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isPartOf:"MPRA Paper"
~isPartOf:"Applied economics letters"
~isPartOf:"International journal of theoretical and applied finance"
~person:"Alòs, Elisa"
~subject:"Volatility"
~subject:"exchange rate"
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Alòs, Elisa
Benth, Fred Espen
6
Brigo, Damiano
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Caiado, Jorge
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Crato, Nuno
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Masih, Mansur
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MPRA Paper
Applied economics letters
International journal of theoretical and applied finance
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Finance and stochastics
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CVA and vulnerable options in Stochastic volatility models
Alòs, Elisa
;
Antonelli, Fabio
;
Ramponi, A.
;
Scarlatti, S.
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012650293
Saved in:
2
Calibration of stochastic volatility models via second-order approximation : the Heston case
Alòs, Elisa
;
Santiago Hernando, Rafael de
;
Vives, Josep
- In:
International journal of theoretical and applied finance
18
(
2015
)
6
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011403898
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