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subject:"Portfolio-Management"
~person:"Siu, Tak Kuen"
~subject:"Optionspreistheorie"
~type_genre:"Article in journal"
~type_genre:"Guidebook"
~type_genre:"Working Paper"
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Portfolio-Management
Optionspreistheorie
Finanzmathematik
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Functional Itô's calculus
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Siu, Tak Kuen
Belomestny, Denis
4
Delong, Łukasz
4
Molent, Andrea
4
Barigou, Karim
3
Dhaene, Jan
3
Kohatsu-Higa, Arturo
3
Koijen, Ralph S. J.
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Nijman, Theodore E.
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Reiß, Markus
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Young, Virginia R.
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Fournié, Éric
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Li, Jinzhu
2
Liang, Xiaoqing
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Lim, Thomas
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Maier-Paape, Stanislaus
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Montero, Miquel
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Reyners, Sofie
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Schoutens, Wim
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2
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European journal of operational research : EJOR
1
Insurance / Mathematics & economics
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ECONIS (ZBW)
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A functional Itô's calculus approach to convex risk measures with jump diffusion
Siu, Tak Kuen
- In:
European journal of operational research : EJOR
250
(
2016
)
3
,
pp. 874-883
Persistent link: https://www.econbiz.de/10011445346
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2
Pricing annuity guarantees under a double regime-switching model
Fan, Kun
;
Shen, Yang
;
Siu, Tak Kuen
;
Wang, Rongming
- In:
Insurance / Mathematics & economics
62
(
2015
),
pp. 62-78
Persistent link: https://www.econbiz.de/10011312087
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