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International journal of theoretical and applied finance
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1
A new analytical approximation formula for the optimal exercise boundary of American put options
Zhu, Song-ping
- In:
International journal of theoretical and applied finance
9
(
2006
)
7
,
pp. 1141-1178
Persistent link: https://www.econbiz.de/10003395994
Saved in:
2
Option pricing for GARCH models with Markov switching
Elliott, Robert J.
;
Siu, Tak Kuen
;
Chan, Leunglung
- In:
International journal of theoretical and applied finance
9
(
2006
)
6
,
pp. 825-841
Persistent link: https://www.econbiz.de/10003380278
Saved in:
3
A Dupire equation for a regime-switching model
Elliott, Robert J.
;
Chan, Leunglung
;
Siu, Tak Kuen
- In:
International journal of theoretical and applied finance
18
(
2015
)
4
,
pp. 1-13
Persistent link: https://www.econbiz.de/10011403770
Saved in:
4
Calculating the early exercise boundary of American put options with an approximation formula
Zhu, Song-ping
;
He, Zhi-wei
- In:
International journal of theoretical and applied finance
10
(
2007
)
7
,
pp. 1203-1227
Persistent link: https://www.econbiz.de/10003632066
Saved in:
5
Should an American option be exercised earlier or later if volatility is not assumed to be a constant?
Zhu, Song-ping
;
Chen, Wen-ting
- In:
International journal of theoretical and applied finance
14
(
2011
)
8
,
pp. 1279-1297
Persistent link: https://www.econbiz.de/10009541996
Saved in:
6
Variance and volatility swaps under a two-factor stochastic volatility model with regime switching
He, Xin-Jiang
;
Zhu, Song-Ping
- In:
International journal of theoretical and applied finance
22
(
2019
)
4
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012030900
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