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~isPartOf:"International journal of industrial organization"
~isPartOf:"Quantitative finance"
~isPartOf:"The European journal of finance"
~isPartOf:"The journal of fixed income"
~person:"Cheang, Gerald H. L."
~subject:"Risikoprämie"
~subject:"Theory"
~subject:"USA"
~subject:"United States"
~subject:"Volatilität"
~subject:"Yield curve"
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Cheang, Gerald H. L.
Fabozzi, Frank J.
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International journal of industrial organization
Quantitative finance
The European journal of finance
The journal of fixed income
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Quantitative Finance Research Centre Research Paper
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A numerical approach to
pricing
exchange options under stochastic volatility and jump-diffusion dynamics
Garces, Len Patrick Dominic M.
;
Cheang, Gerald H. L.
- In:
Quantitative finance
21
(
2021
)
12
,
pp. 2025-2054
Persistent link: https://www.econbiz.de/10012696809
Saved in:
2
Representation of exchange option prices under stochastic volatility jump-diffusion dynamics
Cheang, Gerald H. L.
;
Garces, Len Patrick Dominic M.
- In:
Quantitative finance
20
(
2020
)
2
,
pp. 291-310
Persistent link: https://www.econbiz.de/10012194867
Saved in:
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