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isPartOf:"Applied mathematical finance"
~isPartOf:"Finance research letters"
~isPartOf:"International review of financial analysis"
~language:"eng"
~person:"Kong, Byungdoo"
~person:"Yan, Cheng"
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Search: subject_exact:"Optionsgeschäft"
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Option pricing theory
4
Option trading
4
Optionsgeschäft
4
Optionspreistheorie
4
Credit derivative
2
Derivat
2
Derivative
2
Implied volatility
2
Kreditderivat
2
Volatility
2
Volatilität
2
American barrier option
1
CDS
1
Credit default swap
1
Credit risk
1
Default probability
1
Digital option
1
Experiment
1
First-hitting time
1
Fokker-Planck equation
1
Information value
1
Informationswert
1
Kreditrisiko
1
Multi-step double barrier options
1
Multi-step double boundary
1
Non-crossing probability
1
Options
1
State space model
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Swap
1
Trading strategies
1
Unit recovery claim
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Unscented Kalman filter
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Kong, Byungdoo
Yan, Cheng
Wang, Xingchun
5
Lee, Hangsuck
4
Cohen, Samuel N.
3
Lee, Minha
3
Reisinger, Christoph
3
Wang, Sheng
3
Clark, Steven P.
2
Frijns, Bart
2
Ha, Hongjun
2
Howison, Sam
2
Hsu, Pao-peng
2
Kwok, Yue-Kuen
2
Madan, Dilip B.
2
Mayer, Philipp
2
Shi, Yukun
2
Switzer, Lorne N.
2
Xu, Yaofei
2
Zheng, Wendong
2
Adoukonou, Olivier
1
Agarwalla, Sobhesh Kumar
1
Ahn, Hyungsok
1
Ahn, Jungkyu
1
Albrecher, H.
1
Alexander, Carol
1
Almendral, Ariel
1
Altay-Salih, Aslihan
1
Aly, Sidi Mohamed Ould
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Amédée-Manesme, Charles-Olivier
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André-Le Pogamp, Florence
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Aoudia, Djilali Ait
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Ap Gwilym, Owain
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Arismendi Zambrano, Juan Carlos
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Armstrong, Grant F.
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Arnold, Tom
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Applied mathematical finance
Finance research letters
International review of financial analysis
The North American journal of economics and finance : a journal of theory and practice
1
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ECONIS (ZBW)
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Pricing first-touch digitals with a multi-step double boundary and American barrier options
Lee, Hangsuck
;
Ha, Hongjun
;
Kong, Byungdoo
- In:
Finance research letters
59
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014445122
Saved in:
2
Pricing multi-step double barrier options by the efficient non-crossing probability
Lee, Hangsuck
;
Ha, Hongjun
;
Kong, Byungdoo
;
Lee, Minha
- In:
Finance research letters
54
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472740
Saved in:
3
Market co-movement between credit default swap curves and option volatility surfaces
Shi, Yukun
;
Stasinakis, Charalampos
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
82
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013426474
Saved in:
4
The information content of CDS implied volatility and associated trading strategies
Shi, Yukun
;
Chen, Ding
;
Guo, Biao
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
83
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013460868
Saved in:
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