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~isPartOf:"Applied mathematical finance"
~person:"Kwok, Yue-Kuen"
~subject:"Option pricing theory"
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Option pricing theory
Optionspreistheorie
4
Option trading
2
Optionsgeschäft
2
Volatility
2
Volatilität
2
3/2-volatility model
1
Analysis of variance
1
Convertible bond
1
Convertible bonds
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Derivat
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Derivative
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Estimation theory
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Financial crisis
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Finanzkrise
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Game theory
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Schätztheorie
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Signalling
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Spieltheorie
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Swap
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Theory
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Variance options
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Variance swaps
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Varianzanalyse
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Wandelanleihe
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call provision
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corridor variance swaps
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discrete sampling
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game options
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gamma swaps
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saddlepoint approximation
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signalling equilibrium
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volatility derivatives
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Kwok, Yue-Kuen
Eberlein, Ernst
6
Benth, Fred Espen
4
Howison, Sam
4
Sabino, Piergiacomo
4
Sircar, Kaushik Ronnie
4
Zagst, Rudi
4
Atkinson, Colin
3
Bermin, Hans-Peter
3
Chiarella, Carl
3
Cohen, Samuel N.
3
Elliott, Robert J.
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Escobar, Marcos
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Glau, Kathrin
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Madan, Dilip B.
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Oosterlee, Cornelis Willebrordus
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Reisinger, Christoph
3
Siu, Tak Kuen
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Wang, Sheng
3
Zheng, Wendong
3
Avellaneda, Marco
2
Baldeaux, Jan
2
Baptiste, Julien
2
Buchen, Peter W.
2
Carr, Peter
2
Cheang, Gerald H. L.
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Chesney, Marc
2
Dang, Duy Minh
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Ericsson, Jan
2
Forsyth, Peter A.
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Gardini, Matteo
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Götz, Barbara
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Jackson, Kenneth R.
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Joshi, Mark S.
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Kallsen, Jan
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Konstandatos, Otto
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Levendorskij, Sergej Z.
2
Lyons, Terry
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Lépinette, Emmanuel
2
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Applied mathematical finance
International journal of theoretical and applied finance
9
The journal of futures markets
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Journal of economic dynamics & control
2
Journal of financial engineering
2
Review of derivatives research
2
Chapman & Hall/CRC financial mathematics series
1
European journal of operational research : EJOR
1
International journal of financial engineering
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Operations research letters
1
Quantitative finance
1
Springer finance
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
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Game options analysis of the information role of call policies in convertible bonds
Leung, Chi Man
;
Chen, Nan
;
Kwok, Yue-Kuen
- In:
Applied mathematical finance
22
(
2015
)
3/4
,
pp. 297-335
Persistent link: https://www.econbiz.de/10011436213
Saved in:
2
Pricing exotic discrete variance swaps under the 3/2-stochastic volatility models
Yuen, Chi Hung
;
Zheng, Wendong
;
Kwok, Yue-Kuen
- In:
Applied mathematical finance
22
(
2015
)
5/6
,
pp. 421-449
Persistent link: https://www.econbiz.de/10011490606
Saved in:
3
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
Saved in:
4
Multi-asset barrier options and occupation time derivatives
Wong, Hoi Ying
;
Kwok, Yue-Kuen
- In:
Applied mathematical finance
10
(
2003
)
3
,
pp. 245-266
Persistent link: https://www.econbiz.de/10001841305
Saved in:
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