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~person:"Belke, Ansgar"
~person:"Lo, Andrew W."
~person:"Tankov, Peter"
~subject:"Schätzung"
~subject:"Volatilität"
~type_genre:"Book section"
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Option pricing theory
5
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USA
3
United States
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Belke, Ansgar
Lo, Andrew W.
Tankov, Peter
Loy, Jens-Peter
4
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3
Fabozzi, Frank J.
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Advances in economics and econometrics ; Vol. 2
1
Applications
1
Entscheidungsorientierte Volkswirtschaftslehre : Festschrift für Gustav Dieckheuer
1
Frontiers in quantitative finance : volatility and credit risk modeling
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)
5
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Implied volatility asymptotics : Black-Scholes and beyond
Tankov, Peter
- In:
Options - 45 years since the publication of the …
,
(pp. 195-212)
.
2023
Persistent link: https://www.econbiz.de/10014366651
Saved in:
2
Stock market trading volume
Lo, Andrew W.
;
Wang, Jiang
-
2010
Persistent link: https://www.econbiz.de/10003900815
Saved in:
3
Trading volume
Lo, Andrew W.
;
Wang, Jiang
-
2003
Persistent link: https://www.econbiz.de/10002011568
Saved in:
4
Pricing
, hedging, and calibration in jump-diffusion models
Tankov, Peter
;
Voltchkova, Ekaterina
- In:
Frontiers in quantitative finance : volatility and …
,
(pp. 129-160)
.
2009
Persistent link: https://www.econbiz.de/10003787598
Saved in:
5
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
Saved in:
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