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Black-Scholes model
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Double exponential jump-diffusion process
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Yang, Zhaojun
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Yang, Jinqiang
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Luo, Pengfei
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Zhu, Nanhui
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Quantitative finance
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Finance research letters
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The timing of debt renegotiation and its implications for irreversible investment and capital structure
Yang, Zhaojun
;
Zhu, Nanhui
- In:
Quantitative finance
23
(
2023
)
5
,
pp. 887-900
Persistent link: https://www.econbiz.de/10014304388
Saved in:
2
Real options under a double exponential jump-diffusion model with regime switching and partial information
Luo, Pengfei
;
Xiong, Jie
;
Yang, Jinqiang
;
Yang, Zhaojun
- In:
Quantitative finance
19
(
2019
)
6
,
pp. 1061-1073
Persistent link: https://www.econbiz.de/10012194743
Saved in:
3
Arbitrage-free interval and dynamic hedging in an illiquid market
Yang, Jinqiang
;
Yang, Zhaojun
- In:
Quantitative finance
13
(
2013
)
7
,
pp. 1029-1039
Persistent link: https://www.econbiz.de/10010141820
Saved in:
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