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~person:"Benth, Fred Espen"
~person:"Kwok, Yue-Kuen"
~person:"Perrakis, Stylianos"
~type_genre:"Article in journal"
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Option trading
25
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Benth, Fred Espen
Kwok, Yue-Kuen
Perrakis, Stylianos
Ryu, Doojin
25
Wang, Xingchun
22
Zhang, Jin E.
18
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16
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9
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7
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International journal of theoretical and applied finance
5
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3
Finance and stochastics
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Asia-Pacific financial markets
1
European financial management : the journal of the European Financial Management Association
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Journal of economic dynamics & control
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
25
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21
A semilinear Black and Scholes partial differential equation for valuing American options
Benth, Fred Espen
;
Karlsen, Kenneth H.
;
Reikvam, Kristin
- In:
Finance and stochastics
7
(
2003
)
3
,
pp. 277-298
Persistent link: https://www.econbiz.de/10001771698
Saved in:
22
Effects of callable feature on early exercise policy
Kwok, Yue-Kuen
;
Wu, Lixin
- In:
Review of derivatives research
4
(
2000
)
2
,
pp. 189-211
Persistent link: https://www.econbiz.de/10001566802
Saved in:
23
Asian options with the American early exercise feature
Wu, Lixin
;
Kwok, Yue-Kuen
;
Yu, Hong
- In:
International journal of theoretical and applied finance
2
(
1999
)
1
,
pp. 101-111
Persistent link: https://www.econbiz.de/10001372098
Saved in:
24
Pricing multi-asset options with an external barrier
Kwok, Yue-Kuen
- In:
International journal of theoretical and applied finance
1
(
1998
)
4
,
pp. 523-541
Persistent link: https://www.econbiz.de/10001255555
Saved in:
25
Option bounds in discrete time : extensions and the pricing of the American put
Perrakis, Stylianos
- In:
The journal of business : B
59
(
1986
)
1
,
pp. 119-141
Persistent link: https://www.econbiz.de/10001008032
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