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~isPartOf:"Asia-Pacific financial markets"
~person:"Tanokura, Yoko"
~person:"Ševčovič, Daniel"
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Option pricing theory
3
Optionspreistheorie
3
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Credit rating
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Black-Scholes equation with nonlinear volatility
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Tanokura, Yoko
Ševčovič, Daniel
Takahashi, Akihiko
10
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Kariya, Takeaki
3
Kim, Yong-jin
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Asia-Pacific financial markets
Applied mathematical finance
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Journal of risk and financial management : JRFM
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Journal of Risk and Financial Management
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Nonlinear models in mathematical finance : new research trends in option pricing
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The journal of computational finance
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Pricing perpetual put options by the Black-Scholes equation with a nonlinear volatility function
Grossinho, Maria do Rosário
;
Kord, Yaser
;
Ševčovič, …
- In:
Asia-Pacific financial markets
24
(
2017
)
4
,
pp. 291-308
Persistent link: https://www.econbiz.de/10011797690
Saved in:
2
Analysis of the nonlinear
option
pricing model under variable transaction costs
Ševčovič, Daniel
;
Žitňanská, Magdaléna
- In:
Asia-Pacific financial markets
23
(
2016
)
2
,
pp. 153-174
Persistent link: https://www.econbiz.de/10011619901
Saved in:
3
Measuring credit risk of individual corporate bonds in US energy sector
Kariya, Takeaki
;
Tanokura, Yoko
;
Takada, Hideyuki
; …
- In:
Asia-Pacific financial markets
23
(
2016
)
3
,
pp. 229-262
Persistent link: https://www.econbiz.de/10011619917
Saved in:
4
Credit risk analysis on Euro government bonds-term structures of default probabilities
Kariya, Takeaki
;
Yamamura, Yoshiro
;
Tanokura, Yoko
; …
- In:
Asia-Pacific financial markets
22
(
2015
)
4
,
pp. 397-427
Persistent link: https://www.econbiz.de/10011524823
Saved in:
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