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Optionspreistheorie
Theorie
62
Theory
62
China
33
Product quality
22
Produktqualität
22
Estimation
21
Schätzung
21
Welt
21
World
21
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20
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20
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15
Option pricing theory
15
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15
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15
Consumer behaviour
14
EU countries
14
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14
Financial crisis
14
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14
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14
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14
Stochastic process
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Mark-up Pricing
11
Mark-up pricing
11
Risiko
10
Risk
10
Tourism
10
Tourismus
10
Anlageverhalten
9
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9
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9
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9
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English
15
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Chen, Nan
12
Liu, Yanchu
4
Wan, Xiangwei
3
Yang, Nian
3
Cai, Ning
2
Zhou, Xun Yu
2
Bielecki, Tomasz R.
1
Glasserman, Paul
1
Huang, Zhengyu
1
Jin, Hanqing
1
Kohlmann, Michael
1
Kou, Steven
1
Kwok, Yue-Kuen
1
Leung, Chi Man
1
Pliska, Stanley R.
1
Rao, Pingui
1
Song, Yingda
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Yue, Heng
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Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Operations research
2
Applied mathematical finance
1
CoFE discussion papers
1
Finance and stochastics
1
Journal of economic dynamics & control
1
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ECONIS (ZBW)
15
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1
Two problems in financial engineering
Chen, Nan
-
2006
Persistent link: https://www.econbiz.de/10003965291
Saved in:
2
Credit spreads, optimal capital structure, and implied volatility with endogenous default and jump risk
Chen, Nan
;
Kou, Steven
- In:
Mathematical finance : an international journal of …
19
(
2009
)
3
,
pp. 343-378
Persistent link: https://www.econbiz.de/10003882482
Saved in:
3
Pricing double-barrier options under a flexible jump diffusion model
Cai, Ning
;
Chen, Nan
;
Wan, Xiangwei
- In:
Operations research letters
37
(
2009
)
3
,
pp. 163-167
Persistent link: https://www.econbiz.de/10003903887
Saved in:
4
Additive and multiplicative duals for American option pricing
Chen, Nan
;
Glasserman, Paul
- In:
Finance and stochastics
11
(
2007
)
2
,
pp. 153-179
Persistent link: https://www.econbiz.de/10003439750
Saved in:
5
American option sensitivities estimation via a generalized infinitesimal perturbation analysis approach
Chen, Nan
;
Liu, Yanchu
- In:
Operations research
62
(
2014
)
3
,
pp. 616-632
Persistent link: https://www.econbiz.de/10010381847
Saved in:
6
Localization and exact simulation of Brownian motion-driven stochastic differential equations
Chen, Nan
;
Huang, Zhengyu
- In:
Mathematics of operations research
38
(
2013
)
3
,
pp. 591-616
Persistent link: https://www.econbiz.de/10009787357
Saved in:
7
Game options analysis of the information role of call policies in convertible bonds
Leung, Chi Man
;
Chen, Nan
;
Kwok, Yue-Kuen
- In:
Applied mathematical finance
22
(
2015
)
3/4
,
pp. 297-335
Persistent link: https://www.econbiz.de/10011436213
Saved in:
8
Approximate arbitrage-free option pricing under the SABR model
Yang, Nian
;
Chen, Nan
;
Liu, Yanchu
;
Wan, Xiangwei
- In:
Journal of economic dynamics & control
83
(
2017
),
pp. 198-214
Persistent link: https://www.econbiz.de/10011915586
Saved in:
9
The principle of not feeling the boundary for the SABR model
Chen, Nan
;
Yang, Nian
- In:
Quantitative finance
19
(
2019
)
3
,
pp. 427-436
Persistent link: https://www.econbiz.de/10012194662
Saved in:
10
Exact simulation of the SABR model
Cai, Ning
;
Song, Yingda
;
Chen, Nan
- In:
Operations research
65
(
2017
)
4
,
pp. 931-951
Persistent link: https://www.econbiz.de/10011739058
Saved in:
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