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~person:"Alòs, Elisa"
~subject:"Black-Scholes model"
~subject:"Stochastic volatility model"
~subject:"Volatilität"
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Black-Scholes model
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Alòs, Elisa
Benth, Fred Espen
12
Gannon, Gerard L.
12
McAleer, Michael
10
Escobar, Marcos
9
Fouque, Jean-Pierre
9
Carr, Peter
7
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6
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6
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Au-Yeung, Siu Pang
5
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Cont, Rama
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Decisions in economics and finance : DEF ; a journal of applied mathematics
2
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ECONIS (ZBW)
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CVA and vulnerable options in Stochastic volatility models
Alòs, Elisa
;
Antonelli, Fabio
;
Ramponi, A.
;
Scarlatti, S.
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012650293
Saved in:
2
On the second derivative of the at-the-money implied volatility in stochastic volatility models
Alòs, Elisa
;
León, Jorge A.
-
2015
-
Revised: October 2015
Persistent link: https://www.econbiz.de/10011427674
Saved in:
3
Volatility and volatility-linked derivatives : estimation,modeling, and pricing
Alòs, Elisa
;
Mancino, Maria Elvira
;
Wang, Tai-Ho
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 321-349
Persistent link: https://www.econbiz.de/10012127219
Saved in:
4
A note on the implied volatility of floating strike Asian options
Alòs, Elisa
;
León, Jorge A.
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 743-758
Persistent link: https://www.econbiz.de/10012127320
Saved in:
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