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~isPartOf:"Applied mathematical finance"
~isPartOf:"Asia-Pacific financial markets"
~language:"eng"
~person:"Ahn, Hyungsok"
~person:"Kwok, Yue-Kuen"
~person:"Sabino, Piergiacomo"
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Option pricing theory
10
Optionspreistheorie
10
Option trading
6
Optionsgeschäft
6
Stochastic process
5
Stochastischer Prozess
5
Theorie
5
Theory
5
Derivat
4
Derivative
4
Energiemarkt
4
Energy market
4
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4
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Ahn, Hyungsok
Kwok, Yue-Kuen
Sabino, Piergiacomo
Takahashi, Akihiko
10
Chiarella, Carl
6
Eberlein, Ernst
6
Sircar, Kaushik Ronnie
6
Madan, Dilip B.
5
Benth, Fred Espen
4
Elliott, Robert J.
4
Fujita, Takahiko
4
Howison, Sam
4
Muroi, Yoshifumi
4
Siu, Tak Kuen
4
Zagst, Rudi
4
Ĺ evÄŤoviÄŤ, Daniel
4
Atkinson, Colin
3
Avellaneda, Marco
3
Baldeaux, Jan
3
Bermin, Hans-Peter
3
Carr, Peter
3
Cohen, Samuel N.
3
Escobar, Marcos
3
Fujii, Masaaki
3
Glau, Kathrin
3
Kariya, Takeaki
3
Kim, Yong-jin
3
Oosterlee, Cornelis Willebrordus
3
Papanicolaou, George
3
Platen, Eckhard
3
Reisinger, Christoph
3
Shirakawa, Hiroshi
3
Takaoka, Koichiro
3
Wang, Sheng
3
Yamada, Yuji
3
Zheng, Wendong
3
Baptiste, Julien
2
Buchen, Peter W.
2
Chan, Leunglung
2
Cheang, Gerald H. L.
2
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Applied mathematical finance
Asia-Pacific financial markets
International journal of theoretical and applied finance
10
The journal of futures markets
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
Journal of economic dynamics & control
2
Journal of financial engineering
2
Quantitative finance
2
Review of derivatives research
2
Chapman & Hall/CRC financial mathematics series
1
Decisions in economics and finance : a journal of applied mathematics
1
Energy Economics
1
Energy economics
1
European journal of operational research : EJOR
1
International journal of financial engineering
1
Mathematical finance
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Operations research letters
1
Risks : open access journal
1
Springer finance
1
The Kyoto economic review
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
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1
Exchange
option
pricing under variance gamma-like models
Gardini, Matteo
;
Sabino, Piergiacomo
- In:
Applied mathematical finance
29
(
2022
)
6
,
pp. 494-521
Persistent link: https://www.econbiz.de/10014390283
Saved in:
2
Saddlepoint approximation methods for pricing derivatives on discrete realized variance
Zheng, Wendong
;
Kwok, Yue-Kuen
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 1-31
Persistent link: https://www.econbiz.de/10010351861
Saved in:
3
Fast pricing of energy derivatives with mean-reverting jump-diffusion processes
Sabino, Piergiacomo
;
Cufaro Petroni, Nicola
- In:
Applied mathematical finance
28
(
2021
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012625980
Saved in:
4
A bivariate normal inverse Gaussian process with stochastic delay : efficient simulations and applications to energy markets
Gardini, Matteo
;
Sabino, Piergiacomo
;
Sasso, Emanuela
- In:
Applied mathematical finance
28
(
2021
)
2
,
pp. 178-199
Persistent link: https://www.econbiz.de/10013171069
Saved in:
5
Exact simulation of variance gamma-related OU processes : application to the pricing of energy derivatives
Sabino, Piergiacomo
- In:
Applied mathematical finance
27
(
2020
)
3
,
pp. 207-227
Persistent link: https://www.econbiz.de/10012315167
Saved in:
6
Optimal policies of call with notice period requirement
Dai, Min
;
Kwok, Yue-Kuen
- In:
Asia-Pacific financial markets
12
(
2005
)
4
,
pp. 353-373
Persistent link: https://www.econbiz.de/10003496713
Saved in:
7
Multi-asset barrier options and occupation time derivatives
Wong, Hoi Ying
;
Kwok, Yue-Kuen
- In:
Applied mathematical finance
10
(
2003
)
3
,
pp. 245-266
Persistent link: https://www.econbiz.de/10001841305
Saved in:
8
Various passport options and their valuation
Ahn, Hyungsok
;
Penaud, Antony
;
Wilmott, Paul
- In:
Applied mathematical finance
6
(
1999
)
4
,
pp. 275-292
Persistent link: https://www.econbiz.de/10001517817
Saved in:
9
Exotic passport options
Penaud, Antony
;
Wilmott, Paul
;
Ahn, Hyungsok
- In:
Asia-Pacific financial markets
6
(
1999
)
2
,
pp. 171-182
Persistent link: https://www.econbiz.de/10001449321
Saved in:
10
Game options analysis of the information role of call policies in convertible bonds
Leung, Chi Man
;
Chen, Nan
;
Kwok, Yue-Kuen
- In:
Applied mathematical finance
22
(
2015
)
3/4
,
pp. 297-335
Persistent link: https://www.econbiz.de/10011436213
Saved in:
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