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type_genre:"Nachschlagewerk"
~person:"Wang, Yongjin"
~subject:"Devisenmarkt"
~subject:"Option pricing theory"
~subject:"Rohstoffderivat"
~subject:"Wechselkurspolitik"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Sammelwerk"
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Devisenmarkt
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Währungsderivat
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Wang, Yongjin
Jennergren, Lars Peter
4
Näslund, Bertil
4
Tseng, Hui-kuan
4
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3
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3
Lian, Yu-Min
3
Lin, Shih-kuei
3
Taylor, Mark P.
3
Wang, Peijie
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Zilcha, Itzhak
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2
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Baba, Naohiko
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Applied mathematical finance
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International journal of theoretical and applied finance
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ECONIS (ZBW)
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1
Rare shock, two-factor stochastic volatility and currency option pricing
Wang, Guanying
;
Wang, Xingchun
;
Wang, Yongjin
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 32-50
Persistent link: https://www.econbiz.de/10010351858
Saved in:
2
Derivative pricing based on the exchange rate in a target zone with realignment
Bo, Lijun
;
Wang, Yongjin
;
Yang, Xuewei
- In:
International journal of theoretical and applied finance
14
(
2011
)
6
,
pp. 945-956
Persistent link: https://www.econbiz.de/10009380992
Saved in:
3
Markov-modulated jump : diffusions for currency option pricing
Bo, Lijun
;
Wang, Yongjin
;
Yang, Xuewei
- In:
Insurance / Mathematics & economics
46
(
2010
)
3
,
pp. 461-469
Persistent link: https://www.econbiz.de/10003981142
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