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~person:"Hull, John"
~person:"Kim, Young Shin"
~subject:"Stochastic volatility"
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Option Prices with Stochastic...
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Stochastic volatility
Option pricing theory
38
Optionspreistheorie
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Stochastic process
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Hull, John
Kim, Young Shin
Cui, Zhenyu
6
Kirkby, J. Lars
5
Nguyen, Duy
5
Escobar, Marcos
4
Li, Chenxu
4
Chiarella, Carl
3
Felpel, Mike
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International review of financial analysis
1
Journal of banking & finance
1
Review of derivatives research
1
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ECONIS (ZBW)
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1
Optimal delta hedging for options
Hull, John
;
White, Alan
- In:
Journal of banking & finance
82
(
2017
),
pp. 180-190
Persistent link: https://www.econbiz.de/10011816799
Saved in:
2
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
Saved in:
3
Option pricing and hedging under a stochastic volatility Lévy process model
Kim, Young Shin
;
Fabozzi, Frank J.
;
Lin, Zuodong
; …
- In:
Review of derivatives research
15
(
2012
)
1
,
pp. 81-97
Persistent link: https://www.econbiz.de/10009627431
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