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~person:"Bo, Lijun"
~subject:"Deutschland"
~subject:"Option pricing theory"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Bibliografie enthalten"
~type_genre:"Government document"
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Deutschland
Option pricing theory
Currency derivative
2
Optionspreistheorie
2
Währungsderivat
2
Currency option
1
Derivat
1
Derivative
1
Devisenoption
1
Exchange rate
1
Exchange rate policy
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Jacobi diffusion
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Markov chain
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Stochastic process
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Stochastischer Prozess
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Target zone
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Target zone exchange rate
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Volatility
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Volatilität
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Wechselkurs
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Wechselkurspolitik
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bounded diffusion
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currency derivative pricing
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realignment
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Bo, Lijun
Jennergren, Lars Peter
13
Näslund, Bertil
13
Dumas, Bernard
10
Bartolini, Leonardo
4
Taylor, Mark P.
4
Bagliano, Fabio C.
3
Bernoth, Kerstin
3
Bodnar, Gordon M.
3
Chen, Jun-Home
3
Clarida, Richard H.
3
Favero, Carlo A.
3
Hagen, Jürgen von
3
Hoque, Ariful
3
Korn, Olaf
3
Kutan, Ali Mustafa
3
Lian, Yu-Min
3
Lin, Shih-kuei
3
Vries, Casper G. de
3
Wang, Yongjin
3
Zhou, Su
3
Abraham, Rebecca
2
Aguirre, Maria Sophia
2
Ahlip, Rehez
2
Bhargava, Vivek
2
Choi, Kyongwook
2
Ekvall, Niklas
2
Franco, Francesco
2
Kim, Kwanho
2
Koziol, Philipp
2
Lansing, Kevin J.
2
Liao, Szu-Lang
2
Liepach, Werner E.
2
Ma, Jun
2
Malhotra, Davinder Kumar
2
Maynard, Alex
2
Mikkelsen, Peter
2
Osterberg, William P.
2
Prieß, Karl-Heinz
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Insurance / Mathematics & economics
1
International journal of theoretical and applied finance
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ECONIS (ZBW)
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Derivative pricing based on the exchange rate in a target zone with realignment
Bo, Lijun
;
Wang, Yongjin
;
Yang, Xuewei
- In:
International journal of theoretical and applied finance
14
(
2011
)
6
,
pp. 945-956
Persistent link: https://www.econbiz.de/10009380992
Saved in:
2
Markov-modulated jump : diffusions for currency option pricing
Bo, Lijun
;
Wang, Yongjin
;
Yang, Xuewei
- In:
Insurance / Mathematics & economics
46
(
2010
)
3
,
pp. 461-469
Persistent link: https://www.econbiz.de/10003981142
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