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~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of financial markets"
~person:"Kim, Jeongsim"
~person:"Santucci de Magistris, Paolo"
~subject:"Behavioural finance"
~subject:"Black-Scholes model"
~subject:"Index futures"
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Behavioural finance
Black-Scholes model
Index futures
Black-Scholes-Modell
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Option pricing theory
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Derivat
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External barrier option
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First passage time
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Risk-neutral moments
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Kim, Jeongsim
Santucci de Magistris, Paolo
Ackert, Lucy F.
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1
Chen, Wen-ting
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Cui, Zhenyu
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Deng, Jun
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Frijns, Bart
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Fusai, Gianluca
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Kim, Bara
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Kim, Jerim
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Kluger, Brian D.
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It only takes a few moments to hedge options
Barletta, Andrea
;
Santucci de Magistris, Paolo
;
Sloth, David
- In:
Journal of economic dynamics & control
100
(
2019
),
pp. 251-269
Persistent link: https://www.econbiz.de/10012130971
Saved in:
2
Pricing external barrier options in a regime-switching model
Kim, Jerim
;
Kim, Jeongsim
;
Yoo, Hyun Joo
;
Kim, Bara
- In:
Journal of economic dynamics & control
53
(
2015
),
pp. 123-143
Persistent link: https://www.econbiz.de/10011526900
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