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~isPartOf:"Operations research letters"
~person:"Kwok, Yue-Kuen"
~person:"Lai, Wan Ni"
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Option pricing theory
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Option trading
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Optionsgeschäft
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Optionspreistheorie
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Volatility
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Aktienmarkt
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Asian options
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Derivat
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Options
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Recursion-quadrature algorithms
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Stochastic volatility models with Lévy jumps
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Kwok, Yue-Kuen
Lai, Wan Ni
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Operations research letters
International journal of theoretical and applied finance
3
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Asia-Pacific financial markets
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Journal of financial engineering
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Review of derivatives research
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ECONIS (ZBW)
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Efficient recursion-quadrature algorithms for pricing Asian options and variance derivatives under stochastic volatility and Lévy jumps
Zhang, Weinan
;
Zeng, Pingping
;
Kwok, Yue-Kuen
- In:
Operations research letters
51
(
2023
)
6
,
pp. 687-694
Persistent link: https://www.econbiz.de/10014465892
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2
Detecting stock market regimes from option prices
Lai, Wan Ni
- In:
Operations research letters
50
(
2022
)
3
,
pp. 260-267
Persistent link: https://www.econbiz.de/10013364084
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