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~isPartOf:"International journal of theoretical and applied finance"
~person:"Cui, Zhenyu"
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Option pricing theory
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Cui, Zhenyu
Levendorskij, Sergej Z.
10
Kwok, Yue-Kuen
9
Takahashi, Akihiko
7
Elliott, Robert J.
6
Gapeev, Pavel V.
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Bernard, Carole
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International journal of theoretical and applied finance
European journal of operational research : EJOR
5
Stevens Institute of Technology School of Business Research Paper
4
International journal of financial engineering
3
The journal of derivatives : JOD
3
Finance research letters
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Journal of economic dynamics & control
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Mathematical methods of operations research : ZOR
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Mathematics and financial economics
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North American actuarial journal
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1
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
Saved in:
3
Sinh-acceleration for B-spline projection with
option
pricing applications
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
; …
- In:
International journal of theoretical and applied finance
24
(
2021
)
8
,
pp. 1-50
Persistent link: https://www.econbiz.de/10012887408
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