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person:"Dhaene, Jan"
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Option trading
5
Optionsgeschäft
5
Option pricing theory
3
Optionspreistheorie
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Hedging
2
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1
Asien
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Dhaene, Jan
Ryu, Doojin
29
Hull, John
27
Wang, Xingchun
22
Carr, Peter
21
Cui, Zhenyu
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Madan, Dilip B.
21
Perrakis, Stylianos
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Zhang, Jin E.
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Chiarella, Carl
19
Joshi, Mark S.
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Lee, Hangsuck
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Poteshman, Allen M.
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Fodor, Andy
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Stentoft, Lars
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Thomsett, Michael C.
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Jackwerth, Jens Carsten
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Kelly, Bryan T.
16
Fusai, Gianluca
15
Todorov, Viktor
15
Fusari, Nicola
14
Kang, Boda
14
Pedersen, Lasse Heje
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Wu, Liuren
14
Bebchuk, Lucian A.
13
Guirguis, Michel
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Kōnstantinidēs, Giōrgos
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Orosi, Greg
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Schoutens, Wim
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Truong, Cameron
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Bernales, Alejandro
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Ewald, Christian-Oliver
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Fabozzi, Frank J.
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Jacobs, Kris
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Kang, Jangkoo
12
Kwok, Yue-Kuen
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Lee, Cheng F.
12
Lung, Peter P.
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Benth, Fred Espen
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Research report / Katholieke Universiteit Leuven, Faculty of Economics and Applied Economics, Department of Applied Economics
3
Finance : revue de l'Association Française de Finance
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
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Static hedging of Asian options under Lévy models
Albrecher, Hansjörg
;
Dhaene, Jan
;
Goovaerts, Marc J.
; …
- In:
The journal of derivatives : the official publication …
12
(
2004
)
3
,
pp. 63-72
Persistent link: https://www.econbiz.de/10002672510
Saved in:
2
Bounds for the price of discrete arithmetic Asian options
Vanmaele, M.
;
Deelstra, Griselda
;
Liinev, J.
;
Dhaene, Jan
; …
-
2004
Persistent link: https://www.econbiz.de/10002341411
Saved in:
3
An accurate analytical approximation for the price of a European-style arithmetic Asian option
Vyncke, David
;
Goovaerts, Marc J.
;
Dhaene, Jan
- In:
Finance : revue de l'Association Française de Finance
25
(
2004
)
Numéro hors séries
,
pp. 121-139
Persistent link: https://www.econbiz.de/10002877398
Saved in:
4
Static hedging of Asian options under Lévy models : the comonotonicity approach
Albrecher, Hansjörg
;
Dhaene, Jan
;
Goovaerts, Marc J.
; …
-
2003
Persistent link: https://www.econbiz.de/10001938553
Saved in:
5
An accurate analytical approximation for the price of a European-style arithmetic Asian option
Vyncke, David
;
Goovaerts, Marc J.
;
Dhaene, Jan
-
2003
Persistent link: https://www.econbiz.de/10001769796
Saved in:
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