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~isPartOf:"The journal of computational finance"
~subject:"Optionspreistheorie"
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Optionspreistheorie
Option pricing theory
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option pricing
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stochastic volatility
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The journal of computational finance
International journal of theoretical and applied finance
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International journal of bonds and derivatives
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
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Review of derivatives research
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SFB 373 Discussion Paper
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The CTMC–Heston model : calibration and exotic option pricing with SWIFT
Leitao, Álvaro
;
Kirkby, J. Lars
;
Ortiz-Garcia, Luis
- In:
The journal of computational finance
24
(
2021
)
4
,
pp. 71-114
Persistent link: https://www.econbiz.de/10012544164
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2
A novel Fourier transform B-spline method for option pricing
Haslip, Gareth G.
;
Kaishev, Vladimir K.
- In:
The journal of computational finance
19
(
2015
)
1
,
pp. 41-74
Persistent link: https://www.econbiz.de/10011480709
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