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Option valuation in the presence of market imperfections
Bell, Andreas - 1993
Persistent link: https://www.econbiz.de/10012699390
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Discounted optimal stopping for maxima in diffusion models with finite horizon
Gapeev, Pavel V. - 2006
SFB 649 Discussion Paper 2006-057 Discounted Optimal Stopping for Maxima in Diffusion Models with Finite Horizon Pavel V. Gapeev* * Weierstrass Institute for Applied Analysis and Stochastics, Berlin, Germany and Russian Academy of Sciences, Institute of...
Persistent link: https://www.econbiz.de/10004875341
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Discounted optimal stopping for maxima of some jump-diffusion processes
Gapeev, Pavel V. - 2006
SFB 649 Discussion Paper 2006-059 Discounted Optimal Stopping for Maxima of some Jump-Diffusion Processes Pavel V. Gapeev* * Weierstrass Institute for Applied Analysis and Stochastics, Berlin, Germany and Russian Academy of Sciences, Institute of Control...
Persistent link: https://www.econbiz.de/10004875342
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Robust risk management : accounting for nonstationarity and heavy tails
Chen, Ying; Spokojnyj, Vladimir G. - 2006
Persistent link: https://www.econbiz.de/10004881592
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Mathematics in economics : models and methods
Ostaszewski, Adam - 1993 - 1. publ.
Persistent link: https://www.econbiz.de/10013501221
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Pricing CMS spreads in the Libor market model
Belomestny, Denis; Kolodko, Anastasia; Schoenmakers, … - 2008
Persistent link: https://www.econbiz.de/10003809706
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Representations for optimal stopping under dynamic monetary utility functionals
Krätschmer, Volker; Schoenmakers, John - 2009
Persistent link: https://www.econbiz.de/10003924289
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Fast, stable and accurate method for the Black-Scholes equation of American options
Ehrhardt, Matthias; Mickens, Ronald E. - 2008
Persistent link: https://www.econbiz.de/10003716552
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Nonlinear models in option pricing : an introduction
Ehrhardt, Matthias - 2008
Persistent link: https://www.econbiz.de/10012878322
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Revealed preference of government
Basu, Kaushik - 1980
Persistent link: https://www.econbiz.de/10000054401