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~person:"Cui, Zhenyu"
~subject:"Option trading"
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Option trading
Option pricing theory
6
Optionspreistheorie
6
Markov chain
5
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Continuous-time Markov chain
4
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American option pricing
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Cui, Zhenyu
Ma, Jingtang
2
Yang, Wensheng
2
Cai, Ning
1
Dokučaev, Nikolaj G.
1
Geršôn, Dāwid
1
He, Xin-Jiang
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Kirkby, J. Lars
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Kou, Steven
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Lee, Chihoon
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European journal of operational research : EJOR
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Journal of economic dynamics & control
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
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