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~isPartOf:"Applied mathematical finance"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Finance and stochastics"
~person:"Wong, Hoi Ying"
~source:"econis"
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Option pricing theory
4
Optionspreistheorie
4
Stochastic process
3
Stochastischer Prozess
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Mean Reversion
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Mean reversion
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Volatility
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Volatilität
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Wong, Hoi Ying
Carr, Peter
8
Eberlein, Ernst
8
Benth, Fred Espen
7
Cui, Zhenyu
6
Hobson, David G.
6
Sircar, Kaushik Ronnie
6
Elliott, Robert J.
5
Filipović, Damir
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Fusai, Gianluca
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Glau, Kathrin
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Kabanov, Jurij M.
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Kwok, Yue-Kuen
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Siu, Tak Kuen
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Bermin, Hans-Peter
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Applied mathematical finance
European journal of operational research : EJOR
Finance and stochastics
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The journal of futures markets
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Insurance / Mathematics & economics
2
Journal of banking & finance
2
Operations research letters
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Statistics in practice
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Finance research letters
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
1
Review of derivatives research
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Variance swap with mean reversion, multifactor stochastic volatility and jumps
Pun, Chi Seng
;
Chung, Shing Fung
;
Wong, Hoi Ying
- In:
European journal of operational research : EJOR
245
(
2015
)
2
,
pp. 571-580
Persistent link: https://www.econbiz.de/10011308968
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2
Commodity derivatives pricing with cointegration and stochastic covariances
Chiu, Mei Choi
;
Wong, Hoi Ying
;
Zhao, Jing
- In:
European journal of operational research : EJOR
246
(
2015
)
2
,
pp. 476-486
Persistent link: https://www.econbiz.de/10011338124
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3
Option pricing with mean reversion and stochastic volatility
Wong, Hoi Ying
;
Lo, Yu Wai
- In:
European journal of operational research : EJOR
197
(
2009
)
1
,
pp. 179-187
Persistent link: https://www.econbiz.de/10003828865
Saved in:
4
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
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