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Semi-analytical Pricing of Currency Options in the Heston/CIR Jump-Diffusion Hybrid Model
British Library Online Contents | 2015| -
A New Variance Reduction Technique for Estimating Value-at-Risk
British Library Online Contents | 2015| -
Pricing Path-Dependent Options with Discrete Monitoring under Time-Changed Levy Processes
British Library Online Contents | 2015| -
Effect of Volatility Clustering on Indifference Pricing of Options by Convex Risk Measures
British Library Online Contents | 2015| -
Stochastic Models for Oil Prices and the Pricing of Futures on Oil
British Library Online Contents | 2015| -
Saddlepoint Approximation Methods for Pricing Derivatives on Discrete Realized Variance
British Library Online Contents | 2014| -
Stochastic Correlation and Volatility Mean-reversion - Empirical Motivation and Derivatives Pricing via Perturbation Theory
British Library Online Contents | 2014| -
An Extension of the Chaos Expansion Approximation for the Pricing of Exotic Basket Options
British Library Online Contents | 2014| -
Variational Solutions of the Pricing PIDEs for European Options in Levy Models
British Library Online Contents | 2014| -
Re-specification of Affine Term Structure Models: The Linkage to Empirical Investigations
British Library Online Contents | 2014| -
A Radial Basis Function Scheme for Option Pricing in Exponential Levy Models
British Library Online Contents | 2014| -
Asymptotic Solutions for Australian Options with Low Volatility
British Library Online Contents | 2014| -
Closed-Form Pricing of Two-Asset Barrier Options with Stochastic Covariance
British Library Online Contents | 2014| -
Long-run variation in capacity utilization in the presence of a fixed normal rate
British Library Online Contents | 2019|
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