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~isPartOf:"Journal of econometrics"
~person:"Karlsson, Sune"
~person:"Li, Chen Xu"
~subject:"Derivat"
~subject:"Volatilität"
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Closed-form implied volatility surfaces for stochastic volatility models with jumps
Aït-Sahalia, Yacine
;
Li, Chenxu
;
Li, Chen Xu
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 364-392
Persistent link: https://www.econbiz.de/10012619431
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