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~isPartOf:"Quantitative finance"
~isPartOf:"The European journal of finance"
~person:"Abergel, Frédéric"
~person:"Ahlip, Rehez"
~person:"Guyon, Julien"
~subject:"Volatilität"
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Abergel, Frédéric
Ahlip, Rehez
Guyon, Julien
Felpel, Mike
3
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3
Horvath, Blanka Nora
3
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3
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Quantitative finance
The European journal of finance
Finance and stochastics
2
International journal of financial engineering
2
The journal of computational finance
2
Applied mathematical finance
1
Journal of mathematical finance
1
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
1
The journal of trading
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Volatility is (mostly) path-dependent
Guyon, Julien
;
Lekeufack, Jordan
- In:
Quantitative finance
23
(
2023
)
9
,
pp. 1221-1258
Persistent link: https://www.econbiz.de/10014339908
Saved in:
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
Inversion of convex ordering in the VIX market
Guyon, Julien
- In:
Quantitative finance
20
(
2020
)
10
,
pp. 1597-1623
Persistent link: https://www.econbiz.de/10012295626
Saved in:
4
Pricing
of foreign exchange options under the MPT stochastic volatility model and the CIR interest rates
Ahlip, Rehez
;
Rutkowski, Marek
- In:
The European journal of finance
22
(
2016
)
7/9
,
pp. 551-571
Persistent link: https://www.econbiz.de/10011619055
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