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~person:"Zhang, Xiaoyuan"
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Barrier Option
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Diffusion Process
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Innovation diffusion
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Markov chain
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Zhang, Xiaoyuan
Haouari, Mohamed
6
Kimms, Alf
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Pereira, Jordi
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Hufe, Paul
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Peichl, Andreas
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Peris, Josep E.
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Ungerer, Martin
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Alves, Cláudio
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Arbaoui, Taha
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Campana, Antonella
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Cheaitou, Ali
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Clautiaux, François
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Diaby, Vacaba
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Fakhfakh, Tarek
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Fekete, Sándor P.
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Ferretti, Paola
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Franz, Jürgen
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Hmida, Abir Ben
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Huguet, Marie-Jose
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Lopez, Pierre
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Magiera, Ryszard
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Néron, Emmanuel
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Rietz, Jürgen
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Schepers, Jörg
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Serairi, Mehdi
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Tanaka, Shunji
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Thomson, William
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Valente, Jorge M. S.
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Zhang, Tianqi
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Álvarez-Miranda, Eduardo
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Alvarez-Valdes, Ramon
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Finance research letters
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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On pricing double-barrier options with Markov regime switching
Zhang, Xiaoyuan
;
Zhang, Tianqi
- In:
Finance research letters
51
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014288926
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2
Barrier option pricing under a Markov Regime switching diffusion model
Zhang, Xiaoyuan
;
Zhang, Tianqi
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 273-280
Persistent link: https://www.econbiz.de/10014249123
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