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525
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493
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455
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445
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444
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443
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411
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399
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397
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389
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385
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364
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357
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354
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346
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339
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337
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333
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332
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331
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325
Kaplow, Louis
322
Thisse, Jacques-François
319
Konrad, Kai A.
317
Fabozzi, Frank J.
312
Batabyal, Amitrajeet A.
309
Shavell, Steven
308
Tirole, Jean
306
Lambertini, Luca
296
Artus, Patrick
294
Franses, Philip Hans
294
Buiter, Willem H.
286
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284
Chiarella, Carl
280
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271
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IMF working papers
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41
Generalized analytical upper bounds for American option prices
Chung, San-lin
;
Chang, Hsieh-chung
- In:
Journal of financial and quantitative analysis : JFQA
42
(
2007
)
1
,
pp. 209-227
Persistent link: https://www.econbiz.de/10003434630
Saved in:
42
Dynamic equilibrium with overpriced put options
Isaenko, Sergey
- In:
Economic notes : economic review of Banca Monte dei …
36
(
2007
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10003467295
Saved in:
43
Barrier options on spot LIBOR rates under multi-factor Gaussian HJM model
Nunes, Joaõ Pedro Vidal
- In:
The journal of derivatives : the official publication …
14
(
2006
)
1
,
pp. 61-81
Persistent link: https://www.econbiz.de/10003379130
Saved in:
44
Pricing path-dependent options with jump risk via Laplace transforms
Kou, Steven
;
Petrella, Giovanni
;
Wang, Hui
- In:
The Kyoto economic review
74
(
2005
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10003379381
Saved in:
45
A defaultable callable bond pricing model
Hua, David
;
Chou, Heng-chih
;
Wang, David
- In:
Investment management and financial innovations
6
(
2009
)
3
,
pp. 54-62
Persistent link: https://www.econbiz.de/10003919413
Saved in:
46
Pricing of high-dimensional American options by neural networks
Kohler, Michael
;
Krzyżak, Adam
;
Todorović, Nebojša
- In:
Mathematical finance : an international journal of …
20
(
2010
)
3
,
pp. 383-410
Persistent link: https://www.econbiz.de/10008665062
Saved in:
47
Minimum guaranteed payments and costly cancellation rights : a stopping game perspective
Alvarez, Luis H. R.
- In:
Mathematical finance : an international journal of …
20
(
2010
)
4
,
pp. 733-751
Persistent link: https://www.econbiz.de/10008667600
Saved in:
48
Discrete time hedging of the American option
Hussain, S.
;
Shashiashvili, M.
- In:
Mathematical finance : an international journal of …
20
(
2010
)
4
,
pp. 647-670
Persistent link: https://www.econbiz.de/10008667629
Saved in:
49
A forward started jump-diffusion model and pricing of cliquet style exotics
Drimus, Gabriel
- In:
Review of derivatives research
13
(
2010
)
2
,
pp. 125-140
Persistent link: https://www.econbiz.de/10008695496
Saved in:
50
Pricing foreign equity options with stochastic correlation and volatility
Ma, Jun
- In:
Annals of economics and finance
10
(
2009
)
2
,
pp. 303-327
Persistent link: https://www.econbiz.de/10003928802
Saved in:
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