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~isPartOf:"Computational economics"
~isPartOf:"Mathematical methods of operations research"
~language:"eng"
~person:"Kentia Tonleu, Klébert"
~person:"Kim, Young Shin"
~source:"econis"
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Option Prices with Stochastic...
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Kentia Tonleu, Klébert
Kim, Young Shin
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Computational economics
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Review of derivatives research
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International review of financial analysis
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Risk assessment : decisions in banking and finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The relative entropy in CGMY processes and its applications to finance
Kim, Young Shin
;
Lee, Jeong Hyun
- In:
Mathematical methods of operations research
66
(
2007
)
2
,
pp. 327-338
Persistent link: https://www.econbiz.de/10003564151
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2
Hedging under generalized good-deal bounds and model uncertainty
Becherer, Dirk
;
Kentia Tonleu, Klébert
- In:
Mathematical methods of operations research
86
(
2017
)
1
,
pp. 171-214
Persistent link: https://www.econbiz.de/10011714399
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3
Quanto option pricing with Lévy models
Fallahgoul, Hasan A.
;
Kim, Young Shin
;
Fabozzi, Frank J.
; …
- In:
Computational economics
53
(
2019
)
3
,
pp. 1279-1308
Persistent link: https://www.econbiz.de/10012135131
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