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~isPartOf:"Quantitative finance"
~isPartOf:"The European journal of finance"
~person:"Agarwal, Ankush"
~person:"De Marco, Stefano"
~subject:"Stochastic process"
~subject:"Volatilität"
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Agarwal, Ankush
De Marco, Stefano
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Quantitative finance
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Moment generating functions and normalized implied volatilities : unification and extension via Fukasawa's
pricing
formula
De Marco, Stefano
;
Martini, Claude
- In:
Quantitative finance
18
(
2018
)
4
,
pp. 609-622
Persistent link: https://www.econbiz.de/10011906443
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2
Weak approximations and VIX option price expansions in forward variance curve models
Bourgey, F.
;
De Marco, Stefano
;
Gobet, Emmanuel
- In:
Quantitative finance
23
(
2023
)
9
,
pp. 1259-1283
Persistent link: https://www.econbiz.de/10014339914
Saved in:
3
The implied Sharpe ratio
Agarwal, Ankush
;
Lorig, Matthew
- In:
Quantitative finance
20
(
2020
)
6
,
pp. 1009-1026
Persistent link: https://www.econbiz.de/10012262655
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