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~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Lee, Gaeun"
~subject:"Behavioural finance"
~subject:"Black-Scholes model"
~subject:"Index futures"
~subject:"Monte-Carlo-Simulation"
~subject:"Option trading"
~subject:"Volatility"
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Behavioural finance
Black-Scholes model
Index futures
Monte-Carlo-Simulation
Option trading
Volatility
Barrier option
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Esscher transform
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Multi-step barrier
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Multi-step reflection principle
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Optionsgeschäft
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Brownian motion
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Extended static hedging
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Hedging
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Option pricing theory
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Optionspreistheorie
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Lee, Gaeun
Lee, Hangsuck
6
Wang, Xingchun
5
Kim, Geonwoo
4
Fusai, Gianluca
3
Jeon, Junkee
3
Ko, Bangwon
3
Marazzina, Daniele
3
Kyriakou, Ioannis
2
Li, Shenghong
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Lin, William
2
Peña, Javier
2
Song, Seongjoo
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Zuluaga, Luis F.
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Ahn, Soohan
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1
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1
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1
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1
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European journal of operational research : EJOR
The North American journal of economics and finance : a journal of financial economics studies
Mathematics and financial economics
1
The journal of futures markets
1
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ECONIS (ZBW)
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Min-max multi-step barrier options and their variants
Lee, Hangsuck
;
Lee, Gaeun
;
Song, Seongjoo
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014484160
Saved in:
2
Multi-step barrier products and static hedging
Lee, Hangsuck
;
Choi, Yang Ho
;
Lee, Gaeun
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013449307
Saved in:
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