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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"International journal of theoretical and applied finance"
~person:"Badescu, Alexandru"
~subject:"Stochastic process"
~subject:"Volatilität"
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Stochastischer Prozess
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Badescu, Alexandru
Koopman, Siem Jan
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Discussion paper / Tinbergen Institute
European journal of operational research : EJOR
International journal of theoretical and applied finance
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Non-Gaussian GARCH option pricing models and their diffusion limits
Badescu, Alexandru
;
Elliott, Robert J.
;
Ortega, Juan-Pablo
- In:
European journal of operational research : EJOR
247
(
2015
)
3
,
pp. 820-830
Persistent link: https://www.econbiz.de/10011386309
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