11 results
Valuation of vulnerable European options with market liquidity risk
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- Probability in the Engineering and Informational Sciences / Volume 38 / Issue 1 / January 2024
- Published online by Cambridge University Press:
- 27 December 2022, pp. 65-81
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Valuing vulnerable Asian options with liquidity risk under Lévy processes
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- Probability in the Engineering and Informational Sciences / Volume 37 / Issue 3 / July 2023
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- 07 February 2022, pp. 653-673
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Transmission pattern of shigellosis in Wuhan City, China: a modelling study
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- Epidemiology & Infection / Volume 149 / 2021
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- 02 November 2021, e249
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The transmissibility of hepatitis C virus: a modelling study in Xiamen City, China
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- Epidemiology & Infection / Volume 148 / 2020
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- 25 November 2020, e291
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Letter to the editor in response to ‘Seasonality of the transmissibility of hand, foot and mouth disease: a modelling study in Xiamen City, China’
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- Epidemiology & Infection / Volume 148 / 2020
- Published online by Cambridge University Press:
- 02 March 2020, e61
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Seasonality of the transmissibility of hand, foot and mouth disease: a modelling study in Xiamen City, China
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- Epidemiology & Infection / Volume 147 / 2019
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- 30 December 2019, e327
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A CLOSED-FORM GARCH VALUATION MODEL FOR POWER EXCHANGE OPTIONS WITH COUNTERPARTY RISK
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- Probability in the Engineering and Informational Sciences / Volume 34 / Issue 2 / April 2020
- Published online by Cambridge University Press:
- 24 January 2019, pp. 279-296
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THE VALUATION OF EXECUTIVE STOCK OPTIONS UNDER GARCH MODELS
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- Probability in the Engineering and Informational Sciences / Volume 32 / Issue 3 / July 2018
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- 11 August 2017, pp. 409-433
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PRICING VULNERABLE EUROPEAN OPTIONS WITH STOCHASTIC CORRELATION
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- Probability in the Engineering and Informational Sciences / Volume 32 / Issue 1 / January 2018
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- 12 January 2017, pp. 67-95
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PRICING VULNERABLE AMERICAN PUT OPTIONS UNDER JUMP–DIFFUSION PROCESSES
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- Probability in the Engineering and Informational Sciences / Volume 31 / Issue 2 / April 2017
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- 14 December 2016, pp. 121-138
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ANALYTICAL VALUATION OF VULNERABLE OPTIONS IN A DISCRETE-TIME FRAMEWORK
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- Probability in the Engineering and Informational Sciences / Volume 31 / Issue 1 / January 2017
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- 13 September 2016, pp. 100-120
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