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~isPartOf:"Discussion paper"
~isPartOf:"Economics and finance working paper series"
~isPartOf:"Journal of financial economics"
~isPartOf:"Working papers / Universitat Pompeu Fabra, Department of Economics and Business"
~language:"eng"
~person:"Alòs, Elisa"
~person:"Sekhposyan, Tatevik"
~subject:"1981-2014"
~subject:"CAPM"
~subject:"Estimation theory"
~subject:"Optionspreistheorie"
~subject:"Theorie"
~subject:"Volatility"
~type:"book"
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1981-2014
CAPM
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Optionspreistheorie
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8
Prognoseverfahren
8
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8
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1968-2010
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Alòs, Elisa
Sekhposyan, Tatevik
Caporale, Guglielmo Maria
63
Gil-Alaña, Luis A.
29
Galí, Jordi
26
Martin, Alberto
19
Greenacre, Michael J.
18
Arruñada, Benito
17
Spagnolo, Nicola
17
Charness, Gary
15
Diewert, Walter E.
15
Redding, Stephen
15
Rossi, Barbara
15
Ventura, Jaume
15
Canova, Fabio
13
Freixas, Xavier
13
Ganuza, Juan José
13
Bosch Domènech, Antoni
11
Böhringer, Christoph
11
Cabrales, Antonio
11
Ciccone, Antonio
11
Gancia, Gino Alessandro
11
Laisney, François
11
Lee, Lung-Fei
11
Lourenço, Helena
11
Lugosi, Gábor
11
Nitsan, Shemuʾel
11
Peydró, José-Luis
11
Bester, Helmut
10
Fornaro, Luca
10
Garoupa, Nuno
10
Giles, David E. A.
10
Hunter, John
10
Mizuno, Tomomichi
10
Prisman, Eliezer Zeev
10
Satorra, Albert
10
Asriyan, Vladimir
9
Gennaioli, Nicola
9
Huck, Steffen
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9
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Universitat Pompeu Fabra / Departament d'Economia i Empresa
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Discussion paper
Economics and finance working paper series
Journal of financial economics
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
Barcelona GSE working paper series : working paper
4
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1
Decisions in economics and finance : DEF ; a journal of applied mathematics
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ECONIS (ZBW)
17
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11
A decomposition formula for option prices in the Heston model and applications to option pricing approximation
Alòs, Elisa
-
2009
Persistent link: https://www.econbiz.de/10008665849
Saved in:
12
A Hull and White formula for a general stochastic volatility jump-diffusion model with applications to the study of the short-time behavior of the implied volatility
Alòs, Elisa
;
León, Jorge A.
;
Pontier, Monique
;
Vives, …
-
2008
Persistent link: https://www.econbiz.de/10008663229
Saved in:
13
Evaluating predictive densities of US output growth and inflation in a large macroeconomic data set
Rossi, Barbara
;
Sekhposyan, Tatevik
-
2014
Persistent link: https://www.econbiz.de/10010373661
Saved in:
14
Conditional predictive density evaluation in the presence of instabilities
Rossi, Barbara
;
Sekhposyan, Tatevik
-
2013
Persistent link: https://www.econbiz.de/10010373947
Saved in:
15
A generalization of Hull and White formula and applications to option pricing approximation
Alòs, Elisa
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002111661
Saved in:
16
A general decomposition formula for derivative prices in stochastic volatility models
Alòs, Elisa
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001747474
Saved in:
17
On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility
Alòs, Elisa
(
contributor
);
León, Jorge A.
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003379784
Saved in:
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