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~isPartOf:"Applied economics"
~isPartOf:"Working paper series / Centre for Practical Quantitative Finance"
~subject:"Börsenkurs"
~subject:"Kapitaleinkommen"
~subject:"Theorie"
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Is Bitcoin really a currency? : a viewpoint of a
stochastic
volatility
model
Kunimoto, Noriyuki
;
Kakamu, Kazuhiko
- In:
Applied economics
54
(
2022
)
57
,
pp. 6536-6550
Persistent link: https://www.econbiz.de/10013494160
Saved in:
2
Credit gap risk in a first passage time model with jumps
Packham, Natalie
;
Schlögl, Lutz
;
Schmidt, Wolfgang M.
-
2009
to model a credit quality process as an Itô integral with respect to a Brownian motion with a
stochastic
volatility
…
Persistent link: https://www.econbiz.de/10011293916
Saved in:
3
Accelerating the calibration of
stochastic
volatility
models
Kilin, Fiodar
-
2007
comparison is the choice of the fastest method for the calibration of
stochastic
volatility
models, e.g. Heston, Bates, Barndorff …
Persistent link: https://www.econbiz.de/10011293932
Saved in:
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