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~isPartOf:"Applied mathematical finance"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"International journal of financial engineering"
~isPartOf:"Journal of econometrics"
~isPartOf:"Working papers"
~person:"Park, Yang-Ho"
~subject:"Derivat"
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Derivat
Derivative
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Option pricing theory
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Optionspreistheorie
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Asymmetric information
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Optionsgeschäft
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Park, Yang-Ho
Benth, Fred Espen
3
Gouriéroux, Christian
3
Monfort, Alain
3
Sabino, Piergiacomo
3
Cao, Yi
2
Cohen, Samuel N.
2
Cui, Zhenyu
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Eberlein, Ernst
2
Funahashi, Hideharu
2
Fusai, Gianluca
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Howison, Sam
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Karlsson, Patrik
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Kirkby, J. Lars
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Kwok, Yue-Kuen
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Liu, Xiaoquan
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Lyons, Terry
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Matsumoto, Koichi
2
Nejad, Sina
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Oosterlee, Cornelis Willebrordus
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Reisinger, Christoph
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Sircar, Kaushik Ronnie
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Takahashi, Akihiko
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Wang, Sheng
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Xiu, Dacheng
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Zheng, Wendong
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Aghili, A.
1
Alaton, Peter
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Albanese, Claudio
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Alexandridis, A.
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Alibeiki, Hedayat
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Aly, Sidi Mohamed Ould
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Amengual, Dante
1
Anh Ngoc Lai
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Antonelli, Fabio
1
Arai, Takuji
1
Arribas, Imanol Perez
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Aït-Sahalia, Yacine
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Badran, Alexander
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Applied mathematical finance
European journal of operational research : EJOR
International journal of financial engineering
Journal of econometrics
Working papers
Finance and economics discussion series
2
FEDS Working Paper
1
Journal of banking & finance
1
http://dx.doi.org/10.17016/FEDS.2015.071
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ECONIS (ZBW)
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Variance disparity and market frictions
Park, Yang-Ho
- In:
Journal of econometrics
214
(
2020
)
2
,
pp. 326-348
Persistent link: https://www.econbiz.de/10012438393
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2
The effects of asymmetric volatility and jumps on the pricing of VIX derivatives
Park, Yang-Ho
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 313-328
Persistent link: https://www.econbiz.de/10011617156
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