinho
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Risk : managing risk in the world's financial markets
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1
Stochastic calculus for finance
Shreve, Steven E.
-
2004
Persistent link: https://www.econbiz.de/10001782371
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2
Stochastic optimal control : the discrete-time case
Bertsekas, Dimitri P.
;
Shreve, Steven E.
-
1996
-
[Reprint]
Persistent link: https://www.econbiz.de/10000633414
Saved in:
3
A general framework for pricing credit risk
Bélanger, Alain
;
Shreve, Steven E.
;
Wong, Dennis
- In:
Mathematical finance : an international journal of …
14
(
2004
)
3
,
pp. 317-350
Persistent link: https://www.econbiz.de/10002125505
Saved in:
4
Continuous-time models
Shreve, Steven E.
-
2004
Persistent link: https://www.econbiz.de/10002134250
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5
The binomial asset pricing model
Shreve, Steven E.
-
2004
Persistent link: https://www.econbiz.de/10002107329
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6
Methods of mathematical finance
Karatzas, Ioannis
;
Shreve, Steven E.
-
2003
-
[Nachdr.]
Persistent link: https://www.econbiz.de/10002642179
Saved in:
7
Satisfying convex risk limits by trading
Larsen, Kasper
;
Pirvu, Traian A.
;
Shreve, Steven E.
; …
- In:
Finance and stochastics
9
(
2005
)
2
,
pp. 177-195
Persistent link: https://www.econbiz.de/10002747136
Saved in:
8
Asymptotic analysis for optimal investment and consumption with transaction costs
Janeček, Karel
;
Shreve, Steven E.
- In:
Finance and stochastics
8
(
2004
)
2
,
pp. 181-206
Persistent link: https://www.econbiz.de/10002012481
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9
Options on a traded account : vacation calls, vacation puts and passport options
Shreve, Steven E.
;
Večeř, Jan
- In:
Finance and stochastics
4
(
2000
)
3
,
pp. 255-274
Persistent link: https://www.econbiz.de/10001487062
Saved in:
10
Robustness of the black and scholes formula
El Karoui, Nicole
- In:
Mathematical finance : an international journal of …
8
(
1998
)
2
,
pp. 93-126
Persistent link: https://www.econbiz.de/10001242959
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