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~person:"Lin, Shih-kuei"
~subject:"Mathematische Optimierung"
~subject:"Volatilität"
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Mathematische Optimierung
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Lin, Shih-kuei
Chiarella, Carl
13
Gupta, Rangan
11
Lux, Thomas
11
Lütkepohl, Helmut
10
Elliott, Robert J.
9
Nguyen, Duy
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Otranto, Edoardo
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Siu, Tak Kuen
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Cui, Zhenyu
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Omori, Yasuhiro
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Gallo, Giampiero M.
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Lee, Hsiang-Tai
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Maheu, John M.
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Maneesoonthorn, Worapree
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Robbins, Matthew J.
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Serletis, Apostolos
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Xu, Libo
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Bohl, Martin T.
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Calvet, Laurent E.
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Casarin, Roberto
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Chen, Cathy W. S.
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Guo, Xianping
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Hammoudeh, Shawkat
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Option pricing under stock market cycles with jump risks : evidence from the S&P 500 index
Wang, Shin-yun
;
Chuang, Ming-Che
;
Lin, Shih-kuei
;
Shyu, …
- In:
Review of quantitative finance and accounting
56
(
2021
)
1
,
pp. 25-51
Persistent link: https://www.econbiz.de/10012432624
Saved in:
2
Pricing mortgage insurance contracts under housing price cycles with jump risk : evidence from the U.K. housing market
Chuang, Ming-Che
;
Yang, Wan-Ru
;
Chen, Ming-Chi
;
Lin, …
- In:
The European journal of finance
24
(
2018
)
10/12
,
pp. 909-943
Persistent link: https://www.econbiz.de/10012244422
Saved in:
3
Pricing derivatives with modeling CO2 emission allowance using a regime-switching jump diffusion model : with regime-switching risk premium
Li, Chang-Yi
;
Chen, Son-nan
;
Lin, Shih-kuei
- In:
The European journal of finance
22
(
2016
)
10/12
,
pp. 887-908
Persistent link: https://www.econbiz.de/10011715220
Saved in:
4
Empirical analysis of stock indices under a regime-switching model with dependent jump size risks
Hsu, Yuan-Lin
;
Lin, Shih-kuei
;
Hung, Ming-Chin
;
Huang, …
- In:
Economic modelling
54
(
2016
),
pp. 260-275
Persistent link: https://www.econbiz.de/10011642172
Saved in:
5
A recursive formula for a participating contract embedding a surrender option under regime-switching model with jump risks : evidence from stock indices
Lin, Shih-kuei
;
Lin, Chien-hsiu
;
Chuang, Ming-che
; …
- In:
Economic modelling
38
(
2014
),
pp. 341-350
Persistent link: https://www.econbiz.de/10010419066
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