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~isPartOf:"Quantitative finance"
~subject:"Optionspreistheorie"
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Optionspreistheorie
Continuous-time Markov chain
2
Markov chain
2
Markov-Kette
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Option pricing theory
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American options
1
Heston model
1
Local time
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Optimal stopping
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Option pricing
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Private Altersvorsorge
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Private retirement provision
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Psychological barriers
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Skew diffusion
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Statistische Verteilung
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Cui, Zhenyu
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Quantitative finance
International journal of theoretical and applied finance
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European journal of operational research : EJOR
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International journal of bonds and derivatives
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The journal of computational finance
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MIT Sloan Research Paper
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
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Review of derivatives research
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SFB 373 Discussion Paper
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SFB 649 Discussion Paper
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The European journal 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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Analysis of VIX-linked fee incentives in variable annuities via
continuous-time
Markov chain approximation
MacKay, Anne
;
Vachon, Marie-Claude
;
Cui, Zhenyu
- In:
Quantitative finance
23
(
2023
)
7/8
,
pp. 1055-1078
Persistent link: https://www.econbiz.de/10014321664
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2
A Markov chain approximation scheme for option pricing under skew diffusions
Ding, Kailin
;
Cui, Zhenyu
;
Wang, Yongjin
- In:
Quantitative finance
21
(
2021
)
3
,
pp. 461-480
Persistent link: https://www.econbiz.de/10012483834
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