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~isPartOf:"Applied economics"
~isPartOf:"Quantitative finance"
~person:"Zhang, Gongqiu"
~subject:"Option pricing"
~subject:"Volatilität"
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Option pricing
Volatilität
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Option pricing theory
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Zhang, Gongqiu
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Applied economics
Quantitative finance
Journal of economic dynamics & control
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ECONIS (ZBW)
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Speed and duration of drawdown under general Markov models
Li, Lingfei
;
Zeng, Pingping
;
Zhang, Gongqiu
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 367-386
Persistent link: https://www.econbiz.de/10014552019
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2
A two-step framework for arbitrage-free prediction of the implied volatility surface
Zhang, Wenyong
;
Li, Lingfei
;
Zhang, Gongqiu
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 21-34
Persistent link: https://www.econbiz.de/10013490950
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