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~isPartOf:"Quantitative finance"
~person:"Chen, Jing"
~person:"Fouque, Jean-Pierre"
~person:"Nguyen, Duy"
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Search: subject:"Stochastisches Modell "
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Chen, Jing
Fouque, Jean-Pierre
Nguyen, Duy
Escobar, Marcos
5
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4
Gatheral, Jim
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Quantitative finance
European journal of operational research : EJOR
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Heston stochastic vol-of-vol model for joint calibration of VIX and S&P 500 options
Fouque, Jean-Pierre
;
Saporito, Y. F.
- In:
Quantitative finance
18
(
2018
)
6
,
pp. 1003-1016
Persistent link: https://www.econbiz.de/10011911259
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2
A slightly depressing jump model : intraday volatility pattern simulation
Khashanah, Khaldoun
;
Chen, Jing
;
Hawkes, Alan
- In:
Quantitative finance
18
(
2018
)
2
,
pp. 213-224
Persistent link: https://www.econbiz.de/10011905864
Saved in:
3
Performance of information criteria for selection of Hawkes process models of financial data
Chen, Jing
;
Hawkes, A. G.
;
Scalas, E.
;
Trinh, M.
- In:
Quantitative finance
18
(
2018
)
2
,
pp. 225-235
Persistent link: https://www.econbiz.de/10011905908
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