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~isPartOf:"Applied mathematical finance"
~isPartOf:"Finance research letters"
~isPartOf:"Review of derivatives research"
~person:"Baldeaux, Jan"
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Baldeaux, Jan
Benth, Fred Espen
6
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Applied mathematical finance
Finance research letters
Review of derivatives research
Asia-Pacific financial markets
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Consistent modelling of VIX and equity derivatives using a 3/2 plus jumps model
Baldeaux, Jan
;
Badran, Alexander
- In:
Applied mathematical finance
21
(
2014
)
3/4
,
pp. 299-312
Persistent link: https://www.econbiz.de/10010499689
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2
Static replication of forward-start claims and realized variance swaps
Baldeaux, Jan
;
Rutkowski, Marek
- In:
Applied mathematical finance
17
(
2010
)
1/2
,
pp. 99-131
Persistent link: https://www.econbiz.de/10003975324
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