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~person:"Li, Shuanming"
~subject:"Option pricing theory"
~subject:"Stochastic process"
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Option pricing theory
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Li, Shuanming
Härdle, Wolfgang
11
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8
Hafner, Christian M.
8
Korn, Ralf
8
Lee, Cheng F.
8
Madan, Dilip B.
7
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7
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6
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5
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5
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5
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4
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4
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4
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4
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4
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4
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4
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4
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Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
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ECONIS (ZBW)
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On the occupation times in a delayed Sparre Andersen risk model with exponential claims
Jin, Can
;
Li, Shuanming
;
Wu, Xueyuan
- In:
Insurance / Mathematics & economics
71
(
2016
),
pp. 304-316
Persistent link: https://www.econbiz.de/10011630855
Saved in:
2
The moments of the present value of total dividends under stochastic interest rates
Li, Shuanming
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003479363
Saved in:
3
The diffusion perturbed compound Poisson risk model with a dividend barrier
Li, Shuanming
(
contributor
);
Wu, Biao
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003297345
Saved in:
4
The perturbed compound Poisson risk model with two-sided jumps
Zhang, Zhimin
;
Yang, Hu
;
Li, Shuanming
-
2009
Persistent link: https://www.econbiz.de/10003924232
Saved in:
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