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~isPartOf:"Computational economics"
~isPartOf:"The American economic review"
~language:"eng"
~person:"Audrino, Francesco"
~person:"Huh, Jeonggyu"
~subject:"Volatility"
~type_genre:"Article in journal"
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Audrino, Francesco
Huh, Jeonggyu
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An analytic approximation for valuation of the American option under the Heston model in two regimes
Jeon, Junkee
;
Huh, Jeonggyu
;
Park, Kyunghyun
- In:
Computational economics
56
(
2020
)
2
,
pp. 499-528
Persistent link: https://www.econbiz.de/10012272044
Saved in:
2
Static hedges of barrier options under fast mean-reverting stochastic volatility
Huh, Jeonggyu
;
Jeon, Jaegi
;
Ma, Yong-Ki
- In:
Computational economics
55
(
2020
)
1
,
pp. 185-210
Persistent link: https://www.econbiz.de/10012222596
Saved in:
3
What drives short rate dynamics? : a functional gradient descent approach
Audrino, Francesco
- In:
Computational economics
39
(
2012
)
3
,
pp. 315-335
Persistent link: https://www.econbiz.de/10009513144
Saved in:
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