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~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Mathematics and financial economics"
~subject:"Markov-Kette"
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Markov-Kette
Option trading
190
Optionsgeschäft
190
Option pricing theory
147
Optionspreistheorie
147
Theorie
64
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64
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48
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American options
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barrier options
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Chan, Leunglung
1
Elliott, Robert J.
1
Fabozzi, Frank J.
1
Gan, Junwu
1
Gapeev, Pavel V.
1
Kim, Young Shin
1
Li, Haitao
1
Mijatovi´c, Aleksandar
1
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Asia-Pacific financial markets
International journal of theoretical and applied finance
Mathematical finance : an international journal of mathematics, statistics and financial theory
Mathematics and financial economics
Annals of finance
4
The journal of futures markets
3
Computational economics
2
Finance research letters
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International journal of financial engineering
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Journal of economic dynamics & control
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Review of derivatives research
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Stevens Institute of Technology School of Business Research Paper
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The journal of computational finance
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The journal of derivatives : JOD
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Working paper / Department of Economics, Queen Mary
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De Gruyter studies in mathematics
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European journal of operational research : EJOR
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International review of economics & finance : IREF
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Investment management and financial innovations
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Journal of financial markets
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Journal of risk and financial management : JRFM
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Journal of risk finance : the convergence of financial products and insurance
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Review of Pacific Basin financial markets and policies
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The European journal of finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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1
An explicit analytic formula for pricing barrier options with regime switching
Chan, Leunglung
;
Zhu, Song-Ping
- In:
Mathematics and financial economics
9
(
2015
)
1
,
pp. 29-37
Persistent link: https://www.econbiz.de/10010500699
Saved in:
2
Continuously monitored barrier options under Markov processes
Mijatovi´c, Aleksandar
;
Pistorius, Martijn
- In:
Mathematical finance : an international journal of …
23
(
2013
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10009712564
Saved in:
3
Pricing of perpetual American options in a model with partial information
Gapeev, Pavel V.
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10009562132
Saved in:
4
Attainable contingent claims in a Markovian regime-switching market
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
International journal of theoretical and applied finance
15
(
2012
)
8
,
pp. 1-19
Persistent link: https://www.econbiz.de/10009706331
Saved in:
5
MCMC estimation of Lévy jump models using stock and option prices
Yu, Cindy L.
;
Li, Haitao
;
Wells, Martin T.
- In:
Mathematical finance : an international journal of …
21
(
2011
)
3
,
pp. 383-422
Persistent link: https://www.econbiz.de/10009155205
Saved in:
6
Empirical study of Nikkei 225 options with the Markov switching GARCH model
Satoyoshi, Kiyotaka
;
Mitsui, Hidetoshi
- In:
Asia-Pacific financial markets
18
(
2011
)
1
,
pp. 55-68
Persistent link: https://www.econbiz.de/10009237749
Saved in:
7
Barrier option pricing by branching processes
Mitov, Georgi K.
;
Račev, Svetlozar T.
;
Kim, Young Shin
; …
- In:
International journal of theoretical and applied finance
12
(
2009
)
7
,
pp. 1055-1073
Persistent link: https://www.econbiz.de/10003928804
Saved in:
8
Analytic backward induction of option cash flows: a new application paradigm for the Markovian interest rate models
Gan, Junwu
- In:
International journal of theoretical and applied finance
8
(
2005
)
8
,
pp. 1019-1057
Persistent link: https://www.econbiz.de/10003280033
Saved in:
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