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On Errors and Bias of Fourier...
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183
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104
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63
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44
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38
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35
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24
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24
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18
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16
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11
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9
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9
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13
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ECONIS (ZBW)
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11
Pricing of the American put under Lévy processes
Levendorskij, Sergej Z.
- In:
International journal of theoretical and applied finance
7
(
2004
)
3
,
pp. 303-335
Persistent link: https://www.econbiz.de/10002111463
Saved in:
12
Consistency conditions for affine term structure models : II. option pricing under diffusions with embedded jumps
Levendorskij, Sergej Z.
- In:
Annals of finance
2
(
2006
)
2
,
pp. 207-224
Persistent link: https://www.econbiz.de/10003282260
Saved in:
13
American and European options in multi-factor jump-diffusion models, near expiry
Levendorskij, Sergej Z.
- In:
Finance and stochastics
12
(
2008
)
4
,
pp. 541-560
Persistent link: https://www.econbiz.de/10003899270
Saved in:
14
Optimal stopping made easy
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
- In:
Journal of mathematical economics
43
(
2007
)
2
,
pp. 201-217
Persistent link: https://www.econbiz.de/10003463417
Saved in:
15
Practical guide to real options in discrete time
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
- In:
International economic review
48
(
2007
)
1
,
pp. 311-342
Persistent link: https://www.econbiz.de/10003446769
Saved in:
16
Exit problems in regime-switching models
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
- In:
Journal of mathematical economics
44
(
2008
)
2
,
pp. 180-206
Persistent link: https://www.econbiz.de/10003709121
Saved in:
17
Pricing of first touch digitals under normal inverse Gaussian processes
Kudryavtsev, Oleg
;
Levendorskij, Sergej Z.
- In:
International journal of theoretical and applied finance
9
(
2006
)
6
,
pp. 915-949
Persistent link: https://www.econbiz.de/10003380303
Saved in:
18
Irreversible decisions under uncertainty : optimal stopping made easy
Bojarčenko, Svetlana I.
;
Bojarčenko, Svetlana I.
; …
-
2007
-
1. ed.
Persistent link: https://www.econbiz.de/10003494236
Saved in:
19
American options in Lévy models with stochastic interest rates
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
- In:
The journal of computational finance
12
(
2009
)
4
,
pp. 51-89
Persistent link: https://www.econbiz.de/10009534611
Saved in:
20
Efficient Laplace inversion, Wiener-Hopf factorization and pricing lookbacks
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
- In:
International journal of theoretical and applied finance
16
(
2013
)
3
,
pp. 1-40
Persistent link: https://www.econbiz.de/10009756073
Saved in:
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