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subject:"Stochastischer Prozess"
subject:"Volatility"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"International journal of theoretical and applied finance"
~person:"Gatheral, Jim"
~subject:"Prognoseverfahren"
~subject:"Zeitreihenanalyse"
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Stochastischer Prozess
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Gatheral, Jim
Koopman, Siem Jan
28
Lucas, André
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Blasques, Francisco
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Ooms, Marius
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Gorgi, Paolo
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Sluis, Pieter J. van der
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Discussion paper / Tinbergen Institute
International journal of theoretical and applied finance
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Tighter bounds for implied volatility
Gatheral, Jim
;
Matić, Ivan
;
Radoičić, Radoš
; …
- In:
International journal of theoretical and applied finance
20
(
2017
)
5
,
pp. 1-14
Persistent link: https://www.econbiz.de/10011733970
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2
The heat-kernel most-likely-path approximation
Gatheral, Jim
;
Wang, Tai-Ho
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10009541999
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