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~isPartOf:"IMF Working Papers"
~isPartOf:"IMF working papers"
~isPartOf:"Journal of economic dynamics & control"
~language:"eng"
~person:"Kirkby, J. Lars"
~person:"Tzavalis, Elias"
~subject:"American options"
~subject:"Inflation"
~subject:"Stochastic process"
~type:"article"
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A unified approach to Bermudan and barrier options under stochastic volatility models with jumps
Kirkby, J. Lars
;
Nguyen, Duy
;
Cui, Zhenyu
- In:
Journal of economic dynamics & control
80
(
2017
),
pp. 75-100
Persistent link: https://www.econbiz.de/10011817629
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Shifts in volatility driven by large stock market shocks
Dendramis, Yiannis
;
Kapetanios, George
;
Tzavalis, Elias
- In:
Journal of economic dynamics & control
55
(
2015
),
pp. 130-147
Persistent link: https://www.econbiz.de/10011587216
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