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~isPartOf:"International journal of financial engineering"
~isPartOf:"Journal of empirical finance"
~person:"Tong, Zhigang"
~subject:"Optionspreistheorie"
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Optionspreistheorie
Option pricing theory
2
Stochastic process
2
Stochastischer Prozess
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eigenfunction expansion
2
Discrete arithmetic Asian options
1
Fourier transform
1
Levy subordinator
1
Lévy subordinator
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Option trading
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Optionsgeschäft
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Stochastic time change
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Swap
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absolutely continuous time change process
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generalized variance swap
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nonlinear transformation
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stochastic time change
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Tong, Zhigang
Giribone, Pier Giuseppe
6
Ligato, Simone
4
Cui, Zhenyu
3
Liu, Allen
3
Mi, Yanhui
3
Schoutens, Wim
3
Takahashi, Akihiko
3
Ahlip, Rehez
2
Arai, Takuji
2
Dastranj, Elham
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De Spiegeleer, Jan
2
Engelmann, Bernd
2
Karlsson, Patrik
2
Lalit, Prasad Narahar
2
Lo, C. F.
2
Lorig, Matthew
2
Mehrdoust, Farshid
2
Mulas, Martina
2
Park, Laurence A. F.
2
Prodan, Ante
2
Purohit, Seema Uday
2
Radoičić, Radoš
2
SenGupta, Indranil
2
Stefanica, Dan
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Stentoft, Lars
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Yen, Joseph
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Zhang, Shengliang
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Zhong, Yangfan
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Adinya, Ini
1
Afik, Zvika
1
Aghili, A.
1
Ammann, Manuel
1
Arad, Ohad
1
Aretz, Kevin
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Bangur, P.
1
Bangur, R.
1
Barger, Weston
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Bauwens, Luc
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Bernales, Alejandro
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International journal of financial engineering
Journal of empirical finance
International journal of bonds and derivatives
3
International journal of financial markets and derivatives
2
Journal of mathematical finance
1
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ECONIS (ZBW)
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Analytical pricing of discrete arithmetic Asian options under generalized CIR process with time change
Tong, Zhigang
;
Liu, Allen
- In:
International journal of financial engineering
5
(
2018
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011922948
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2
Analytical pricing formulas for discretely sampled generalized variance swaps under stochastic time change
Tong, Zhigang
;
Liu, Allen
- In:
International journal of financial engineering
4
(
2017
)
2/3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011778268
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