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~isPartOf:"Applied mathematical finance"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Finance and stochastics"
~person:"Alòs, Elisa"
~source:"econis"
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Search: subject_exact:"Optionspreistheorie"
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Option pricing theory
4
Optionspreistheorie
4
Stochastic process
4
Stochastischer Prozess
4
Volatility
3
Volatilität
3
Malliavin calculus
2
Estimation
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Fractional volatility models
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Schätzung
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Swap
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Theorie
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Alòs, Elisa
Carr, Peter
8
Eberlein, Ernst
8
Benth, Fred Espen
7
Cui, Zhenyu
6
Hobson, David G.
6
Sircar, Kaushik Ronnie
6
Elliott, Robert J.
5
Filipović, Damir
5
Fusai, Gianluca
5
Glau, Kathrin
5
Kabanov, Jurij M.
5
Kirkby, J. Lars
5
Kwok, Yue-Kuen
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Lee, Roger
5
Belomestny, Denis
4
Chiarella, Carl
4
Cox, Alexander M. G.
4
Escobar, Marcos
4
Howison, Sam
4
Kallsen, Jan
4
Li, Lingfei
4
Linetsky, Vadim
4
Madan, Dilip B.
4
Marazzina, Daniele
4
Nguyen, Duy
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Obłój, Jan
4
Sabino, Piergiacomo
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Shiraya, Kenichiro
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Siu, Tak Kuen
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Zagst, Rudi
4
Arai, Takuji
3
Atkinson, Colin
3
Bermin, Hans-Peter
3
Brigo, Damiano
3
Chesney, Marc
3
Cohen, Samuel N.
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Cont, Rama
3
Cuchiero, Christa
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Applied mathematical finance
European journal of operational research : EJOR
Finance and stochastics
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
10
Decisions in economics and finance : DEF ; a journal of applied mathematics
3
International journal of theoretical and applied finance
2
Quantitative finance
2
Barcelona GSE working paper series : working paper
1
CARF working paper
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
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On the skew and curvature of the implied and local volatilities
Alòs, Elisa
;
García Lorite, David
;
Pravosud, Makar
- In:
Applied mathematical finance
30
(
2023
)
1
,
pp. 47-67
Persistent link: https://www.econbiz.de/10014390289
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2
Estimating the Hurst parameter from short term volatility swaps : a Malliavin calculus approach
Alòs, Elisa
;
Shiraya, Kenichiro
- In:
Finance and stochastics
23
(
2019
)
2
,
pp. 423-447
Persistent link: https://www.econbiz.de/10012023744
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3
A decomposition formula for option prices in the Heston model and applications to option pricing approximation
Alòs, Elisa
- In:
Finance and stochastics
16
(
2012
)
3
,
pp. 403-422
Persistent link: https://www.econbiz.de/10009562316
Saved in:
4
A generalization of the Hull and White formula with applications to option pricing approximation
Alòs, Elisa
- In:
Finance and stochastics
10
(
2006
)
3
,
pp. 353-365
Persistent link: https://www.econbiz.de/10003380015
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