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~person:"Douady, Raphaël"
~person:"Kim, Myungsup"
~person:"Lin, Zuodong"
~subject:"ARCH-Modell"
~subject:"Stochastic process"
~subject:"Stochastic volatility"
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Douady, Raphaël
Kim, Myungsup
Lin, Zuodong
Kim, Young Shin
27
Fabozzi, Frank J.
15
Račev, Svetlozar T.
15
Bianchi, Michele Leonardo
9
Kim, Yong-jin
3
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2
Kunitomo, Naoto
2
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ECONIS (ZBW)
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Tempered stable processes with time-varying exponential tails
Kim, Young Shin
;
Roh, Kum-Hwan
;
Douady, Raphaël
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 541-561
Persistent link: https://www.econbiz.de/10013167779
Saved in:
2
Option pricing and hedging under a stochastic volatility Lévy process model
Kim, Young Shin
;
Fabozzi, Frank J.
;
Lin, Zuodong
; …
- In:
Review of derivatives research
15
(
2012
)
1
,
pp. 81-97
Persistent link: https://www.econbiz.de/10009627431
Saved in:
3
On the accuracy of bootstrap confidence intervals for efficiency levels in stochastic frontier models with panel data
Kim, Myungsup
;
Kim, Yangseon
;
Schmidt, Peter
- In:
Journal of productivity analysis
28
(
2007
)
3
,
pp. 165-181
Persistent link: https://www.econbiz.de/10003617115
Saved in:
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