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~person:"Jacobs, Kris"
~person:"Todorov, Viktor"
~subject:"Option pricing theory"
~subject:"Option trading"
~subject:"Prognoseverfahren"
~subject:"Stochastic process"
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Option pricing theory
Option trading
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107
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105
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46
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Jacobs, Kris
Todorov, Viktor
Gupta, Rangan
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Asai, Manabu
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ECONIS (ZBW)
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Simulation methods for Lévy-driven continuous-time autoregressive moving average (CARMA) stochastic volatility models
Todorov, Viktor
;
Tauchen, George Eugene
- In:
Journal of business & economic statistics : JBES ; a …
24
(
2006
)
4
,
pp. 455-469
Persistent link: https://www.econbiz.de/10003385169
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72
The importance of the loss function in option valuation
Christoffersen, Peter F.
;
Jacobs, Kris
- In:
Journal of financial economics
72
(
2004
)
2
,
pp. 291-318
Persistent link: https://www.econbiz.de/10002033587
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