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~person:"Yang, Chao"
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Black-Scholes model
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Yang, Chao
Newton, David
61
Newton, David P.
50
Duck, Peter W.
25
Widdicks, Martin
21
Andricopoulos, Ari D.
15
Platanakis, Emmanouil
10
Newton, David E.
8
Paxson, Dean A.
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Xie, Ru
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Duck, Peter
6
Ye, Xiaoxia
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Zhao, Binru
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Han, Weihao
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Huang, Xinyu
5
Ongena, Steven
5
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4
Chen, Ding
4
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4
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Newton, Sarah
4
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4
Simutin, Mikhail
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Stafylas, Dimitrios
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Witsø, Charlotte
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Newton, David J.
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Sutcliffe, Charles M. S.
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Ammons, Jane C.
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Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Mathematical Finance
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Singular perturbation techniques applied to multiasset option pricing
Duck, Peter W.
;
Yang, Chao
;
Newton, David P.
;
Widdicks, …
- In:
Mathematical finance : an international journal of …
19
(
2009
)
3
,
pp. 457-486
Persistent link: https://www.econbiz.de/10003882793
Saved in:
2
SINGULAR PERTURBATION TECHNIQUES APPLIED TO MULTIASSET OPTION PRICING
Duck, Peter W.
;
Yang, Chao
;
Newton, David P.
;
Widdicks, …
- In:
Mathematical Finance
19
(
2009
)
3
,
pp. 457-486
Persistent link: https://www.econbiz.de/10005023793
Saved in:
3
SINGULAR PERTURBATION TECHNIQUES APPLIED TO MULTIASSET OPTION PRICING
Duck, Peter W.
;
Yang, Chao
;
Newton, David P.
;
Widdicks, …
- In:
Mathematical finance : an international journal of …
19
(
2009
)
3
,
pp. 457-486
Persistent link: https://www.econbiz.de/10008270130
Saved in:
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