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~isPartOf:"Applied financial economics"
~person:"Bo, Hong"
~person:"Lin, Shih-kuei"
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Option pricing theory
2
Optionspreistheorie
2
1985-1997
1
Accelerator
1
Akzelerator
1
Esscher transform
1
European gold option
1
Gold
1
Gold standard
1
Goldstandard
1
Investitionsrisiko
1
Investment risk
1
Markov-modulated jump-diffusion process
1
Netherlands
1
Niederlande
1
Option trading
1
Optionsgeschäft
1
Stochastic process
1
Stochastischer Prozess
1
Theory of aggregate investment
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Volkswirtschaftliche Investitionstheorie
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gold price
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Bo, Hong
Lin, Shih-kuei
Sorwar, Ghulam
3
Kanniainen, Juho
2
Liao, Szu-Lang
2
Wang, Janchung
2
Allen, David E.
1
Athanassakos, George
1
Balbás de la Corte, Alejandro
1
Berg, Egil
1
Bhuyan, Rafiqul
1
Brevik, Trond
1
Cardinali, Alessandro
1
Chen, Ming-da
1
Chen, Shiau-hung
1
Chung, San-Lin
1
Fabozzi, Frank J.
1
Fornari, Fabio
1
Fukuta, Yuichi
1
Gallagher, Liam
1
Giamouridis, Daniel
1
Halme, Tero
1
Hansen, Charlotte S.
1
Hsu, Hsinan
1
Huang, Han-Ching
1
Huang, Hung-hsi
1
Hutchinson, Mark C.
1
Jacobs, Jan
1
Jacobsen, Brian
1
Juneja, Januj
1
Kim, Young Shin
1
Klingler, Sven
1
Lai, Yi-hsun
1
Larikka, Mauri
1
Levy, Haim
1
Li, Steven
1
Lian, Yu-Min
1
Lin, Chih-yung
1
Lin, Wen-chang
1
Mele, Antonio
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Applied financial economics
Review of quantitative finance and accounting
3
The North American journal of economics and finance : a journal of financial economics studies
3
International review of economics & finance : IREF
2
Asia-Pacific journal of financial studies
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Financial innovation : FIN
1
International review of financial analysis
1
Journal of banking & finance
1
The European journal of finance
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
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Pricing gold options under Markov-modulated jump-diffusion processes
Lin, Shih-kuei
;
Lian, Yu-Min
;
Liao, Szu-Lang
- In:
Applied financial economics
24
(
2014
)
10/12
,
pp. 825-836
Persistent link: https://www.econbiz.de/10010402550
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2
A threshold uncertainty investment model for the Netherlands
Bo, Hong
;
Jacobs, Jan
;
Sterken, Elmer
- In:
Applied financial economics
16
(
2006
)
9
,
pp. 665-673
Persistent link: https://www.econbiz.de/10003334978
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