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~person:"He, Xin-Jiang"
~subject:"Black-Scholes-Modell"
~subject:"Stochastischer Prozess"
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Black-Scholes-Modell
Stochastischer Prozess
Option pricing theory
8
Option trading
8
Optionsgeschäft
8
Optionspreistheorie
8
Stochastic process
5
EU countries
3
EU-Staaten
3
Volatility
3
Volatilität
3
European options
2
Markov chain
2
Markov-Kette
2
Accuracy
1
American put options
1
Analytical approximation
1
Barrier options
1
CAPM
1
Characteristic function
1
Computational accuracy and efficiency
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Conditional distribution
1
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1
Derivat
1
Derivative
1
Dividend
1
Dividende
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Empirical studies
1
Europa
1
Europe
1
European exchange options
1
European option
1
Financial market
1
Finanzmarkt
1
Fourier cosine series
1
Heston model
1
Integral equation
1
Korrelation
1
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He, Xin-Jiang
Lee, Hangsuck
9
Carr, Peter
8
Fusari, Nicola
8
Todorov, Viktor
8
Wang, Xingchun
8
Cui, Zhenyu
7
Kirkby, J. Lars
7
McAleer, Michael
7
Nguyen, Duy
7
Zanette, Antonino
7
Alòs, Elisa
6
Andersen, Torben
6
Benth, Fred Espen
6
Elliott, Robert J.
6
Escobar, Marcos
6
Fusai, Gianluca
6
Brignone, Riccardo
5
Chang, Chia-Lin
5
Kyriakou, Ioannis
5
Kühn, Christoph
5
Levendorskij, Sergej Z.
5
Li, Chenxu
5
Pirjol, Dan
5
Shiraya, Kenichiro
5
Wystup, Uwe
5
Zagst, Rudi
5
Zhu, Lingjiong
5
Cai, Ning
4
Chan, Leunglung
4
Chance, Don M.
4
Farkas, Walter
4
Griebsch, Susanne
4
Jackwerth, Jens Carsten
4
Jacquier, Antoine (Jack)
4
Ko, Bangwon
4
Lee, Minha
4
Lieberman, Offer
4
Ma, Yong
4
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The journal of futures markets
2
Computational economics
1
International review of financial analysis
1
Journal of economic dynamics & control
1
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ECONIS (ZBW)
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1
Analytically pricing exchange options with stochastic liquidity and regime switching
He, Xin-Jiang
;
Lin, Sha
- In:
The journal of futures markets
43
(
2023
)
5
,
pp. 662-676
Persistent link: https://www.econbiz.de/10014293179
Saved in:
2
Analytically pricing European options under a hybrid stochastic volatility and interest rate model with a general correlation structure
He, Xin-Jiang
;
Lin, Sha
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 951-967
Persistent link: https://www.econbiz.de/10014293271
Saved in:
3
An analytical approximation formula for barrier option prices under the heston model
He, Xin-Jiang
;
Lin, Sha
- In:
Computational economics
60
(
2022
)
4
,
pp. 1413-1425
Persistent link: https://www.econbiz.de/10013447445
Saved in:
4
Skew-Brownian motion and pricing European exchange options
Pasricha, Puneet
;
He, Xin-Jiang
- In:
International review of financial analysis
82
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10013426145
Saved in:
5
An analytical approximation formula for European option pricing under a new stochastic volatility model with regime-switching
He, Xin-Jiang
;
Zhu, Song-Ping
- In:
Journal of economic dynamics & control
71
(
2016
),
pp. 77-85
Persistent link: https://www.econbiz.de/10011708772
Saved in:
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