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~institution:"Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance"
~institution:"Svenska Handelshögskolan <Helsinki>"
~language:"eng"
~language:"hrv"
~language:"jpn"
~language:"nor"
~language:"slk"
~person:"Söderman, Ronnie"
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Söderman, Ronnie
Narayan, Paresh Kumar
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Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance
Svenska Handelshögskolan <Helsinki>
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Maximum loss calculation using scenario analysis, heavy tails and implied volatility patterns
Söderman, Ronnie
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001544974
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2
Examining and modeling the dynamics of the volatility surface : an empirical study of the DAX and ESX options market
Söderman, Ronnie
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001544976
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3
Pricing index options with stochastic volatility : on the efficiency of the Square Root Model
Söderman, Ronnie
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001544977
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4
Volatility smile dynamics in scenario analysis
Sundkvist, Kim
(
contributor
);
Söderman, Ronnie
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001557340
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