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~accessRights:"restricted"
~isPartOf:"Review of quantitative finance and accounting"
~person:"Chen, Yibing"
~person:"Wang, Shin-yun"
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Option pricing theory
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Optionspreistheorie
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Stochastic process
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Stochastischer Prozess
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Aktienmarkt
1
Binomial option pricing model
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Black-Scholes model
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Black-Scholes option pricing model
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Black-Scholes-Modell
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Börsenkurs
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CAPM
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Capital income
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Derivat
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Derivative
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Estimation
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Jump risks
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Kapitaleinkommen
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Lognormal distribution method
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Markov-Kette
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Particle filter algorithm
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Risiko
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Chen, Yibing
Wang, Shin-yun
Lee, Cheng F.
3
Chang, Chuang-chang
2
Li, Bingxin
2
Lin, Shih-kuei
2
Sokolinskiy, Oleg
2
Bakshi, Gurdip S.
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Cao, Charles Q.
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Cevik, Emrah Ismail
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Chang, Hao-Han
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Chen, An-sing
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Chen, Ren-Raw
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Chen, Son-nan
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Hsu, Chih-Chen
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Huang, Henry Hongren
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Kabir, M. Humayun
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Kenç, Turalay
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Kuo, Chii-Shyan
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Lee, John
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Li, Chang-Yi
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Lin, Hsuan-Chu
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Mun, Seongjae
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Review of quantitative finance and accounting
Quantitative finance
1
Review of Pacific Basin financial markets and policies
1
The North American journal of economics and finance : a journal of financial economics studies
1
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ECONIS (ZBW)
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Option pricing under stock market cycles with jump risks : evidence from the S&P 500 index
Wang, Shin-yun
;
Chuang, Ming-Che
;
Lin, Shih-kuei
;
Shyu, …
- In:
Review of quantitative finance and accounting
56
(
2021
)
1
,
pp. 25-51
Persistent link: https://www.econbiz.de/10012432624
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2
Alternative methods to derive option pricing models : review and comparison
Lee, Cheng F.
;
Chen, Yibing
;
Lee, John
- In:
Review of quantitative finance and accounting
47
(
2016
)
2
,
pp. 417-451
Persistent link: https://www.econbiz.de/10011595634
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