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Volume 7; Issue 4
Main
Mathematical Finance
Volume 7; Issue 4
Mathematical Finance
Volume 7; Issue 4
1
A Continuity Correction for Discrete Barrier Options
Mark Broadie
,
Paul Glasserman
,
Steven Kou
Journal:
Mathematical Finance
Year:
1997
Language:
english
File:
PDF, 210 KB
Your tags:
english, 1997
2
Market Volatility and Feedback Effects from Dynamic Hedging
Rüdiger Frey
,
Alexander Stremme
Journal:
Mathematical Finance
Year:
1997
Language:
english
File:
PDF, 303 KB
Your tags:
english, 1997
3
Market Participation and Share Prices
Gerhard O. Orosel
Journal:
Mathematical Finance
Year:
1997
Language:
english
File:
PDF, 259 KB
Your tags:
english, 1997
4
Contingent Claims and Market Completeness in a Stochastic Volatility Model
Marc Romano
,
Nizar Touzi
Journal:
Mathematical Finance
Year:
1997
Language:
english
File:
PDF, 151 KB
Your tags:
english, 1997
5
Pricing Stock Options in a Jump-Diffusion Model with Stochastic Volatility and Interest Rates: Applications of Fourier Inversion Methods
Louis O. Scott
Journal:
Mathematical Finance
Year:
1997
Language:
english
File:
PDF, 108 KB
Your tags:
english, 1997
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