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~isPartOf:"Applied mathematical finance"
~isPartOf:"Asia-Pacific financial markets"
~language:"eng"
~person:"Ahn, Hyungsok"
~person:"Borovykh, Anastasia"
~person:"Klebaner, Fima C."
~subject:"Volatilität"
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Volatilität
Option pricing theory
4
Optionspreistheorie
4
Volatility
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3
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3
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3
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Ahn, Hyungsok
Borovykh, Anastasia
Klebaner, Fima C.
Sircar, Kaushik Ronnie
4
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3
Escobar, Marcos
3
Papanicolaou, George
3
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3
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1
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Applied mathematical finance
Asia-Pacific financial markets
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
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ECONIS (ZBW)
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On a neural network to extract implied information from american options
Liu, Shuaiqiang
;
Leitao, Álvaro
;
Borovykh, Anastasia
; …
- In:
Applied mathematical finance
28
(
2021
)
5
,
pp. 449-475
Persistent link: https://www.econbiz.de/10013411712
Saved in:
2
Option
pricing for symmetric Lévy returns with applications
Hamza, Kais
;
Klebaner, Fima C.
;
Landsman, Zinoviy
;
Tan, …
- In:
Asia-Pacific financial markets
22
(
2015
)
1
,
pp. 27-52
Persistent link: https://www.econbiz.de/10010511553
Saved in:
3
Estimation and prediction of a non-constant volatility
Abramov, Vyacheslav M.
;
Klebaner, Fima C.
- In:
Asia-Pacific financial markets
14
(
2007
)
1/2
,
pp. 1-23
Persistent link: https://www.econbiz.de/10003609524
Saved in:
4
Optimal hedging strategies for misspecified asset price models
Ahn, Hyungsok
;
Muni, Adviti
;
Swindle, Glen H.
- In:
Applied mathematical finance
6
(
1999
)
3
,
pp. 197-208
Persistent link: https://www.econbiz.de/10001490690
Saved in:
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