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~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Finance research letters"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"The journal of derivatives : JOD"
~person:"Cui, Zhenyu"
~source:"econis"
~subject:"Behavioural finance"
~subject:"Black-Scholes model"
~subject:"Index futures"
~subject:"Optionspreistheorie"
~subject:"Risk"
~subject:"Volatility"
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Behavioural finance
Black-Scholes model
Index futures
Optionspreistheorie
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Option pricing theory
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Option trading
2
Optionsgeschäft
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American put options
1
Derivat
1
Derivative
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Derivatives
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Exercise boundary
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Integral equation
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Markov chain
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Cui, Zhenyu
Wang, Xingchun
11
Lee, Hangsuck
9
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Kim, Geonwoo
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Asia-Pacific financial markets
Finance research letters
Insurance / Mathematics & economics
The North American journal of economics and finance : a journal of financial economics studies
The journal of derivatives : JOD
International journal of theoretical and applied finance
3
Journal of economic dynamics & control
2
Stevens Institute of Technology School of Business Research Paper
2
European journal of operational research : EJOR
1
Mathematical methods of operations research : ZOR
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The journal of computational finance
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The journal of futures markets
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ECONIS (ZBW)
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Pricing discretely monitored barrier options under Markov processes through markov chain approximation
Cui, Zhenyu
;
Taylor, Stephen
- In:
The journal of derivatives : JOD
28
(
2021
)
3
,
pp. 8-33
Persistent link: https://www.econbiz.de/10012486028
Saved in:
2
Integral representation of vega for American put options
Liu, Yanchu
;
Cui, Zhenyu
;
Zhang, Ning
- In:
Finance research letters
19
(
2016
),
pp. 204-208
Persistent link: https://www.econbiz.de/10011657637
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