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person:"Li, Minqiang"
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Search: subject_exact:"Stochastic volatility model"
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Li, Minqiang
McAleer, Michael
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The journal of futures markets
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ECONIS (ZBW)
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Analytic approximation of finite-maturity timer option prices
Li, Minqiang
;
Mercurio, Fabio
- In:
The journal of futures markets
35
(
2015
)
3
,
pp. 245-273
Persistent link: https://www.econbiz.de/10011348432
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2
Derivatives pricing on integrated diffusion processes : a general perturbation approach
Li, Minqiang
- In:
The journal of futures markets
35
(
2015
)
6
,
pp. 582-595
Persistent link: https://www.econbiz.de/10011405411
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