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~person:"Fusai, Gianluca"
~person:"Kit, Pong Wong"
~subject:"Theorie"
~subject:"Volatilität"
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Fusai, Gianluca
Kit, Pong Wong
Hull, John
24
Ryu, Doojin
20
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14
Todorov, Viktor
13
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12
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10
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9
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8
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8
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8
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8
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8
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8
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8
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7
Cui, Zhenyu
7
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7
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7
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7
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7
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7
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6
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6
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6
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6
Dew-Becker, Ian
6
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6
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6
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6
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International review of economics & finance : IREF
3
The journal of futures markets
3
Discussion paper series / School of Economics and Finance, the University of Hong Kong
1
Economic dynamics : theory, games and empirical studies
1
Encyclopedia of economics research ; Vol. 1
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European journal of operational research : EJOR
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1
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ECONIS (ZBW)
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1
General lattice methods for arithmetic Asian options
Gambaro, Anna Maria
;
Kyriakou, Ioannis
;
Fusai, Gianluca
- In:
European journal of operational research : EJOR
282
(
2020
)
3
,
pp. 1185-1199
Persistent link: https://www.econbiz.de/10012161893
Saved in:
2
Cross-hedging ambiguous exchange rate risk
Kit, Pong Wong
- In:
The journal of futures markets
37
(
2017
)
2
,
pp. 132-147
Persistent link: https://www.econbiz.de/10011669769
Saved in:
3
General optimized lower and upper bounds for discrete and continuous arithmetic Asian options
Fusai, Gianluca
;
Kyriakou, Ioannis
- In:
Mathematics of operations research
41
(
2016
)
2
,
pp. 531-559
Persistent link: https://www.econbiz.de/10011520483
Saved in:
4
A general closed-form spread option pricing formula
Caldana, Ruggero
;
Fusai, Gianluca
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 4893-4906
Persistent link: https://www.econbiz.de/10010342187
Saved in:
5
Levy processes and option pricing by recursive quadrature
Fusai, Gianluca
;
Longo, Giovanni
;
Marena, Marina
; …
-
2012
Persistent link: https://www.econbiz.de/10009579937
Saved in:
6
The effects of abandonment options on operating leverage and investment timing
Kit, Pong Wong
- In:
International review of economics & finance : IREF
18
(
2009
)
1
,
pp. 162-171
Persistent link: https://www.econbiz.de/10003793749
Saved in:
7
Levy processes and option pricing by recursive quadrature
Fusai, Gianluca
;
Longo, Giovanni
;
Marena, Marina
; …
- In:
Economic dynamics : theory, games and empirical studies
,
(pp. 31-57)
.
2009
Persistent link: https://www.econbiz.de/10003867857
Saved in:
8
Liquidity risk and the hedging role of options
Kit, Pong Wong
;
Xu, Jianguo
- In:
The journal of futures markets
26
(
2006
)
8
,
pp. 789-808
Persistent link: https://www.econbiz.de/10003353659
Saved in:
9
The effects of abandonment options on operating leverage and forward hedging
Kit, Pong Wong
- In:
International review of economics & finance : IREF
15
(
2006
)
1
,
pp. 72-86
Persistent link: https://www.econbiz.de/10003298499
Saved in:
10
An exact analytical solution for discrete barrier options
Fusai, Gianluca
;
Abrahams, I. David
;
Sgarra, Carlo
- In:
Finance and stochastics
10
(
2006
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10003234939
Saved in:
1
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