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~isPartOf:"International journal of finance & economics : IJFE"
~subject:"Credit risk"
~subject:"Derivative"
~subject:"Option pricing theory"
~subject:"weather derivatives"
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International journal of finance & economics : IJFE
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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2006 Annual Meeting, August 12-18, 2006, Queensland, Australia
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Joint calibration of S&P 500 and VIX options under local stochastic volatility models
Zhou, Zhiqiang
;
Xu, Wei
;
Rubtsov, Alexey
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 273-310
Persistent link: https://www.econbiz.de/10014469009
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