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~isPartOf:"International review of financial analysis"
~isPartOf:"Mathematical methods of operations research"
~language:"eng"
~person:"Kim, Young Shin"
~source:"econis"
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Option Prices with Stochastic...
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Kim, Young Shin
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International review of financial analysis
Mathematical methods of operations research
Journal of banking & finance
3
International journal of theoretical and applied finance
2
Journal of risk and financial management : JRFM
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Review of derivatives research
2
The Frank J. Fabozzi series
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Working paper series in economics
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Applied financial economics
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Applied mathematical finance
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Computational Management Science : CMS
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Economics letters
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Finance research letters
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Frank J. Fabozzi Ser
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Journal of econometrics
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New developments in financial modelling
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Quantitative finance
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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 journal of derivatives : the official publication of the International Association of Financial Engineers
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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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Option pricing under stochastic volatility and tempered stable Lévy jumps
Zaevski, Tsvetelin S.
;
Kim, Young Shin
;
Fabozzi, Frank J.
- In:
International review of financial analysis
31
(
2014
),
pp. 101-108
Persistent link: https://www.econbiz.de/10010461532
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