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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Orosi, Greg"
~person:"Tian, Yisong Sam"
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Orosi, Greg
Tian, Yisong Sam
Chen, Son-nan
7
Wu, Ting-pin
7
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The journal of derivatives : the official publication of the International Association of Financial Engineers
Journal of banking & finance
3
Advances in futures and options research : a research annual
2
Financial markets, institutions & instruments
2
Journal of derivatives & hedge funds
2
Journal of financial economics
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Review of finance : journal of the European Finance Association
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The journal of asset management
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The journal of futures markets
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Annals of financial economics
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Applied mathematical finance
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International journal of financial engineering
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International journal of financial markets and derivatives
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International review of economics & finance : IREF
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1
Estimating
option
-implied risk-neutral densities : a novel parametric approach
Orosi, Greg
- In:
The journal of derivatives : the official publication …
23
(
2015
)
1
,
pp. 41-61
Persistent link: https://www.econbiz.de/10011399802
Saved in:
2
Improved implementation of local volatility and its application to S&P 500 Index options
Orosi, Greg
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
3
,
pp. 53-64
Persistent link: https://www.econbiz.de/10003961021
Saved in:
3
Extracting model-free volatility from
option
prices : an examination of the VIX index
Jiang, George J.
;
Tian, Yisong Sam
- In:
The journal of derivatives : the official publication …
14
(
2007
)
3
,
pp. 35-60
Persistent link: https://www.econbiz.de/10003447127
Saved in:
4
Pricing complex barrier options under general diffusion processes
Tian, Yisong Sam
- In:
The journal of derivatives : the official publication …
7
(
2000
)
2
,
pp. 11-30
Persistent link: https://www.econbiz.de/10001497762
Saved in:
5
Implied binomial trees with cubic spline smoothing
Tian, Yisong Sam
- In:
The journal of derivatives : the official publication …
22
(
2015
)
3
,
pp. 40-55
Persistent link: https://www.econbiz.de/10011399677
Saved in:
6
Extracting risk-neutral density and its moments from American
option
prices
Tian, Yisong Sam
- In:
The journal of derivatives : the official publication …
18
(
2011
)
3
,
pp. 17-34
Persistent link: https://www.econbiz.de/10008986624
Saved in:
7
A multi-parameter extension of Figlewski’s
option
-pricing formula
Orosi, Greg
- In:
The journal of derivatives : the official publication …
19
(
2011
)
1
,
pp. 72-82
Persistent link: https://www.econbiz.de/10009316794
Saved in:
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