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~person:"Aboura, Sofiane"
~person:"D'Addona, Stefano"
~person:"Hallerbach, Winfried G."
~subject:"Statistische Verteilung"
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Statistische Verteilung
Black-Scholes model
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Black-Scholes-Modell
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Option pricing theory
4
Optionspreistheorie
4
Volatility
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Aboura, Sofiane
D'Addona, Stefano
Hallerbach, Winfried G.
Carr, Peter
3
Chen, Ying
2
Cortes, Lina
2
Drimus, Gabriel
2
Farkas, Walter
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Mora-Valencia, Andrés
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Current topics in quantitative finance : with 23 tables
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ECONIS (ZBW)
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Nonparametric estimates of option prices via Hermite basis functions
Marinelli, Carlo
;
D'Addona, Stefano
- In:
Annals of finance
19
(
2023
)
4
,
pp. 477-522
Persistent link: https://www.econbiz.de/10014448291
Saved in:
2
Option pricing with a dynamic fat-tailed model
Aboura, Sofiane
;
Valeyre, Sebastien
;
Wagner, Niklas F.
- In:
Journal of derivatives & hedge funds
20
(
2014
)
3
,
pp. 131-155
Persistent link: https://www.econbiz.de/10010462976
Saved in:
3
Modelling option-implied return distributions: a generalized log-logistic approximation
Hallerbach, Winfried G.
- In:
Current topics in quantitative finance : with 23 tables
,
(pp. 80-92)
.
1999
Persistent link: https://www.econbiz.de/10001442926
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