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~isPartOf:"Applied mathematical finance"
~person:"Kijima, Masaaki"
~person:"Kwok, Yue-Kuen"
~subject:"Derivat"
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Derivat
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Kijima, Masaaki
Kwok, Yue-Kuen
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Saddlepoint approximation methods for pricing derivatives on discrete realized variance
Zheng, Wendong
;
Kwok, Yue-Kuen
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 1-31
Persistent link: https://www.econbiz.de/10010351861
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An extension of the chaos expansion approximation for the pricing of exotic basket options
Funahashi, Hideharu
;
Kijima, Masaaki
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 109-139
Persistent link: https://www.econbiz.de/10010352010
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