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subject:"Volatilität"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Financial Options Research Centre"
~subject:"Currency option"
~subject:"Devisenoption"
~subject:"Interest rate"
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Volatilität
Currency option
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Estimation
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Busch, Thomas
1
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Centre for Analytical Finance <Århus>
Financial Options Research Centre
National Bureau of Economic Research
105
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
18
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9
University of Canterbury / Dept. of Economics and Finance
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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ECONIS (ZBW)
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1
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
2
Estimation of GARCH models based on open, close, high, and low prices
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719178
Saved in:
3
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
4
Monte Carlo improvement of estimates of the mean-reverting constant elasticity of variance interest rate diffusion
Christensen, Bent Jesper
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001587483
Saved in:
5
Empirical analysis of implied volatility : stock, bonds and currencies ; presented at the fourth annual conference of the Financial Options Research Center, University of Warwick,...
Fung, William
;
Hsieh, David A.
-
1991
Persistent link: https://www.econbiz.de/10000980801
Saved in:
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