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~isPartOf:"Frontiers in quantitative finance : volatility and credit risk modeling"
~person:"Belke, Ansgar"
~person:"Lee, Roger"
~person:"Tankov, Peter"
~subject:"Volatility"
~subject:"Volatilität"
~type_genre:"Book section"
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Frontiers in quantitative finance : volatility and credit risk modeling
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
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Entscheidungsorientierte Volkswirtschaftslehre : Festschrift für Gustav Dieckheuer
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On black-scholes implied volatility at extreme strikes
Benaim, Shalom
;
Friz, Peter
;
Lee, Roger
- In:
Frontiers in quantitative finance : volatility and …
,
(pp. 19-45)
.
2009
Persistent link: https://www.econbiz.de/10003787593
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2
Pricing
, hedging, and calibration in jump-diffusion models
Tankov, Peter
;
Voltchkova, Ekaterina
- In:
Frontiers in quantitative finance : volatility and …
,
(pp. 129-160)
.
2009
Persistent link: https://www.econbiz.de/10003787598
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