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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Ahn, Soohan"
~person:"Bian, Zhicun"
~type:"article"
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Option pricing theory
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Autocallable structured product
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Ahn, Soohan
Bian, Zhicun
Lee, Hangsuck
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Wang, Xingchun
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3
Jeon, Junkee
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Lin, Shih-kuei
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The North American journal of economics and finance : a journal of financial economics studies
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1
Leverage effect on stochastic volatility for option pricing in Hong Kong : a simulation and empirical study
Hong, Hui
;
Bian, Zhicun
;
Chen, Naiwei
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012666125
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2
Generalizing the reflection principle of Brownian motion, and closed-form pricing of barrier options and autocallable investments
Lee, Hangsuck
;
Ahn, Soohan
;
Ko, Bangwon
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012203169
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