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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Mathematics and financial economics"
~subject:"Markov-Kette"
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Markov-Kette
Option trading
57
Optionsgeschäft
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Option pricing theory
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Optionspreistheorie
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Theorie
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Chan, Leunglung
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Li, Haitao
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Mijatovi´c, Aleksandar
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Pistorius, Martijn
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Mathematics and financial economics
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Finance research letters
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Stevens Institute of Technology School of Business Research Paper
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Asia-Pacific financial markets
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Review of Pacific Basin financial markets and policies
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The European journal of finance
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An explicit analytic formula for pricing barrier options with regime switching
Chan, Leunglung
;
Zhu, Song-Ping
- In:
Mathematics and financial economics
9
(
2015
)
1
,
pp. 29-37
Persistent link: https://www.econbiz.de/10010500699
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2
Continuously monitored barrier options under Markov processes
Mijatovi´c, Aleksandar
;
Pistorius, Martijn
- In:
Mathematical finance : an international journal of …
23
(
2013
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10009712564
Saved in:
3
MCMC estimation of Lévy jump models using stock and option prices
Yu, Cindy L.
;
Li, Haitao
;
Wells, Martin T.
- In:
Mathematical finance : an international journal of …
21
(
2011
)
3
,
pp. 383-422
Persistent link: https://www.econbiz.de/10009155205
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