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~accessRights:"free"
~person:"Bollerslev, Tim"
~person:"Jacquier, Antoine"
~subject:"Optionspreistheorie"
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Optionspreistheorie
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Bollerslev, Tim
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The log-moment formula for
implied
volatility
Raval, Vimal
;
Jacquier, Antoine
- In:
Mathematical finance : an international journal of …
33
(
2023
)
4
,
pp. 1146-1165
Persistent link: https://www.econbiz.de/10014370644
Saved in:
2
The
implied
volatility
of forward starting options : ATM short-time level, skew and curvature
Alòs, Elisa
;
Jacquier, Antoine
;
León, Jorge A.
-
2017
Persistent link: https://www.econbiz.de/10011686975
Saved in:
3
The
implied
volatility
of forward starting options : ATM short-time level, skew and curvature
Alòs, Elisa
;
Jacquier, Antoine
;
León, Jorge A.
-
2017
Persistent link: https://www.econbiz.de/10011778056
Saved in:
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