Found: 7
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IT'S YOUR CHOICE:: A UNIFIED APPROACH TO CHOOSER OPTIONS.
- Published in:
- International Journal of Theoretical & Applied Finance, 2010, v. 13, n. 1, p. 139, doi. 10.1142/S0219024910005711
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- Publication type:
- Article
EFFICIENT, ALMOST EXACT SIMULATION OF THE HESTON STOCHASTIC VOLATILITY MODEL.
- Published in:
- International Journal of Theoretical & Applied Finance, 2010, v. 13, n. 1, p. 1, doi. 10.1142/S0219024910005668
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- Publication type:
- Article
APPROXIMATING LÉVY PROCESSES WITH A VIEW TO OPTION PRICING.
- Published in:
- International Journal of Theoretical & Applied Finance, 2010, v. 13, n. 1, p. 63, doi. 10.1142/S0219024910005681
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- Publication type:
- Article
IMPLICATION OF THE KELLY CRITERION FOR MULTI-DIMENSIONAL PROCESSES.
- Published in:
- International Journal of Theoretical & Applied Finance, 2010, v. 13, n. 1, p. 93, doi. 10.1142/S0219024910005693
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- Publication type:
- Article
MODERN LIBOR MARKET MODELS:: USING DIFFERENT CURVES FOR PROJECTING RATES AND FOR DISCOUNTING.
- Published in:
- International Journal of Theoretical & Applied Finance, 2010, v. 13, n. 1, p. 113, doi. 10.1142/S021902491000570X
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- Publication type:
- Article
PRICING CMS SPREAD OPTIONS IN A LIBOR MARKET MODEL.
- Published in:
- International Journal of Theoretical & Applied Finance, 2010, v. 13, n. 1, p. 45, doi. 10.1142/S021902491000567X
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- Publication type:
- Article
ESTIMATING UNIVARIATE DISTRIBUTIONS VIA RELATIVE ENTROPY MINIMIZATION:: CASE STUDIES ON FINANCIAL AND ECONOMIC DATA.
- Published in:
- International Journal of Theoretical & Applied Finance, 2010, v. 13, n. 1, p. 163, doi. 10.1142/S0219024910005723
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- Publication type:
- Article