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Parsimonious HJM Modelling for Multiple Yield-Curve Dynamics

Economy – Quantitative Finance – Pricing of Securities
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Path Integral and Asian Options

Economy – Quantitative Finance – Pricing of Securities
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Path integral approach to Asian options in the Black-Scholes model

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Path integral approach to the pricing of timer options with the Duru-Kleinert time transformation

Economy – Quantitative Finance – Pricing of Securities
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Perfect and partial hedging for swing game options in discrete time

Economy – Quantitative Finance – Pricing of Securities
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Perpetual American options within CTRW's

Economy – Quantitative Finance – Pricing of Securities
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Perpetual American vanilla option pricing under single regime change risk. An exhaustive study

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Perpetual Cancellable American Call Option

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Perturbation Expansion for Option Pricing with Stochastic Volatility

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Perturbative Approach on Financial Markets

Economy – Quantitative Finance – Pricing of Securities
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Perturbed Copula: Introducing the skew effect in the co-dependence

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Power Series Representations for European Option Prices under Stochastic Volatility Models

Economy – Quantitative Finance – Pricing of Securities
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Price as a matter of choice and nonstochastic randomness

Economy – Quantitative Finance – Pricing of Securities
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Pricing a Contingent Claim Liability with Transaction Costs Using Asymptotic Analysis for Optimal Investment

Economy – Quantitative Finance – Pricing of Securities
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Pricing and Hedging Asian Basket Options with Quasi-Monte Carlo Simulations

Economy – Quantitative Finance – Pricing of Securities
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Pricing and hedging barrier options in a hyper-exponential additive model

Economy – Quantitative Finance – Pricing of Securities
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Pricing and Hedging in Affine Models with Possibility of Default

Economy – Quantitative Finance – Pricing of Securities
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Pricing and hedging of derivatives based on non-tradable underlyings

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

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Pricing Bermudan options using nonparametric regression: optimal rates of convergence for lower estimates

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Pricing electricity derivatives within a Markov regime-switching model

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