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~isPartOf:"Applied mathematical finance"
~isPartOf:"Asia-Pacific financial markets"
~language:"eng"
~person:"Ahn, Hyungsok"
~person:"Klebaner, Fima C."
~subject:"Option pricing"
~subject:"Volatilität"
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Option pricing
Volatilität
Option pricing theory
3
Optionspreistheorie
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Stochastic process
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Stochastischer Prozess
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Theorie
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Theory
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Volatility
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Black-Scholes model
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Estimation theory
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Ahn, Hyungsok
Klebaner, Fima C.
Sircar, Kaushik Ronnie
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Takahashi, Akihiko
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Applied mathematical finance
Asia-Pacific financial markets
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
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ECONIS (ZBW)
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1
Option
pricing for symmetric Lévy returns with applications
Hamza, Kais
;
Klebaner, Fima C.
;
Landsman, Zinoviy
;
Tan, …
- In:
Asia-Pacific financial markets
22
(
2015
)
1
,
pp. 27-52
Persistent link: https://www.econbiz.de/10010511553
Saved in:
2
Estimation and prediction of a non-constant volatility
Abramov, Vyacheslav M.
;
Klebaner, Fima C.
- In:
Asia-Pacific financial markets
14
(
2007
)
1/2
,
pp. 1-23
Persistent link: https://www.econbiz.de/10003609524
Saved in:
3
Optimal hedging strategies for misspecified asset price models
Ahn, Hyungsok
;
Muni, Adviti
;
Swindle, Glen H.
- In:
Applied mathematical finance
6
(
1999
)
3
,
pp. 197-208
Persistent link: https://www.econbiz.de/10001490690
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