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~isPartOf:"Barcelona GSE working paper series : working paper"
~person:"Alòs, Elisa"
~person:"Chiarella, Carl"
~subject:"Estimation"
~subject:"Volatilität"
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Alòs, Elisa
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Barcelona GSE working paper series : working paper
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Working papers / Universitat Pompeu Fabra, Department of Economics and Business
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International journal of theoretical and applied finance
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Quantitative Finance Research Centre Research Paper
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Finance and stochastics
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The Oxford handbook of computational economics and finance
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Contemporary quantitative finance : essays in honour of Eckhard Platen
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Handbook of computational economics : volume 3
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Research Paper Number: 299, Quantitative Finance Research Centre, University of Technology, Sydney
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The implied volatility of forward starting options : ATM short-time level, skew and curvature
Alòs, Elisa
;
Jacquier, Antoine
;
León, Jorge A.
-
2017
Persistent link: https://www.econbiz.de/10011778056
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