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~isPartOf:"Finance : revue de l'Association Française de Finance"
~isPartOf:"The journal of futures markets"
~person:"Lin, Sha"
~type:"article"
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Lin, Sha
Kang, Jangkoo
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Finance : revue de l'Association Française de Finance
The journal of futures markets
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Analytically pricing exchange options with stochastic liquidity and regime switching
He, Xin-Jiang
;
Lin, Sha
- In:
The journal of futures markets
43
(
2023
)
5
,
pp. 662-676
Persistent link: https://www.econbiz.de/10014293179
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2
Analytically pricing European options under a hybrid stochastic volatility and interest rate model with a general correlation structure
He, Xin-Jiang
;
Lin, Sha
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 951-967
Persistent link: https://www.econbiz.de/10014293271
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