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An Analysis of Dollar Cost Ave...
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A closed-form model-free implied volatility formula through delta families
Cui, Zhenyu
;
Kirkby, Justin
;
Nguyen, Duy
;
Taylor, Stephen
- In:
The journal of derivatives : JOD
28
(
2021
)
4
,
pp. 111-127
Persistent link: https://www.econbiz.de/10012612926
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Ensemble models in forecasting financial markets
Karathanasopoulos, Andreas
;
Sovan, Mitra
;
Lo, Chia Chun
; …
- In:
The journal of computational finance
23
(
2019
)
3
,
pp. 101-119
Persistent link: https://www.econbiz.de/10012162385
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A multi-objective optimization metaheuristic hybrid technique for forecasting the electricity consumption of the UAE : a grey wolf approach
Karathanasopoulos, Andreas
;
Lo, Chia Chun
;
Sovan, Mitra
; …
- In:
Journal of forecasting
44
(
2025
)
1
,
pp. 242-252
Persistent link: https://www.econbiz.de/10015374016
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A hybrid Markov chain-tree valuation framework for stochastic volatility jump diffusion models
Nguyen, Duy
- In:
International journal of financial engineering
5
(
2018
)
4
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012028829
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Does corruption grease or sand the wheels of firm productivity? : evidence of a non-linear relationship from a firm-level analysis in Vietnam
Ha, Van
;
Chau Trinh Nguyen
;
Tra Thi Thu Pham
;
Duy Nguyen
- In:
Journal of economic studies
51
(
2024
)
4
,
pp. 919-941
Persistent link: https://www.econbiz.de/10015048233
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Robust and nearly exact option pricing with bilateral gamma processes
Aguilar, Jean-Philippe
;
Kirkby, Justin
- In:
The journal of derivatives : JOD
30
(
2022
)
1
,
pp. 8-31
Persistent link: https://www.econbiz.de/10014231087
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7
Full‐fledged SABR Through Markov Chains
Cui, Zhenyu
;
Kirkby, J. Lars
;
Nguyen, Duy
- In:
Wilmott
2019
(
2019
)
102
,
pp. 74-81
Persistent link: https://www.econbiz.de/10012274275
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8
Omega diffusion risk model with surplus-dependent tax and capital injections
Cui, Zhenyu
;
Nguyen, Duy
- In:
Insurance / Mathematics & economics
68
(
2016
),
pp. 150-161
Persistent link: https://www.econbiz.de/10011492639
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9
A general framework for time-changed Markov processes and applications
Cui, Zhenyu
;
Kirkby, J. Lars
;
Nguyen, Duy
- In:
European journal of operational research : EJOR
273
(
2019
)
2
,
pp. 785-800
Persistent link: https://www.econbiz.de/10011987591
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10
Equity-linked annuity pricing with cliquet-style guarantees in regime-switching and stochastic volatility models with jumps
Cui, Zhenyu
;
Kirkby, J. Lars
;
Nguyen, Duy
- In:
Insurance / Mathematics & economics
74
(
2017
),
pp. 46-62
Persistent link: https://www.econbiz.de/10011712358
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