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person:"Duan, Jin-Chuan"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
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Option pricing theory
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Duan, Jin-Chuan
Carr, Peter
6
Madan, Dilip B.
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Rogers, Leonard C. G.
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Yor, Marc
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Bender, Christian
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Elliott, Robert J.
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Kwok, Yue-Kuen
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Journal of economic dynamics & control
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The journal of derivatives : the official publication of the International Association of Financial Engineers
2
Advances in finance and stochastics : essays in honour of Dieter Sondermann
1
Federal Reserve Bank of Cleveland working paper series
1
International journal of theoretical and applied finance
1
Journal of banking & finance
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mu̐helytanulmányok / Magyar Tudományos Akadémia, Közgazdaságtudományi Intézet
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The journal of computational finance
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The journal of futures markets
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Approximating GARCH-Jump models, jump-diffusion processes, and option pricing
Duan, Jin-Chuan
;
Ritchken, Peter H.
;
Sun, Zhiqiang
- In:
Mathematical finance : an international journal of …
16
(
2006
)
1
,
pp. 21-52
Persistent link: https://www.econbiz.de/10003336780
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The GARCH option pricing model
Duan, Jin-Chuan
- In:
Mathematical finance : an international journal of …
5
(
1995
)
1
,
pp. 13-32
Persistent link: https://www.econbiz.de/10001185066
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