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Joining The Heston And A Three-Factor Short Rate Modelideas.repec.org › wsi › ijtafx

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TILMAN SAYER. (Department of Financial Mathematics, Fraunhofer Institute for Industrial Mathematics ITWMKaiserslautern, Germany).

Tilman SAYER | Fraunhofer Institute for Industrial Mathematics...

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Tilman SAYER | Cited by 26 | of Fraunhofer Institute for Industrial Mathematics ITWM, Kaiserslautern (ITWM) | Read 8 publications | Contact Tilman SAYER

Joining the Heston and a three-factor short rate model : a closed …

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WebRoman Horsky and Tilman Sayer (Department of Financial Mathematics, Fraunhofer Institute for Industrial Mathematics, ITWM, Kaiserslautern, Germany) Year of publication: …

Pricing Employee Stock Options under Stochastic Volatility by Tilman...

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Tilman Sayer. Department of Financial Mathematics, Fraunhofer Institute for Industrial Mathematics ITWM January 10, Abstract:.

38 FM14 Abstracts. IP1 No-arbitrage Under Model ambiguity and...

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METU Tilman Sayer Fraunhofer Institute for Industrial Mathematics CP12 Hedging ...

Interplay between Finance and Insurance February 6-7, 2014

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von M Vanmaele · — Tilman Sayer. Department of Financial Mathematics, Fraunhofer Institute for Industrial Mathematics,. , Kaiserslautern, Germany. › Proceedings2014

Tilman Sayer's research works | Fraunhofer Institute for...

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Tilman Sayer's 5 research works with 6 citations and 232 reads, including: JOining the heston and a three-factor short rate model: A Closed-Form Approach

Former Years – SGF SWISS SOCIETY ...Financial Markets and Portfolio Management

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... (Karlsruhe Institute of Technology) • Stefan Ruenzi (University of Mannheim) • Astrid Salzmann (RWTH Aachen University) • Tilman Sayer (Fraunhofer ITWM) ...

SGF Conference 2014

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... Ruckes (Karlsruhe Institute of Technology) • Stefan Ruenzi (University of Mannheim) • Astrid Salzmann (RWTH Aachen University) • Tilman Sayer (Fraunhofer ...

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