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~person:"Tong, Zhigang"
~subject:"Optionspreistheorie"
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Optionspreistheorie
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Tong, Zhigang
Cui, Zhenyu
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International journal of bonds and derivatives
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International journal of financial engineering
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ECONIS (ZBW)
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Term structure modelling with quadratic CARMA processes
Tong, Zhigang
- In:
International journal of bonds and derivatives
2
(
2016
)
4
,
pp. 285-303
Persistent link: https://www.econbiz.de/10011807493
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2
Analytical pricing formulas for discretely sampled generalized variance swaps under stochastic time change
Tong, Zhigang
;
Liu, Allen
- In:
International journal of financial engineering
4
(
2017
)
2/3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011778268
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