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~isPartOf:"Meddelanden från Svenska Handelshögskolan"
~language:"deu"
~language:"eng"
~person:"Mathew, Thomas"
~person:"Söderman, Ronnie"
~subject:"Theorie"
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Mathew, Thomas
Söderman, Ronnie
Stenbacka, Rune
13
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8
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4
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4
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ECONIS (ZBW)
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Maximum loss calculation using scenario analysis, heavy tails and implied volatility patterns
Söderman, Ronnie
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001544974
Saved in:
2
Examining and modeling the dynamics of the volatility surface : an empirical study of the DAX and ESX options market
Söderman, Ronnie
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001544976
Saved in:
3
Pricing index options with stochastic volatility : on the efficiency of the Square Root Model
Söderman, Ronnie
(
contributor
); …
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001544977
Saved in:
4
Volatility smile dynamics in scenario analysis
Sundkvist, Kim
(
contributor
);
Söderman, Ronnie
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001557340
Saved in:
5
Wishart and chi-square distributions associated with matrix quadratic forms
Mathew, Thomas
-
1996
Persistent link: https://www.econbiz.de/10000954380
Saved in:
6
Inequalities for the probability content of a rotated ellipse and related stochastic domination results
Mathew, Thomas
;
Nordström, Kenneth
-
1996
Persistent link: https://www.econbiz.de/10000954500
Saved in:
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