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~person:"Cui, Zhenyu"
~person:"Jacquier, Antoine (Jack)"
~person:"Maddison, David"
~subject:"Hedonischer Preisindex"
~subject:"Volatilität"
~type_genre:"Aufsatz im Buch"
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Closed-form variance swap prices under general affine GARCH models and their continuous-time limits
Andrikopoulos, Alexandru
;
Cui, Zhenyu
;
Ortega, Juan-Pablo
- In:
Application of operations research to financial markets
,
(pp. 27-57)
.
2019
Persistent link: https://www.econbiz.de/10012157341
Saved in:
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Der Wert des Klimas für Haushalte in Deutschland
Rehdanz, Katrin
;
Maddison, David
- In:
Deutschland regional : sozialwissenschaftliche Daten im …
,
(pp. 211-225)
.
2005
Persistent link: https://www.econbiz.de/10003228951
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