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subject:"Portfolio selection"
~isPartOf:"Applied mathematical finance"
~isPartOf:"International review of financial analysis"
~person:"Yan, Cheng"
~subject:"Lévy processes"
~subject:"Option pricing theory"
~subject:"USA"
~type:"article"
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Portfolio selection
Lévy processes
Option pricing theory
USA
Credit derivative
3
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Kreditderivat
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Optionspreistheorie
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Yan, Cheng
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Lyons, Terry
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Nejad, Sina
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Reisinger, Christoph
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Shi, Yukun
2
Sircar, Kaushik Ronnie
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Stasinakis, Charalampos
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Wang, Sheng
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Zagst, Rudi
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Alaton, Peter
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Applied mathematical finance
International review of financial analysis
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1
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:
2
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:
3
Stock price default boundary : a Black-Cox model approach
Shi, Yunkun
;
Stasinakis, Charalampos
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
83
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013455157
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