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  • Search: subject:"Skew diffusion"
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Subject
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(j 1 (p 1 Black-Scholes model 1 Black-Scholes-Modell 1 CIR model 1 Cauchy problem 1 CoES 1 Continuous-time Markov chain 1 DC pension plan 1 DMP-inverse 1 Gerber–Shiu function 1 HARA 1 HJB equation 1 Hamilton–Jacobi–Bellman equation 1 Laguerre series 1 Local time 1 M-CEV model 1 Markov chain 1 Markov-Kette 1 Option pricing 1 Option pricing theory 1 Option trading 1 Optionsgeschäft 1 Optionspreistheorie 1 Poisson process 1 Probability theory 1 Psychological barriers 1 Skew diffusion 1 Statistical distribution 1 Statistische Verteilung 1 Stochastic process 1 Stochastischer Prozess 1 Target zone 1 Volatility 1 Volatilität 1 Wahrscheinlichkeitsrechnung 1 ambiguity aversion 1 ambiguity-aversion 1 automobile insurance 1 bidimensional perturbed risk model 1
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Free 1 Undetermined 1
Type of publication
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Article 1 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 2
Author
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Cui, Zhenyu 1 Ding, Kailin 1 Hu, Xiang 1 Li, Jingchao 1 Wang, Yongjin 1 Yao, Jing 1
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Quantitative finance 1
Source
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ECONIS (ZBW) 1 EconStor 1
Showing 1 - 2 of 2
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Modeling, Analysis and Optimization for Mathematical Finance, Economics and Risks
Yao, Jing (contributor); Hu, Xiang (contributor);  … - 2024
Modeling, Analysis, and Optimization for Mathematical Finance, Economics, and Risks is a critical domain that integrates mathematical theory with practical applications to address the complexities of modern financial and economic systems. This special issue focuses on recent studies that are...
Persistent link: https://www.econbiz.de/10015325017
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Cover Image
A Markov chain approximation scheme for option pricing under skew diffusions
Ding, Kailin; Cui, Zhenyu; Wang, Yongjin - In: Quantitative finance 21 (2021) 3, pp. 461-480
Persistent link: https://www.econbiz.de/10012483834
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