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~person:"Assa, Hirbod"
~person:"Gouriéroux, Christian"
~subject:"Geldpolitik"
~subject:"Theory"
~type_genre:"Collection of articles of several authors"
~type_genre:"Government document"
~type_genre:"Konferenzbeitrag"
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Assa, Hirbod
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Financial engineering in pricing agricultural derivatives based on demand and volatility
Assa, Hirbod
- In:
Agricultural finance review
76
(
2016
)
1
,
pp. 42-53
Persistent link: https://www.econbiz.de/10011695526
Saved in:
2
Dynamic factor models
Gouriéroux, Christian
;
Jasiak, Joann
-
1999
Persistent link: https://www.econbiz.de/10001380657
Saved in:
3
Stochastic volatility duration models
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1997
Persistent link: https://www.econbiz.de/10000980453
Saved in:
4
Trading patterns, time deformation and stochastic volatility in foreign exchange markets
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1996
Persistent link: https://www.econbiz.de/10000952887
Saved in:
5
Arbitrage-based pricing when volatility is stochastic
Bossaerts, Peter L.
;
Ghysels, Eric
;
Gouriéroux, Christian
-
1996
Persistent link: https://www.econbiz.de/10000950450
Saved in:
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