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An integral representation of elasticity and sensitivity for stochastic volatility models
Cui, Zhenyu; Nguyen, Duy; Park, Hyungbin - In: Mathematics and financial economics 12 (2018) 2, pp. 249-274
Persistent link: https://www.econbiz.de/10011963852
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Omega diffusion risk model with surplus-dependent tax and capital injections
Cui, Zhenyu; Nguyen, Duy - In: Insurance / Mathematics & economics 68 (2016), pp. 150-161
Persistent link: https://www.econbiz.de/10011492639
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ADRs under momentum and contrarian strategies
Parhizgari, Ali M.; Nguyen, D. - In: Global finance journal 19 (2008) 2, pp. 102-122
Persistent link: https://www.econbiz.de/10003756883
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ADRs under momentum and contrarian strategies
Parhizgari, A.M.; Nguyen, D. - In: Global finance journal 19 (2008) 2, pp. 102-122
Persistent link: https://www.econbiz.de/10008087799
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The construction of the Lero project (Guinea), managing the project - The Dinguiraye Mining Company (SMD) contracted with the BRGM Group for the mining of the Lero (Guinea) aurifer...
Nguyen, D. - In: Mines & carrières : revue de l'industrie minérale 78 (1996), pp. 27-33
Persistent link: https://www.econbiz.de/10007934387
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A data-driven framework for consistent financial valuation and risk measurement
Cui, Zhenyu; Kirby, J. Lars; Nguyen, Duy - In: European journal of operational research : EJOR 289 (2021) 1, pp. 381-398
Persistent link: https://www.econbiz.de/10012416736
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Efficient Asian option pricing under regime switching jump diffusions and stochastic volatility models
Kirkby, J. Lars; Nguyen, Duy - In: Annals of finance 16 (2020) 3, pp. 307-351
Persistent link: https://www.econbiz.de/10012496337
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Efficient simulation of generalized SABR and stochastic local volatility models based on Markov chain approximations
Cui, Zhenyu; Kirkby, J. Lars; Nguyen, Duy - In: European journal of operational research : EJOR 290 (2021) 3, pp. 1046-1062
Persistent link: https://www.econbiz.de/10012495249
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A closed-form model-free implied volatility formula through delta families
Cui, Zhenyu; Kirkby, Justin; Nguyen, Duy; Taylor, Stephen - In: The journal of derivatives : JOD 28 (2021) 4, pp. 111-127
Persistent link: https://www.econbiz.de/10012612926
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Equity-linked Guaranteed Minimum Death Benefits with dollar cost averaging
Kirkby, J. Lars; Nguyen, Duy - In: Insurance / Mathematics & economics 100 (2021), pp. 408-428
Persistent link: https://www.econbiz.de/10012622402