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~isPartOf:"Quantitative finance"
~isPartOf:"The European journal of finance"
~language:"eng"
~person:"Abergel, Frédéric"
~person:"Yamazaki, Akira"
~subject:"Volatilität"
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Abergel, Frédéric
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Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011
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ECONIS (ZBW)
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Probability weighting and default risk : a possible explanation for distressed stock puzzles
Yamazaki, Akira
- In:
Quantitative finance
20
(
2020
)
5
,
pp. 745-767
Persistent link: https://www.econbiz.de/10012262617
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2
A dynamic equilibrium model for U-shaped
pricing
kernels
Yamazaki, Akira
- In:
Quantitative finance
18
(
2018
)
5
,
pp. 851-875
Persistent link: https://www.econbiz.de/10011907953
Saved in:
3
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
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