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~person:"Cui, Zhenyu"
~person:"Oprea, Ryan"
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Search: subject:"Continuous Time"
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game theory
8
continuous time game
7
laboratory experiment
7
Option pricing theory
6
Optionspreistheorie
6
Hawk-Dove game
5
Markov chain
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American option pricing
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American options
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Cui, Zhenyu
Oprea, Ryan
Posch, Olaf
30
Wälde, Klaus
20
Friedman, Daniel
15
Andersen, Torben G.
14
Bollerslev, Tim
14
Riedel, Frank
14
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13
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12
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11
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10
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9
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9
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9
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8
Guo, Xianping
8
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8
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8
Bayer, Christian
7
Behringer, Stefan
7
Benndorf, Volker
7
Chambers, Marcus J.
7
Ebina, Takeshi
7
Hong, Yongmiao
7
Maggi, Bernardo
7
McAleer, Michael
7
Park, Joon Y.
7
Szydlowski, Martin
7
Yu, Jun
7
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6
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6
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6
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6
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6
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6
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6
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6
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6
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Economics Department, University of California-Santa Cruz (UCSC)
2
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1
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1
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3
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2
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ECONIS (ZBW)
9
RePEc
7
EconStor
4
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1
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
Saved in:
2
CTMC integral equation method for American options under stochastic local volatility models
Ma, Jingtang
;
Yang, Wensheng
;
Cui, Zhenyu
- In:
Journal of economic dynamics & control
128
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012628259
Saved in:
3
Analysis of Markov chain approximation for Asian options and occupation-time derivatives : Greeks and convergence rates
Yang, Wensheng
;
Ma, Jingtang
;
Cui, Zhenyu
- In:
Mathematical methods of operations research : ZOR
93
(
2021
)
2
,
pp. 359-412
Persistent link: https://www.econbiz.de/10012548535
Saved in:
4
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
Saved in:
5
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
Saved in:
6
Single-transform formulas for pricing Asian options in a general approximation framework under Markov processes
Cui, Zhenyu
;
Lee, Chihoon
;
Liu, Yanchu
- In:
European journal of operational research : EJOR
266
(
2018
)
3
,
pp. 1134-1139
Persistent link: https://www.econbiz.de/10011812242
Saved in:
7
Continuous
Time
and Communication in a Public-goods Experiment
Charness, Gary
;
Oprea, Ryan
;
Friedman, Dan
-
Department of Economics, University of California-Santa …
-
2012
We investigate the nature of
continuous-time
strategic interactions in public-goodsgames. In one set of treatments …
Persistent link: https://www.econbiz.de/10010678004
Saved in:
8
Continuity, inertia, and strategic uncertainty : a test of the theory of
continuous
time
games
Calford, Evan
;
Oprea, Ryan
- In:
Econometrica : journal of the Econometric Society, an …
85
(
2017
)
3
,
pp. 915-935
Persistent link: https://www.econbiz.de/10011778829
Saved in:
9
Separating the Hawks from the Doves: Evidence from
Continuous
Time
Laboratory Games
Oprea, Ryan
;
Henwood, Keith
;
Friedman, Daniel
-
CESifo
-
2010
-Dove bimatrix game played in
continuous
time
. Play converged closely to the symmetric mixed Nash equilibrium under a one …
Persistent link: https://www.econbiz.de/10008511594
Saved in:
10
Separating the Hawks from the Doves: Evidence from
continuous
time
laboratory games
Oprea, Ryan
;
Henwood, Keith
;
Friedman, Daniel
-
2010
-Dove bimatrix game played in
continuous
time
. Play converged closely to the symmetric mixed Nash equilibrium under a one …
Persistent link: https://www.econbiz.de/10010270477
Saved in:
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