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accessRights:"restricted"
~isPartOf:"Quantitative finance"
~person:"Chang, Kuang-Liang"
~person:"Cui, Zhenyu"
~subject:"Optionspreistheorie"
~subject:"Zeitreihenanalyse"
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Optionspreistheorie
Zeitreihenanalyse
Continuous-time Markov chain
2
Markov chain
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Markov-Kette
2
Option pricing theory
2
American options
1
Heston model
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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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Statistical distribution
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Statistische Verteilung
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Stochastic process
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Chang, Kuang-Liang
Cui, Zhenyu
Asmussen, Søren
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Bayer, Christian
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Bladt, Mogens
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Chen, Dianfa
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Deng, Jun
1
Ding, Kailin
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Drapeau, Samuel
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Elliott, Robert J.
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Felpel, Mike
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Feng, Jianfen
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Guyon, Julien
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Häppölä, Juho
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Kienitz, Jörg
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Lekeufack, Jordan
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MacKay, Anne
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Manzano-Herrero, Alberto Pedro
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McWalter, Thomas A.
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Nastasi, Emanuele
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Pallavicini, Andrea
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Siu, Tak Kuen
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Tempone, Raúl
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Vachon, Marie-Claude
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Quantitative finance
European journal of operational research : EJOR
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Insurance / Mathematics & economics
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International review of economics & finance : IREF
1
Mathematical methods of operations research : ZOR
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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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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