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~person:"Gapeev, Pavel V."
~subject:"Markov chain"
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Markov chain
Optionspreistheorie
16
Option pricing theory
11
Stochastic process
7
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7
Option trading
4
Optionsgeschäft
4
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geometric Brownian motion
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Gapeev, Pavel V.
Cui, Zhenyu
18
Elliott, Robert J.
18
Siu, Tak Kuen
16
Nguyen, Duy
13
Chan, Leunglung
10
Kirkby, Justin
8
Kirkby, J. Lars
7
Li, Lingfei
7
Zhang, Gongqiu
6
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5
Fabozzi, Frank J.
5
Ma, Jingtang
5
Zhu, Song-Ping
5
Hainaut, Donatien
4
He, Xin-Jiang
4
Kim, Young Shin
4
Nishide, Katsumasa
4
Remillard, Bruno
4
Shen, Yang
4
Skindilias, Konstantinos
4
Wang, Yongjin
4
Yang, Wensheng
4
Chourdakis, Kyriakos
3
Chourdakis, Kyriakos M.
3
Filipović, Damir
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Godin, Frédéric
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Jeanblanc, Monique
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3
Lo, Chia Chun
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Račev, Svetlozar T.
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International journal of theoretical and applied finance
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ECONIS (ZBW)
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1
Defaultable claims in switching models with partial information
Gapeev, Pavel V.
;
Jeanblanc, Monique
- In:
International journal of theoretical and applied finance
22
(
2019
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012030897
Saved in:
2
On some functionals of the first passage times in models with switching stochastic volatility
Gapeev, Pavel V.
;
Brockhaus, Oliver
;
Dubois, Mathieu
- In:
International journal of theoretical and applied finance
21
(
2018
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011845962
Saved in:
3
Pricing of perpetual American options in a model with partial information
Gapeev, Pavel V.
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10009562132
Saved in:
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