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language:"eng"
~isPartOf:"Advanced series on statistical science & applied probability"
~isPartOf:"Schriftenreihe Finanzmanagement"
~isPartOf:"Working papers / Rodney L. White Center for Financial Research"
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Do rare events explain CDX tranche spreads?
Seo, Sang Byung
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Wachter, Jessica
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2016
Persistent link: https://www.econbiz.de/10011843791
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Jumps and uncertainties in financial markets : applications of Lévy processes and implied volatilities
Stadler, Johannes
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2017
Persistent link: https://www.econbiz.de/10011638660
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Change of time and change of measure
Barndorff-Nielsen, Ole E.
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Širjaev, Alʹbert N.
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2010
Persistent link: https://www.econbiz.de/10009237173
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