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~accessRights:"restricted"
~person:"Lian, Guanghua"
~subject:"Option pricing theory"
~type_genre:"Article in journal"
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Option pricing theory
Optionspreistheorie
3
Stochastic process
3
Stochastischer Prozess
3
Volatility
3
Volatilität
3
Option trading
2
Optionsgeschäft
2
American options
1
Black-Scholes model
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Black-Scholes-Modell
1
Discrete barrier options
1
Fourier-cosine series
1
Lévy processes
1
Probability theory
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Statistical distribution
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Statistische Verteilung
1
Stochastic volatility
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Wahrscheinlichkeitsrechnung
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exact probability densities
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exchange options
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implied volatility
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jump diffusion
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option pricing
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timer option
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Article in journal
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Lian, Guanghua
Cui, Zhenyu
17
Wang, Xingchun
15
Zhang, Jin E.
11
Alòs, Elisa
10
Nguyen, Duy
10
He, Xin-Jiang
9
Kim, Jeong-Hoon
9
Radoičić, Radoš
9
Escobar, Marcos
8
Kirkby, J. Lars
8
Lorig, Matthew
8
Carr, Peter
7
Gatheral, Jim
7
Lin, Shih-kuei
7
Pirjol, Dan
7
Ruan, Xinfeng
7
Benth, Fred Espen
6
Chen, Jun-Home
6
Kwok, Yue-Kuen
6
Lian, Yu-Min
6
Ma, Jingtang
6
McWalter, Thomas A.
6
SenGupta, Indranil
6
Shiraya, Kenichiro
6
Todorov, Viktor
6
Elliott, Robert J.
5
Fabozzi, Frank J.
5
Godin, Frédéric
5
Goutte, Stéphane
5
Guyon, Julien
5
Kim, See-Woo
5
Kyriakou, Ioannis
5
Le Floc'h, Fabien
5
Li, Chenxu
5
Madan, Dilip B.
5
Martini, Claude
5
Pallavicini, Andrea
5
Stefanica, Dan
5
Vives, Josep
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Xu, Yaofei
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International journal of theoretical and applied finance
1
Journal of banking & finance
1
The journal of futures markets
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ECONIS (ZBW)
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Approximate pricing of American exchange options with jumps
Lian, Guanghua
;
Elliott, Robert J.
;
Kalev, Petko S.
; …
- In:
The journal of futures markets
42
(
2022
)
6
,
pp. 983-1001
Persistent link: https://www.econbiz.de/10013287907
Saved in:
2
Integral representations of probability density of stochastic volatility models and timer options
Cui, Zhenyu
;
Kirkby, J. Lars
;
Lian, Guanghua
;
Nguyen, Duy
- In:
International journal of theoretical and applied finance
20
(
2017
)
8
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011787421
Saved in:
3
Semi-analytical valuation for discrete barrier options under time-dependent Lévy processes
Lian, Guanghua
;
Zhu, Song-Ping
;
Elliott, Robert J.
; …
- In:
Journal of banking & finance
75
(
2017
),
pp. 167-183
Persistent link: https://www.econbiz.de/10011742159
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