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~institution:"Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät"
~institution:"Svenska Handelshögskolan <Helsinki>"
~language:"ces"
~language:"eng"
~language:"kor"
~person:"Söderman, Ronnie"
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Söderman, Ronnie
Härdle, Wolfgang
35
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15
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7
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7
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
Svenska Handelshögskolan <Helsinki>
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ECONIS (ZBW)
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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
Saved in:
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
Saved in:
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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