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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Kim, Jeong-Hoon"
~person:"Lai, Yongzeng"
~subject:"Volatilität"
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Volatilität
Option pricing theory
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Kim, Jeong-Hoon
Lai, Yongzeng
Li, Shaoyu
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The North American journal of economics and finance : a journal of financial economics studies
Quantitative finance
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Finance research letters
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The European journal of finance
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Variance swaps with double exponential Ornstein-Uhlenbeck
stochastic
volatility
Kim, See-Woo
;
Kim, Jeong-Hoon
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 149-169
Persistent link: https://www.econbiz.de/10012120223
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2
Explicit approximate analytic formulas for timer option pricing with stochastic interest rates
Ma, Jingtang
;
Deng, Dongya
;
Lai, Yongzeng
- In:
The North American journal of economics and finance : a …
34
(
2015
),
pp. 1-21
Persistent link: https://www.econbiz.de/10011539653
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