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An Empirical Study of the Opti...
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Option pricing theory
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Option trading
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Optionsgeschäft
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American options
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Black-Scholes model
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perpetual American put options
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Chen, Wen-ting
Zhu, Song-Ping
57
Alfeus, Mesias
21
He, Xin-Jiang
21
Ma, Guiyuan
11
Zhu, Song-ping
10
Lin, Sha
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Chan, Leunglung
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Chen, Wenting
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Lian, Guanghua
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Overbeck, Ludger
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Schlögl, Erik
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Siu, Chi Chung
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Chen, Wen-Ting
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Guo, Ivan
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ZHU, SONG-PING
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Elliott, Robert J.
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Grasselli, Martino
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Lian, Guang-hua
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Collins, James
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Cui, Zhenyu
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Kannan, Shiam
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Lu, Xiaoping
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Nikitopoulos, Christina Sklibosios
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Pasricha, Puneet
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Sklibosios Nikitopoulos, Christina
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Zhang, Jing
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CHEN, WEN-TING
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Cooper, Paul
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Elliott, Robert J. R.
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Fan, Wei
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HE, ZHI-WEI
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Joubert, Jacques Francois
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Kang, Boda
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Journal of economic dynamics & control
2
International journal of theoretical and applied finance
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ECONIS (ZBW)
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Pricing Parisian and Parasian options analytically
Zhu, Song-ping
;
Chen, Wen-ting
- In:
Journal of economic dynamics & control
37
(
2013
)
4
,
pp. 875-896
Persistent link: https://www.econbiz.de/10009726170
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2
An inverse finite element method for pricing American options
Zhu, Song-ping
;
Chen, Wen-ting
- In:
Journal of economic dynamics & control
37
(
2013
)
1
,
pp. 231-250
Persistent link: https://www.econbiz.de/10009703598
Saved in:
3
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
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