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~person:"Hsu, Wei-tze"
~subject:"Black-Scholes model"
~subject:"Statistische Verteilung"
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Black-Scholes model
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Black-Scholes-Modell
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Compound option
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Double exponential distribution
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Hsu, Wei-tze
Lee, Cheng F.
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The North American journal of economics and finance : a journal of financial economics studies
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Compound option pricing under a double exponential Jump-diffusion model
Liu, Yu-hong
;
Jiang, I-Ming
;
Hsu, Wei-tze
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 30-53
Persistent link: https://www.econbiz.de/10012036254
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