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~isPartOf:"Applied mathematical finance"
~isPartOf:"Asia-Pacific financial markets"
~language:"eng"
~person:"Ahn, Hyungsok"
~person:"Escobar, Marcos"
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Option pricing theory
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4
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Ahn, Hyungsok
Escobar, Marcos
Takahashi, Akihiko
10
Chiarella, Carl
6
Eberlein, Ernst
6
Kwok, Yue-Kuen
6
Sircar, Kaushik Ronnie
6
Madan, Dilip B.
5
Benth, Fred Espen
4
Elliott, Robert J.
4
Fujita, Takahiko
4
Howison, Sam
4
Muroi, Yoshifumi
4
Sabino, Piergiacomo
4
Siu, Tak Kuen
4
Zagst, Rudi
4
Ševčovič, Daniel
4
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3
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3
Baldeaux, Jan
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3
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3
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3
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Yamada, Yuji
3
Zheng, Wendong
3
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2
Buchen, Peter W.
2
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Applied mathematical finance
Asia-Pacific financial markets
Review of derivatives research
3
International journal of financial markets and derivatives
2
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2
Alternative investments and strategies : credit, derivatives, CPPI, investments, risk
1
Annals of finance
1
European journal of operational research : EJOR
1
Finance research letters
1
International journal of theoretical and applied finance
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International review of financial analysis
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Journal / The Capco Institute : journal of financial transformation
1
Journal of Risk and Financial Management
1
Journal of banking & finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
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1
Closed-form pricing of two-asset barrier options with stochastic covariance
Götz, Barbara
;
Escobar, Marcos
;
Zagst, Rudi
- In:
Applied mathematical finance
21
(
2014
)
3/4
,
pp. 363-397
Persistent link: https://www.econbiz.de/10010499671
Saved in:
2
Two asset-barrier
option
under stochastic volatility
Goetz, Barbara
;
Escobar, Marcos
;
Zagst, Rudi
- In:
Applied mathematical finance
24
(
2017
)
5/6
,
pp. 520-546
Persistent link: https://www.econbiz.de/10011815295
Saved in:
3
Various passport options and their valuation
Ahn, Hyungsok
;
Penaud, Antony
;
Wilmott, Paul
- In:
Applied mathematical finance
6
(
1999
)
4
,
pp. 275-292
Persistent link: https://www.econbiz.de/10001517817
Saved in:
4
Exotic passport options
Penaud, Antony
;
Wilmott, Paul
;
Ahn, Hyungsok
- In:
Asia-Pacific financial markets
6
(
1999
)
2
,
pp. 171-182
Persistent link: https://www.econbiz.de/10001449321
Saved in:
5
Stochastic correlation and volatility mean-reversion : empirical motivation and derivatives pricing via perturbation theory
Escobar, Marcos
;
Götz, Barbara
;
Neykova, Daniela
; …
- In:
Applied mathematical finance
21
(
2014
)
5/6
,
pp. 555-594
Persistent link: https://www.econbiz.de/10010500871
Saved in:
6
Optimal hedging strategies for misspecified asset price models
Ahn, Hyungsok
;
Muni, Adviti
;
Swindle, Glen H.
- In:
Applied mathematical finance
6
(
1999
)
3
,
pp. 197-208
Persistent link: https://www.econbiz.de/10001490690
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