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Volume 18; Issue 6
Main
Applied Mathematical Finance
Volume 18; Issue 6
Applied Mathematical Finance
Volume 18; Issue 6
1
Small-Time Asymptotics for an Uncorrelated Local-Stochastic Volatility Model
Forde, Martin
,
Jacquier, Antoine
Journal:
Applied Mathematical Finance
Year:
2011
Language:
english
File:
PDF, 238 KB
Your tags:
english, 2011
2
The British Put Option
Peskir, Goran
,
Samee, Farman
Journal:
Applied Mathematical Finance
Year:
2011
Language:
english
File:
PDF, 365 KB
Your tags:
english, 2011
3
Option Valuation with a Discrete-Time Double Markovian Regime-Switching Model
Siu, Tak Kuen
,
Fung, Eric S.
,
Ng, Michael K.
Journal:
Applied Mathematical Finance
Year:
2011
Language:
english
File:
PDF, 325 KB
Your tags:
english, 2011
4
Good-Deal Bounds in a Regime-Switching Diffusion Market
Donnelly, Catherine
Journal:
Applied Mathematical Finance
Year:
2011
Language:
english
File:
PDF, 332 KB
Your tags:
english, 2011
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