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~person:"He, Xin-Jiang"
~person:"Korn, Ralf"
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Option pricing theory
16
Optionspreistheorie
16
Stochastic process
11
Stochastischer Prozess
11
Volatility
9
Volatilität
9
Option trading
8
Optionsgeschäft
8
Markov chain
4
Markov-Kette
4
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3
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3
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3
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Derivat
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Derivative
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EU-Staaten
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Empirical studies
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European options
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regime switching
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ADI
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American put options
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He, Xin-Jiang
Korn, Ralf
Wang, Xingchun
31
Cui, Zhenyu
30
Fabozzi, Frank J.
25
Ryu, Doojin
23
Madan, Dilip B.
19
Yang, Zhaojun
19
Zhang, Jin E.
18
Lee, Hangsuck
17
Carr, Peter
16
Takahashi, Akihiko
15
Chiarella, Carl
14
Fusai, Gianluca
14
Li, Lingfei
14
Siu, Tak Kuen
14
Benth, Fred Espen
13
Elliott, Robert J.
13
Kim, Young Shin
13
Kirkby, J. Lars
13
Leippold, Markus
13
Augustin, Patrick
12
Hammoudeh, Shawkat
12
Jacobs, Kris
12
Kang, Boda
12
Nguyen, Duy
12
Račev, Svetlozar T.
12
Shahzad, Syed Jawad Hussain
12
Kiesel, Florian
11
Kim, Jeong-Hoon
11
Kwok, Yue-Kuen
11
Lee, Cheng F.
11
Sarkar, Sudipto
11
Wang, King
11
Xu, Wei
11
Yang, Heejin
11
Zhong, Zhaodong
11
Alòs, Elisa
10
Bayer, Christian
10
Edmans, Alex
10
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10
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Quantitative finance
3
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2
IMA journal of management mathematics
2
The journal of futures markets
2
Finance and Stochastics
1
Financial Markets and Portfolio Management
1
International journal of financial engineering
1
International journal of theoretical and applied finance
1
International review of financial analysis
1
Journal of economic dynamics & control
1
Mathematics and financial economics
1
Studienbücher Wirtschaftsmathematik
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
18
RePEc
2
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1
Analytically pricing exchange options with stochastic liquidity and regime switching
He, Xin-Jiang
;
Lin, Sha
- In:
The journal of futures markets
43
(
2023
)
5
,
pp. 662-676
Persistent link: https://www.econbiz.de/10014293179
Saved in:
2
Analytically pricing European options under a hybrid stochastic volatility and interest rate model with a general correlation structure
He, Xin-Jiang
;
Lin, Sha
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 951-967
Persistent link: https://www.econbiz.de/10014293271
Saved in:
3
Skew-Brownian motion and pricing European exchange options
Pasricha, Puneet
;
He, Xin-Jiang
- In:
International review of financial analysis
82
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013426145
Saved in:
4
An analytical approximation formula for barrier
option
prices under the heston model
He, Xin-Jiang
;
Lin, Sha
- In:
Computational economics
60
(
2022
)
4
,
pp. 1413-1425
Persistent link: https://www.econbiz.de/10013447445
Saved in:
5
An accurate approximation formula for pricing European options with discrete dividend payments
Zhu, Song-Ping
;
He, Xin-Jiang
- In:
IMA journal of management mathematics
29
(
2018
)
2
,
pp. 175-188
Persistent link: https://www.econbiz.de/10011888608
Saved in:
6
A new integral equation formulation for American put options
Zhu, Song-Ping
;
He, Xin-Jiang
;
Lu, Xiaoping
- In:
Quantitative finance
18
(
2018
)
3
,
pp. 483-490
Persistent link: https://www.econbiz.de/10011906400
Saved in:
7
Can outstanding dividend payments be estimated by American options?
Desmettre, Sascha
;
Grün, Sarah
;
Korn, Ralf
- In:
Quantitative finance
18
(
2018
)
9
,
pp. 1437-1446
Persistent link: https://www.econbiz.de/10011913129
Saved in:
8
An analytical approximation formula for European
option
pricing under a new stochastic volatility model with regime-switching
He, Xin-Jiang
;
Zhu, Song-Ping
- In:
Journal of economic dynamics & control
71
(
2016
),
pp. 77-85
Persistent link: https://www.econbiz.de/10011708772
Saved in:
9
Analytically pricing variance and volatility swaps under a Markov-modulated model with liquidity risks
He, Xin-Jiang
;
Lin, Sha
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014483995
Saved in:
10
Application of the Heath-Platen estimator in the Fong-Vasicek short rate model
Coskun, Sema
;
Korn, Ralf
;
Desmettre, Sascha
- In:
The journal of computational finance
23
(
2019
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012064963
Saved in:
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