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Publications by Maximilian Mair
Magic Points in Finance: Empirical Integration for Parametric Option Pricing
SIAM Journal on Financial Mathematics
Applied Mathematics
Numerical Analysis
Finance
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Empirical Testing of Real Option-Pricing Models
Journal of Finance
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Improving Non-Parametric Option Pricing During the Financial Crisis
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An Empirical Portfolio Perspective on Option Pricing Anomalies
Review of Finance
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Models for Option Pricing Based on Empirical Characteristic Function of Returns
An Empirical Study on Asymmetric Jump Diffusion for Option and Annuity Pricing
PLoS ONE
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Renewal Equations for Option Pricing
European Physical Journal B
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A Reduced Basis for Option Pricing
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Cache-Optimal Algorithms for Option Pricing
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