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~isPartOf:"Insurance / Mathematics & economics"
~person:"Shiu, Elias S. W."
~person:"Tunaru, Radu"
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Option pricing theory
3
Optionspreistheorie
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Derivat
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Derivative
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Aktienindex
1
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CDS pricing
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Displaced log-normal jump-diffusion process
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Shiu, Elias S. W.
Tunaru, Radu
Shen, Yang
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Insurance / Mathematics & economics
European journal of operational research : EJOR
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International review of financial analysis
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ECONIS (ZBW)
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Pricing and hedging basket options with exact moment matching
Leccadito, Arturo
;
Paletta, Tommaso
;
Tunaru, Radu
- In:
Insurance / Mathematics & economics
69
(
2016
),
pp. 59-69
Persistent link: https://www.econbiz.de/10011530924
Saved in:
2
On non-negative equity guarantee calculations with macroeconomic variables related to house prices
Badescu, Alexandru
;
Quaye, Enoch
;
Tunaru, Radu
- In:
Insurance / Mathematics & economics
103
(
2022
),
pp. 119-138
Persistent link: https://www.econbiz.de/10013198331
Saved in:
3
A factor model for joint default probabilities. Pricing of CDS, index swaps and index tranches
Cantia, Catalin
;
Tunaru, Radu
- In:
Insurance / Mathematics & economics
72
(
2017
),
pp. 21-35
Persistent link: https://www.econbiz.de/10011691492
Saved in:
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