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subject:"Stochastischer Prozess"
~isPartOf:"International journal of financial engineering"
~person:"Guo, Shimin"
~person:"Tong, Zhigang"
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Stochastischer Prozess
Option pricing theory
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Option trading
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Optionsgeschäft
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Discrete arithmetic Asian options
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Experiment
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Fourier transform
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Hedging
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Lévy subordinator
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Option pricing
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Volatility
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Volatilität
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delta hedging
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double Heston model
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dynamic hedging
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eigenfunction expansion
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Guo, Shimin
Tong, Zhigang
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Liu, Allen
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International journal of financial engineering
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Analytical pricing of discrete arithmetic Asian options under generalized CIR process with time change
Tong, Zhigang
;
Liu, Allen
- In:
International journal of financial engineering
5
(
2018
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011922948
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2
Does model misspecification matter for hedging? : a computational finance experiment based approach
Sun, Youfa
;
Yuan, George
;
Guo, Shimin
;
Liu, Jianguo
; …
- In:
International journal of financial engineering
2
(
2015
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011403136
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