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MULTIVARIATE BINOMIAL APPROXIMATIONS FOR ASSET PRICES WITH NONSTATIONARY VARIANCE AND COVARIANCE CHARACTERISTICS
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MULTIVARIATE BINOMIAL APPROXIMATIONS FOR ASSET PRICES WITH NONSTATIONARY VARIANCE AND COVARIANCE CHARACTERISTICS (1999)MULTIVARIATE BINOMIAL APPROXIMATIONS FOR …Integrated Optimization of Procurement, Processing and Trade of Commodities in a Network Environment (2007)Integrated Optimization of Pr…American option valuation under stochastic interest rates (2000)American option valuation und…Option pricing using a binomial model with random time steps (A formal model of gamma hedging) (1996)Option pricing using a binomi…The Stochastic Behavior of Commodity Prices: Implications for Valuation and Hedging (1997)Options, Futures and Other Derivatives (2003)“Options, Futures, and Other Derivatives” (2016)The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)A Pricing Model for American Options with Gaussian Interest Rates (2000)Theory of rational option pricing (2005)Pricing European option in a double exponential jump-diffusion model with two market structure risks and its comparisons (2007)A Stable and Convergent Finite Difference Method for Fractional Black–Scholes Model of American Put Option Pricing (2017)Martingales and stochastic integrals in the theory of continuous trading (1981)Limit Theorems for Stochastic Processes (2003)Stochastic Integration and Differential Equations (2005)Asset Price Bubbles (2015)
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  • 2000American option valuation under stochastic interest rates20 cited
  • 1996Option pricing using a binomial model with random time steps (A formal model of gamma hedging)18 cited
  • 2007Integrated Optimization of Procurement, Processing and Trade of Commodities in a Network Environment9 cited

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