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  • Search: subject:"Options on the maximum"
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Subject
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Derivat 6 Derivative 6 Option pricing theory 6 Optionspreistheorie 6 Option trading 5 Options on the maximum 5 Optionsgeschäft 5 Stochastic process 4 Stochastischer Prozess 4 Credit risk 3 Kreditrisiko 3 Default risk 2 Options on the minimum 2 Volatility 2 Volatilität 2 ARCH model 1 ARCH-Modell 1 Aktienoption 1 Börsenkurs 1 Correlation 1 Executive stock options 1 GARCH models 1 Incentive effects 1 Jump-diffusion processes 1 Korrelation 1 Multi-asset options 1 Rainbow options 1 Reflection principle 1 Share price 1 Stochastic correlation 1 Stock option 1 Vulnerable Options 1 counterparty Default Risk 1 options Paying the Best and Cash 1 options on the Maximum 1 rainbow options 1 stochastic correlation 1 stochastic volatility models 1
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Undetermined 5 Free 1
Type of publication
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Article 6
Type of publication (narrower categories)
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Article in journal 6 Aufsatz in Zeitschrift 6
Language
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English 6
Author
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Wang, Xingchun 5 Zhang, Jiayi 1 Zhou, Ke 1
Published in...
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Applied economics letters 2 The North American journal of economics and finance : a journal of financial economics studies 2 International review of economics & finance : IREF 1
Source
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ECONIS (ZBW) 6
Showing 1 - 6 of 6
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Pricing options on the maximum or the minimum of several assets with default risk
Zhang, Jiayi; Zhou, Ke - 2025
Persistent link: https://www.econbiz.de/10015338077
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Pricing options on the maximum of two average prices under stochastic volatility models
Wang, Xingchun - In: Applied economics letters 29 (2022) 10, pp. 887-894
Persistent link: https://www.econbiz.de/10013411818
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Valuation of options on the maximum of two prices with default risk under GARCH models
Wang, Xingchun - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10012822187
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The values and incentive effects of options on the maximum or the minimum of the stock prices and market index
Wang, Xingchun - In: The North American journal of economics and finance : a … 55 (2021), pp. 1-8
Persistent link: https://www.econbiz.de/10012667343
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Valuing vulnerable options with two underlying assets
Wang, Xingchun - In: Applied economics letters 27 (2020) 21, pp. 1699-1706
Persistent link: https://www.econbiz.de/10012315771
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Pricing options on the maximum or minimum of multi-assets under jump-diffusion processes
Wang, Xingchun - In: International review of economics & finance : IREF 70 (2020), pp. 16-26
Persistent link: https://www.econbiz.de/10012486761
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