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~person:"Ahn, Soohan"
~person:"Escobar, Marcos"
~subject:"Experiment"
~subject:"Principal components"
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Option trading
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Optionsgeschäft
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Option pricing theory
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barrier options
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Ahn, Soohan
Escobar, Marcos
Lee, Hangsuck
4
Shiraya, Kenichiro
4
Alòs, Elisa
3
Carr, Peter
3
Jacquier, Antoine
3
Ko, Bangwon
3
Bayer, Christian
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Bernard, Carole
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Chan, Tat Lung
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Figueroa-López, José E.
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Félix, Luiz
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Jong, Cyriel de
2
Koedijk, Kees
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Lee, Minha
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León, Jorge A.
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Maruhn, Jan H.
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Stork, Philip
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Takahashi, Akihiko
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Wan, Justin W. L.
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Yamada, Toshihiro
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Zagst, Rudi
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1
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Review of derivatives research
2
Applied mathematical finance
1
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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1
Generalizing the reflection principle of Brownian motion, and closed-form pricing of barrier options and autocallable investments
Lee, Hangsuck
;
Ahn, Soohan
;
Ko, Bangwon
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012203169
Saved in:
2
Stochastic covariance and dimension reduction in the pricing of basket options
Escobar, Marcos
;
Krause, Daniel
;
Zagst, Rudi
- In:
Review of derivatives research
19
(
2016
)
3
,
pp. 165-200
Persistent link: https://www.econbiz.de/10011927967
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3
Closed-form pricing of two-asset barrier options with stochastic covariance
Götz, Barbara
;
Escobar, Marcos
;
Zagst, Rudi
- In:
Applied mathematical finance
21
(
2014
)
3/4
,
pp. 363-397
Persistent link: https://www.econbiz.de/10010499671
Saved in:
4
Efficiently pricing double barrier derivatives in stochastic volatility models
Escobar, Marcos
;
Hieber, Peter
;
Scherer, Matthias
- In:
Review of derivatives research
17
(
2014
)
2
,
pp. 191-216
Persistent link: https://www.econbiz.de/10010529630
Saved in:
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