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~person:"Duan, J."
~person:"He, Ting"
~person:"Iovino, Maria Gabriella"
~subject:"Option pricing theory"
~type:"article"
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Option pricing theory
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Duan, J.
He, Ting
Iovino, Maria Gabriella
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3
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2
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Quantile hedging for equity-linked life insurance contracts in a stochastic interest rate economy
Gao, Quansheng
;
He, Ting
;
Zhang, Chi
- In:
Economic modelling
28
(
2011
)
1/2
,
pp. 147-156
Persistent link: https://www.econbiz.de/10009270040
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2
An exit-probability-based approach for the valuation of defaultable securities
Caramellino, Lucia
;
Iovino, Maria Gabriella
- In:
The journal of computational finance
6
(
2002
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10001704737
Saved in:
3
Managing banks' duration gaps when interest rates are stochastic and equity has limited liability
Duan, J.
;
Sealey, C. W.
;
Yan, Y.
- In:
International review of economics & finance : IREF
8
(
1999
)
3
,
pp. 253-265
Persistent link: https://www.econbiz.de/10001427865
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