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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"NBER working paper series"
~subject:"Optionspreistheorie"
~type_genre:"Conference paper"
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Optionspreistheorie
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International journal of theoretical and applied finance
Journal of banking & finance
Journal of financial econometrics : official journal of the Society for Financial Econometrics
NBER working paper series
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
4
Computational Management Science : CMS
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Economic dynamics and sustainable development ; Part 2
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ECONIS (ZBW)
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First-order asymptotics of path-dependent derivatives in multiscale stochastic volatility environment
Saporito, Yuri F.
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011889526
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2
Skewed Lévy models and implied volatility skew
Olivera, Federico de
;
Barbachan, José Santiago Fajardo
; …
- In:
International journal of theoretical and applied finance
21
(
2018
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011854458
Saved in:
3
Expansion formulas for European quanto options in a local volatility FX-LIBOR model
Hok, Julien
;
Ngare, Philip
;
Papapantoleon, Antonis
- In:
International journal of theoretical and applied finance
21
(
2018
)
2
,
pp. 1-43
Persistent link: https://www.econbiz.de/10011854564
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