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person:"Engle, Robert F."
~person:"Zheng, Wendong"
~subject:"Option pricing theory"
~type_genre:"Arbeitspapier"
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Option pricing theory
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Engle, Robert F.
Zheng, Wendong
Härdle, Wolfgang
15
Chiarella, Carl
9
Fengler, Matthias R.
9
Alòs, Elisa
8
Christoffersen, Peter F.
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Jacobs, Kris
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Martin, Gael M.
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Wijnbergen, Sweder van
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Filipović, Damir
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Howison, Sam
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Kang, Boda
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Schlag, Christian
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Craig, Ben R.
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Feunou, Bruno
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Jiang, George J.
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Keller, Joachim G.
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Leippold, Markus
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Leisen, Dietmar
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Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
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ECONIS (ZBW)
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Testing the volatility term structure using option hedging criteria
Engle, Robert F.
;
Rosenberg, Joshua V.
-
1999
Persistent link: https://www.econbiz.de/10001448019
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2
Testing the volatility term structure using option hedging criteria
Engle, Robert F.
;
Rosenberg, Joshua V.
-
1998
Persistent link: https://www.econbiz.de/10000982921
Saved in:
3
Index-option pricing with stochastic volatility and the value of accurate variance forecasts
Engle, Robert F.
;
Kane, Alex
;
Noh, Jaesun
-
1993
Persistent link: https://www.econbiz.de/10000886028
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