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Search: person:"Jun Park, Jong"
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Option pricing theory
2
Optionspreistheorie
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Stochastischer Prozess
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1
Ansteckungseffekt
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Arithmetic Asian options
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characteristic function
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insurance derivatives
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Jang, Hyun Jin
3
Jang, Jiwook
2
Park, Jong Jun
2
Jun Park, Jong
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Finance research letters
2
International journal of theoretical and applied finance
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ECONIS (ZBW)
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An analytic approach To network-based modelling for contagious defaults
Jun Park, Jong
;
Jang, Hyun Jin
- In:
Finance research letters
44
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014494696
Saved in:
2
Pricing arithmetic Asian options under jump diffusion CIR processes
Park, Jong Jun
;
Jang, Hyun Jin
;
Jang, Jiwook
- In:
Finance research letters
34
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012436988
Saved in:
3
Catastrophe insurance derivatives pricing using a Cox process with jump diffusion CIR intensity
Jang, Jiwook
;
Park, Jong Jun
;
Jang, Hyun Jin
- In:
International journal of theoretical and applied finance
21
(
2018
)
7
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011956976
Saved in:
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