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Option pricing theory
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American put option
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Chen, Su
Ryu, Doojin
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Hull, John
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Wang, Xingchun
22
Carr, Peter
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Cui, Zhenyu
21
Madan, Dilip B.
21
Perrakis, Stylianos
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Zhang, Jin E.
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Joshi, Mark S.
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Fodor, Andy
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Stentoft, Lars
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Thomsett, Michael C.
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Jackwerth, Jens Carsten
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Lee, Hangsuck
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Fusai, Gianluca
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Todorov, Viktor
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Wu, Liuren
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Guirguis, Michel
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Kōnstantinidēs, Giōrgos
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Orosi, Greg
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Schoutens, Wim
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Truong, Cameron
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Bernales, Alejandro
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Ewald, Christian-Oliver
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Fabozzi, Frank J.
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Jacobs, Kris
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Kang, Jangkoo
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Kwok, Yue-Kuen
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Lung, Peter P.
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Benth, Fred Espen
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Czerwonko, Michal
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International journal of theoretical and applied finance
1
Journal of financial engineering
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ECONIS (ZBW)
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The early exercise premium in American options by using nonparametric regressions
Li, Weiping
;
Chen, Su
- In:
International journal of theoretical and applied finance
21
(
2018
)
7
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011956935
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2
Pricings and hedgings of the perpetual Russian options
Li, Weiping
;
Chen, Su
- In:
Journal of financial engineering
1
(
2014
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10010508090
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