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~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Finance research letters"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"The journal of derivatives : JOD"
~isPartOf:"Wiley trading series"
~person:"Chen, Zhanyu"
~person:"Dolinsky, Yan"
~person:"Fujita, Takahiko"
~source:"econis"
~subject:"Black-Scholes model"
~subject:"Index futures"
~subject:"Risk"
~subject:"Volatility"
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Search: subject_exact:"Option trading"
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Black-Scholes model
Index futures
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Option trading
4
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Option pricing theory
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Chen, Zhanyu
Dolinsky, Yan
Fujita, Takahiko
Wang, Xingchun
6
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2
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Asia-Pacific financial markets
Finance research letters
Insurance / Mathematics & economics
Mathematical finance : an international journal of mathematics, statistics and financial theory
The North American journal of economics and finance : a journal of financial economics studies
The journal of derivatives : JOD
Wiley trading series
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ECONIS (ZBW)
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Valuation of barrier options via a general self-duality
Alòs, Elisa
;
Chen, Zhanyu
;
Rheinländer, Thorsten
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 492-515
Persistent link: https://www.econbiz.de/10011583542
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2
Limit theorems for partial hedging under transaction costs
Dolinsky, Yan
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 567-597
Persistent link: https://www.econbiz.de/10010486001
Saved in:
3
Edokko options : a new framework of barrier options
Fujita, Takahiko
;
Miura, Ryozo
- In:
Asia-Pacific financial markets
9
(
2002
)
2
,
pp. 141-151
Persistent link: https://www.econbiz.de/10001758329
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