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~isPartOf:"International journal of theoretical and applied finance"
~person:"Cui, Zhenyu"
~subject:"Capital income"
~subject:"Stochastischer Prozess"
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Cui, Zhenyu
Levendorskij, Sergej Z.
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International journal of theoretical and applied finance
Journal of economic dynamics & control
2
Mathematical methods of operations research : ZOR
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Nearly exact option price simulation using characteristic functions
Bernard, Carole
;
Cui, Zhenyu
;
McLeish, Don L.
- In:
International journal of theoretical and applied finance
15
(
2012
)
7
,
pp. 1-29
Persistent link: https://www.econbiz.de/10009685897
Saved in:
2
Integral representations of probability density of stochastic volatility models and timer options
Cui, Zhenyu
;
Kirkby, J. Lars
;
Lian, Guanghua
;
Nguyen, Duy
- In:
International journal of theoretical and applied finance
20
(
2017
)
8
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011787421
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