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Publications by Jan Vecer

Pricing Asian Options in a Semimartingale Model

Quantitative Finance

English

Estimating the Effect of the Red Card in Soccer: When to Commit an Offense in Exchange for Preventing a Goal Opportunity

Journal of Quantitative Analysis in Sports

Decision Sciences

Social Sciences

English

A New PDE Approach for Pricing Arithmetic Average Asian Options

Journal of Computational Finance

Applied Mathematics

Computer Science Applications

English

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