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~isPartOf:"Journal of economic dynamics & control"
~person:"Boyle, Phelim P."
~person:"Duan, Jin-Chuan"
~type_genre:"Aufsatz in Zeitschrift"
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Option pricing theory
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Optionspreistheorie
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ARCH-Modell
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Boyle, Phelim P.
Duan, Jin-Chuan
Dai, Min
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Journal of economic dynamics & control
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
Advances in futures and options research : a research annual
1
American journal of agricultural economics
1
Applied mathematical finance
1
Insurance / Mathematics & economics
1
International journal of theoretical and applied finance
1
Journal of banking & finance
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Journal of financial and quantitative analysis : JFQA
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Journal of financial economics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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The European journal of finance
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The journal of computational finance
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ECONIS (ZBW)
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1
Jump and volatility risk premiums implied by VIX
Duan, Jin-Chuan
;
Yeh, Chung-ying
- In:
Journal of economic dynamics & control
34
(
2010
)
11
,
pp. 2232-2244
Persistent link: https://www.econbiz.de/10009008897
Saved in:
2
Option valuation with co.integrated asset prices
Duan, Jin-Chuan
;
Pliska, Stanley R.
- In:
Journal of economic dynamics & control
28
(
2004
)
4
,
pp. 727-754
Persistent link: https://www.econbiz.de/10001854468
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
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