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  • Search: subject:"State-dependent stochastic volatility model with jumps"
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Cryptocurrency option 1 Derivat 1 Derivative 1 Dynamic measure change 1 Forward interest rate 1 Interest rate 1 Interest rate derivative 1 Option pricing theory 1 Optionspreistheorie 1 State-dependent heath–jarrow–morton model 1 State-dependent stochastic volatility model with jumps 1 Stochastic process 1 Stochastischer Prozess 1 Two-factor 1 Virtual currency 1 Virtuelle Währung 1 Volatility 1 Volatilität 1 Yield curve 1 Zins 1 Zinsderivat 1 Zinsstruktur 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Chen, Jun-Home 1 Lian, Yu-Min 1
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International review of economics & finance : IREF 1
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Pricing virtual currency-linked derivatives with time-inhomogeneity
Lian, Yu-Min; Chen, Jun-Home - In: International review of economics & finance : IREF 71 (2021), pp. 424-439
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