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~isPartOf:"Quantitative finance"
~isPartOf:"The European journal of finance"
~language:"eng"
~person:"Abergel, Frédéric"
~person:"Gudkov, Nikolay"
~subject:"Volatilität"
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Abergel, Frédéric
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Quantitative finance
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Application of power series approximation techniques to valuation of European style options
Gudkov, Nikolay
;
Ziveyi, Jonathan
- In:
Quantitative finance
21
(
2021
)
4
,
pp. 609-635
Persistent link: https://www.econbiz.de/10012483842
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2
Market impact : a systematic study of the high frequency options market
Said, Emilio
;
Bel Hadj Ayed, Ahmed
;
Thillou, Damien
; …
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 69-84
Persistent link: https://www.econbiz.de/10012424634
Saved in:
3
Pricing
of guaranteed minimum withdrawal benefits in variable annuities under stochastic volatility, stochastic interest rates and stochastic mortality via the componentwise splitt...
Gudkov, Nikolay
;
Ignatieva, Ekaterina
;
Ziveyi, Jonathan
- In:
Quantitative finance
19
(
2019
)
3
,
pp. 501-518
Persistent link: https://www.econbiz.de/10012194671
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