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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Ambros, Maximilian"
~person:"Grobys, Klaus"
~person:"Nie, He"
~person:"Wang, Xingchun"
~subject:"Volatilität"
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Volatilität
Option pricing theory
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Optionspreistheorie
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Derivat
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Derivative
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Ambros, Maximilian
Grobys, Klaus
Nie, He
Wang, Xingchun
Dai, Zhifeng
4
Gupta, Rangan
4
McAleer, Michael
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Hammoudeh, Shawkat
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Kang, Sang Hoon
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Labuschagne, Coenraad C. A.
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Xuan Vinh Vo
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The North American journal of economics and finance : a journal of financial economics studies
Applied economics letters
6
Finance research letters
4
Review of derivatives research
3
The journal of futures markets
2
Applied mathematical finance
1
Insurance / Mathematics & economics
1
International journal of finance & economics : IJFE
1
International review of economics & finance : IREF
1
Journal of international financial markets, institutions & money
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Review of quantitative finance and accounting
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The European journal of finance
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Valuing spread options with counterparty risk and jump risk
Li, Zelei
;
Wang, Xingchun
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012665103
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Valuation of options on the maximum of two prices with default risk under GARCH models
Wang, Xingchun
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012822187
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