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~person:"Li, Jian"
~person:"Platen, Eckhard"
~subject:"Credit risk"
~subject:"Messung"
~subject:"Volatility"
~type:"article"
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3/2 Stochastic volatility model
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7901 05-05-14; 7835/0206
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Li, Jian
Platen, Eckhard
Wang, Xingchun
13
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11
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11
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8
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Azhar Mohamad
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ECONIS (ZBW)
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1
Option pricing revisited : the role of price volatility and dynamics
Chavas, Jean-Paul
;
Li, Jian
;
Wang, Linjie
- In:
Journal of commodity markets : JCM
33
(
2024
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014526515
Saved in:
2
Liquidity of China's agricultural futures market : measurement and cross-market dependence
Xu, Yuanyuan
;
Li, Jian
;
Wang, Linjie
;
Chongguang, Li
- In:
China agricultural economic review : CAER
14
(
2022
)
2
,
pp. 443-463
Persistent link: https://www.econbiz.de/10013346818
Saved in:
3
Dynamic price discovery process of Chinese agricultural futures markets : an empirical study based on the rolling window approach
Xu, Yuanyuan
;
Pan, Fanghui
;
Wang, Chuanmei
;
Li, Jian
- In:
Journal of agricultural and applied economics : JAEE
51
(
2019
)
4
,
pp. 664-681
Persistent link: https://www.econbiz.de/10012268878
Saved in:
4
Credit derivative evaluation and CVA under the benchmark approach
Baldeaux, Jan
;
Platen, Eckhard
- In:
Asia-Pacific financial markets
22
(
2015
)
3
,
pp. 305-331
Persistent link: https://www.econbiz.de/10011524811
Saved in:
5
Pricing volatility derivatives under the modified constant elasticity of variance model
Chan, Leunglung
;
Platen, Eckhard
- In:
Operations research letters
43
(
2015
)
4
,
pp. 419-422
Persistent link: https://www.econbiz.de/10011372401
Saved in:
6
Pricing currency derivatives under the benchmark approach
Baldeaux, Jan
;
Grasselli, Martino
;
Platen, Eckhard
- In:
Journal of banking & finance
53
(
2015
),
pp. 34-48
Persistent link: https://www.econbiz.de/10011377682
Saved in:
7
Local risk-minimization under the benchmark approach
Biagini, Francesca
;
Cretarola, Alessandra
;
Platen, Eckhard
- In:
Mathematics and financial economics
8
(
2014
)
2
,
pp. 109-134
Persistent link: https://www.econbiz.de/10010341774
Saved in:
8
Intraday volatility analysis on S&P 500 stock index future
Xie, Hong
;
Li, Jian
- In:
International journal of economics and finance
2
(
2010
)
2
,
pp. 26-34
Persistent link: https://www.econbiz.de/10009311061
Saved in:
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