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~isPartOf:"Journal of economic dynamics & control"
~person:"Boyle, Phelim P."
~person:"Cui, Zhenyu"
~type_genre:"Aufsatz in Zeitschrift"
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Option pricing theory
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Stochastischer Prozess
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American option pricing
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Boyle, Phelim P.
Cui, Zhenyu
Dai, Min
5
Branger, Nicole
3
Broadie, Mark
3
Chang, Chien-hung
3
Fabozzi, Frank J.
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Glasserman, Paul
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Kort, Peter M.
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Leisen, Dietmar
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Lin, Yueh-neng
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Zenios, Stauros Andrea
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Zhang, Jin E.
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Breton, Michèle
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Cai, Ning
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Perrakis, Stylianos
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Shi, Chao
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Journal of economic dynamics & control
European journal of operational research : EJOR
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International journal of financial engineering
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International journal of theoretical and applied finance
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The journal of derivatives : JOD
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Applied mathematical finance
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Finance research letters
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Insurance / Mathematics & economics
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Advances in futures and options research : a research annual
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American journal of agricultural economics
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Journal of banking & finance
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Journal of financial and quantitative analysis : JFQA
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Mathematical methods of operations research : ZOR
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Mathematics and financial economics
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North American actuarial journal
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The European journal of finance
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ECONIS (ZBW)
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1
CTMC integral equation method for American options under stochastic local volatility models
Ma, Jingtang
;
Yang, Wensheng
;
Cui, Zhenyu
- In:
Journal of economic dynamics & control
128
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012628259
Saved in:
2
A unified approach to Bermudan and barrier options under stochastic volatility models with jumps
Kirkby, J. Lars
;
Nguyen, Duy
;
Cui, Zhenyu
- In:
Journal of economic dynamics & control
80
(
2017
),
pp. 75-100
Persistent link: https://www.econbiz.de/10011817629
Saved in:
3
Applications of randomized low discrepancy sequences to the valuation of complex securities
Tan, Ken Seng
;
Boyle, Phelim P.
- In:
Journal of economic dynamics & control
24
(
2000
)
11/12
,
pp. 1747-1782
Persistent link: https://www.econbiz.de/10001508772
Saved in:
4
Monte Carlo methods for security pricing
Boyle, Phelim P.
- In:
Journal of economic dynamics & control
21
(
1997
)
8
,
pp. 1267-1321
Persistent link: https://www.econbiz.de/10001222048
Saved in:
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