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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:"Dolinsky, Yan"
~person:"Fujita, Takahiko"
~source:"econis"
~subject:"Black-Scholes model"
~subject:"Index futures"
~subject:"Option pricing theory"
~subject:"Risk"
~subject:"Volatility"
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Black-Scholes model
Index futures
Option pricing theory
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Option trading
3
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3
Black-Scholes-Modell
2
Hedging
2
Optionspreistheorie
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Martingale
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Dolinsky, Yan
Fujita, Takahiko
Wang, Xingchun
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9
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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
Finance and stochastics
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Research paper series / Swiss Finance Institute
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Swiss Finance Institute Research Paper
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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
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2
Perfect and partial hedging for swing game options in discrete time
Dolinsky, Yan
;
Iron, Yonathan
;
Kifer, Yuri
- In:
Mathematical finance : an international journal of …
21
(
2011
)
3
,
pp. 447-474
Persistent link: https://www.econbiz.de/10009155203
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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