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~isPartOf:"Always learning"
~isPartOf:"Review of derivatives research"
~subject:"Volatilität"
~person:"Wang, Xingchun"
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Volatilität
Credit risk
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Kreditrisiko
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Option pricing theory
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Option trading
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Optionsgeschäft
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Optionspreistheorie
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Derivat
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Wang, Xingchun
Drimus, Gabriel
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Ulrich, Maxim
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Andreasen, Jesper Fredborg
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Li, Weiping
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Liang, Gechun
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Matic, Jovanka Lili
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Muthuswamy, Jayaram
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Review of derivatives research
Finance research letters
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Applied economics letters
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Insurance / Mathematics & economics
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International review of finance
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The North American journal of economics and finance : a journal of financial economics studies
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The journal of futures markets
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Pricing vulnerable options with jump risk and liquidity risk
Wang, Xingchun
- In:
Review of derivatives research
24
(
2021
)
3
,
pp. 243-260
Persistent link: https://www.econbiz.de/10012659671
Saved in:
2
Pricing vulnerable options in a hybrid credit risk model driven by Heston-Nandi GARCH processes
Liang, Gechun
;
Wang, Xingchun
- In:
Review of derivatives research
24
(
2021
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012498465
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