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~person:"Choi, Hwan-sik"
~person:"Li, Chen Xu"
~subject:"Derivat"
~subject:"Volatilität"
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Derivat
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Choi, Hwan-sik
Li, Chen Xu
Karlsson, Sune
4
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3
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Closed-form implied volatility surfaces for stochastic volatility models with jumps
Aït-Sahalia, Yacine
;
Li, Chenxu
;
Li, Chen Xu
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 364-392
Persistent link: https://www.econbiz.de/10012619431
Saved in:
2
An asymptotic analysis of likelihood-based diffusion
model
selection
using high frequency data
Choi, Hwan-sik
;
Jeong, Minsoo
;
Park, Joon Y.
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 539-557
Persistent link: https://www.econbiz.de/10010256867
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