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~person:"Schoutens, Wim"
~person:"Chan, Tat Lung"
~subject:"Stochastic process"
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Stochastic process
Lévy processes
6
Option pricing theory
5
Optionspreistheorie
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4
Stochastischer Prozess
4
Barrier options
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Option trading
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Schoutens, Wim
Chan, Tat Lung
Yamazaki, Kazutoshi
10
Eberlein, Ernst
7
Levendorskij, Sergej Z.
6
Ballotta, Laura
5
Fabozzi, Frank J.
4
Pérez, José-Luis
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Barbachan, José Santiago Fajardo
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Bouzianis, George
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Chérif, Rim
2
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2
Fusai, Gianluca
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Imai, Yuto
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Annals of finance
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Computational economics
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Quantitative finance
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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Performance of advanced stock price models when it becomes exotic : an empirical study
Junike, Gero
;
Schoutens, Wim
;
Stier, Hauke
- In:
Annals of finance
18
(
2022
)
1
,
pp. 109-119
Persistent link: https://www.econbiz.de/10013194639
Saved in:
2
Hedging and pricing early-exercise options with complex fourier series expansion
Chan, Tat Lung
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-25
Persistent link: https://www.econbiz.de/10012666044
Saved in:
3
Singular Fourier-Padé series expansion of European option prices
Chan, Tat Lung
- In:
Quantitative finance
18
(
2018
)
7
,
pp. 1149-1171
Persistent link: https://www.econbiz.de/10011911530
Saved in:
4
Adaptive radial basis function methods for pricing options under jump-diffusion models
Chan, Tat Lung
- In:
Computational economics
47
(
2016
)
4
,
pp. 623-643
Persistent link: https://www.econbiz.de/10011712485
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