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~isPartOf:"Applied mathematical finance"
~isPartOf:"Asia-Pacific financial markets"
~person:"Ahn, Hyungsok"
~person:"Zheng, Wendong"
~subject:"Volatilität"
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Option pricing theory
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Ahn, Hyungsok
Zheng, Wendong
Sircar, Kaushik Ronnie
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Takahashi, Akihiko
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Applied mathematical finance
Asia-Pacific financial markets
International journal of theoretical and applied finance
2
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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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
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2
Pricing exotic discrete variance swaps under the 3/2-stochastic volatility models
Yuen, Chi Hung
;
Zheng, Wendong
;
Kwok, Yue-Kuen
- In:
Applied mathematical finance
22
(
2015
)
5/6
,
pp. 421-449
Persistent link: https://www.econbiz.de/10011490606
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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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