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subject:"ARCH-Modell"
~person:"Maniyar, Dharmesh M."
~person:"Noh, Jaesun"
~person:"Santa-Clara, Pedro"
~subject:"Volatilität"
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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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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/10000877913
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