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~isPartOf:"Asia-Pacific financial markets"
~person:"Chiarella, Carl"
~person:"Ševčovič, Daniel"
~subject:"Black-Scholes-Modell"
~subject:"CAPM"
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Chiarella, Carl
Ševčovič, Daniel
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2
Kim, Yong-jin
2
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Asia-Pacific financial markets
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1
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Nonlinear models in mathematical finance : new research trends in option pricing
1
Research Paper Number: 317, Quantitative Finance Research Centre, University of Technology, Sydney
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Pricing perpetual put options by the Black-Scholes equation with a nonlinear volatility function
Grossinho, Maria do Rosário
;
Kord, Yaser
;
Ševčovič, …
- In:
Asia-Pacific financial markets
24
(
2017
)
4
,
pp. 291-308
Persistent link: https://www.econbiz.de/10011797690
Saved in:
2
Analysis of the nonlinear
option
pricing model under variable transaction costs
Ševčovič, Daniel
;
Žitňanská, Magdaléna
- In:
Asia-Pacific financial markets
23
(
2016
)
2
,
pp. 153-174
Persistent link: https://www.econbiz.de/10011619901
Saved in:
3
Classes of interest rate models under the HJM framework
Chiarella, Carl
;
Kwon, Oh Kang
- In:
Asia-Pacific financial markets
8
(
2001
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001601026
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