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OPTION PRICING FOR JUMP DIFFUSIONS: APPROXIMATIONS AND THEIR INTERPRETATION.
- Published in:
- Mathematical Finance, 1993, v. 3, n. 2, p. 191, doi. 10.1111/j.1467-9965.1993.tb00087.x
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- Article
Selected amino acid mutations in HIV-1 B subtype gp41 are Associated with Specific gp120V3 signatures in the regulation of Co- Receptor usage.
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- Retrovirology, 2011, v. 8, n. 1, p. 33, doi. 10.1186/1742-4690-8-33
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- Article
Parameterizing correlations: a geometric interpretation.
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- IMA Journal of Management Mathematics, 2007, v. 18, n. 1, p. 55, doi. 10.1093/imaman/dpl010
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- Article
Untitled.
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- Journal of Derivatives, 2022, v. 30, n. 2, p. 1, doi. 10.3905/jod.2022.30.2.001
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- Article
CLOSED-FORM APPROXIMATION OF PERPETUAL TIMER OPTION PRICES.
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- International Journal of Theoretical & Applied Finance, 2014, v. 17, n. 4, p. 1, doi. 10.1142/S0219024914500265
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- Article
MODERN LIBOR MARKET MODELS:: USING DIFFERENT CURVES FOR PROJECTING RATES AND FOR DISCOUNTING.
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- International Journal of Theoretical & Applied Finance, 2010, v. 13, n. 1, p. 113, doi. 10.1142/S021902491000570X
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- Article
Lognormal-Mixture Dynamics and Calibration to Market Volatility Smiles.
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- International Journal of Theoretical & Applied Finance, 2002, v. 5, n. 4, p. 427, doi. 10.1142/S0219024902001511
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- Article
HCV Genotypes Are Differently Prone to the Development of Resistance to Linear and Macrocyclic Protease Inhibitors.
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- PLoS ONE, 2012, v. 7, n. 7, p. 1, doi. 10.1371/journal.pone.0039652
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- Article
Analytic Approximation of Finite-Maturity Timer Option Prices.
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- Journal of Futures Markets, 2015, v. 35, n. 3, p. 245, doi. 10.1002/fut.21659
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- Article
Genetic and Structural Analysis of HIV-1 Rev Responsive Element Related to V38A and T18A Enfuvirtide Resistance Mutations.
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- Intervirology, 2012, v. 55, n. 5, p. 385, doi. 10.1159/000334696
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- Article
Basel II Second Pillar: An Analytical VaR with Contagion and Sectorial Risks.
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- IUP Journal of Financial Risk Management, 2010, v. 7, n. 1/2, p. 7
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- Article
A deterministic–shift extension of analytically–tractable and time–homogeneous short–rate models.
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- Finance & Stochastics, 2001, v. 5, n. 3, p. 369, doi. 10.1007/PL00013541
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- Article
Option pricing impact of alternative continuous-time dynamics for discretely-observed stock prices.
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- Finance & Stochastics, 2000, v. 4, n. 2, p. 147, doi. 10.1007/s007800050009
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- Article