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~person:"Carr, Peter"
~person:"Wang, Guanying"
~subject:"Asia"
~subject:"Kreditsicherung"
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Asia
Kreditsicherung
Option pricing theory
67
Optionspreistheorie
67
Volatility
32
Volatilität
32
Theorie
30
Theory
30
Stochastic process
25
Stochastischer Prozess
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option pricing
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jumps
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Carr, Peter
Wang, Guanying
Phelan, Gregory
12
Fostel, Ana
10
Geanakoplos, John
10
Kubler, Felix
7
Lustig, Hanno
7
Schmedders, Karl
7
Nieuwerburgh, Stijn van
6
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6
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4
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4
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4
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4
Gong, Feixue
4
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4
Lipinsky, Fabian
4
Miao, Jianjun
4
Pallavicini, Andrea
4
Takahashi, Akihiko
4
Wang, Pengfei
4
Batten, Jonathan A.
3
Boute, Anatole
3
Chabakauri, Georgy
3
Doda, Baran
3
Guesmi, Khaled
3
Han, Brandon Yueyang
3
Hull, John
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Jank, Stephan
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Kilenthong, Weerachart T.
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Kuneman, Ernst
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Mönch, Emanuel
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Nie, Tianyang
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Ong, Li Lian
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Schneider, Michael
3
Szilágyi, Péter G.
3
Takino, Kazuhiro
3
Townsend, Robert M.
3
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3
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ECONIS (ZBW)
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1
Valuing vulnerable options with bond collateral
Wang, Guanying
;
Wang, Xingchun
- In:
Applied economics letters
28
(
2021
)
2
,
pp. 115-118
Persistent link: https://www.econbiz.de/10012415094
Saved in:
2
The valuation of vulnerable European options with risky collateral
Wang, Guanying
;
Wang, Xingchun
;
Shao, Xinjian
- In:
The European journal of finance
26
(
2020
)
13
,
pp. 1315-1331
Persistent link: https://www.econbiz.de/10012264969
Saved in:
3
On the qualitative effect of volatility and duration on prices of Asian options
Carr, Peter
;
Ewald, CXhristian-Oliver
;
Xiao, Yajun
-
2008
Persistent link: https://www.econbiz.de/10003680543
Saved in:
4
On the qualitative effect of volatility and duration on prices of Asian options
Carr, Peter
;
Ewald, Christian-Oliver
;
Xiao, Yajun
- In:
Finance research letters
5
(
2008
)
3
,
pp. 162-171
Persistent link: https://www.econbiz.de/10003769897
Saved in:
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