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~isPartOf:"Cahier / Départment de Sciences Économiques, Université de Montréal"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"Measurement"
~subject:"Prognoseverfahren"
~subject:"Stochastic process"
~subject:"Wechselkurs"
~type_genre:"Non-commercial literature"
~type_genre:"Working Paper"
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Measurement
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Volatility
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62
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23
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16
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Chiarella, Carl
9
Platen, Eckhard
7
Kang, Boda
4
Nikitopoulos, Christina Sklibosios
4
Baldeaux, Jan
3
Chege Maina, Samuel
2
Grasselli, Martino
2
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Alfeus, Mesias
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Badran, Alexander
1
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1
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1
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1
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1
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1
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1
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1
Griebsch, Susanne
1
Guo, Zhi
1
Hsiao, Chih-ying
1
Ignatieva, Ekaterina
1
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1
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1
Meddahi, Nour
1
Meyer, Gunter H.
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Rado, Milo
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1
Rudd, Ralph
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1
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Université de Montréal / Département de sciences économiques
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Cahier / Départment de Sciences Économiques, Université de Montréal
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Discussion paper / Tinbergen Institute
98
Working paper
86
Working paper / National Bureau of Economic Research, Inc.
76
CESifo working papers
49
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43
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40
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18
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1
Lie symmetry methods for local
volatility
models
Craddock, Mark
;
Grasselli, Martino
-
2016
Persistent link: https://www.econbiz.de/10011778123
Saved in:
2
A penny saved is a penny earned : less expensive zero coupon bonds
Gnoatto, Alessandro
;
Grasselli, Martino
;
Platen, Eckhard
-
2016
Persistent link: https://www.econbiz.de/10011778099
Saved in:
3
Detecting money market bubbles
Baldeaux, Jan
;
Ignatieva, Ekaterina
;
Platen, Eckhard
-
2016
Persistent link: https://www.econbiz.de/10011778131
Saved in:
4
Quasi- Monte Carol methods for the Heston model
Baldeaux, Jan
;
Roberts, Dale
-
2012
Persistent link: https://www.econbiz.de/10009564454
Saved in:
5
Pricing of long-dated commodity derivatives with stochastic
volatility
and stochastic interest rates
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2015
Persistent link: https://www.econbiz.de/10011777512
Saved in:
6
Pricing American options with jumps in asset and
volatility
Taruvinga, Blessing
;
Kang, Boda
;
Nikitopoulos, …
-
2019
-
Updated January 2019
Persistent link: https://www.econbiz.de/10013255767
Saved in:
7
Two stochastic
volatility
processes : American option pricing
Chiarella, Carl
;
Ziveyi, Jonathan
-
2011
Persistent link: https://www.econbiz.de/10009564619
Saved in:
8
Regime switching rough Heston model
Alfeus, Mesias
;
Overbeck, Ludger
-
2018
Persistent link: https://www.econbiz.de/10011778197
Saved in:
9
Optimal investment strategies under stochastic
volatility
: estimation and applications
Chiarella, Carl
;
Hsiao, Chih-ying
-
2010
Persistent link: https://www.econbiz.de/10008663099
Saved in:
10
The evaluation of American compound option prices under stochastic
volatility
using the sparse grid approach
Chiarella, Carl
;
Kang, Boda
-
2009
Persistent link: https://www.econbiz.de/10003857524
Saved in:
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