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~person:"Avellaneda, Marco"
~person:"Belke, Ansgar"
~person:"Bianchi, Michele Leonardo"
~subject:"Volatilität"
~subject:"Währungsrisiko"
~type_genre:"Book section"
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Volatilität
Währungsrisiko
Option pricing theory
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Optionspreistheorie
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Avellaneda, Marco
Belke, Ansgar
Bianchi, Michele Leonardo
Bansal, Ravi
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Bellalah, Mondher
2
Billio, Monica
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2
Ellis, Craig
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Entscheidungsorientierte Volkswirtschaftslehre : Festschrift für Gustav Dieckheuer
1
New developments in financial modelling
1
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
1
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ECONIS (ZBW)
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Modeling volatility risk in equity options market : a statistical approach
Dobi, Doris
;
Avellaneda, Marco
- In:
Options - 45 years since the publication of the …
,
(pp. 257-292)
.
2023
Persistent link: https://www.econbiz.de/10014366655
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2
A modified tempered stable distribution with volatility clustering
Kim, Young Shin
;
Račev, Svetlozar T.
;
Chung, Dong Myung
; …
- In:
New developments in financial modelling
,
(pp. 344-365)
.
2008
Persistent link: https://www.econbiz.de/10003981863
Saved in:
3
Impact of exchange rate volatility on labour markets : a case of Transatlantic monetary policy coordination?
Belke, Ansgar
;
Kösters, Wim
;
Leschke, Martin
;
Polleit, …
- In:
Entscheidungsorientierte Volkswirtschaftslehre : …
,
(pp. 189-214)
.
2005
Persistent link: https://www.econbiz.de/10003345134
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