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~person:"Rebonato, Riccardo"
~subject:"Volatility"
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Search: "The journal of derivatives : the official publication of the International Association of Financial Engineers."
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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A financially motivated extension of the Heston model for a joint P- and Q-dynamics analysis of variance
Rebonato, Riccardo
;
Ng, Chu Ming
- In:
The journal of derivatives : the official publication …
25
(
2018
)
3
,
pp. 55-80
Persistent link: https://www.econbiz.de/10011941367
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The market price of volatility risk and the dynamics of market and actuarial implied volatilities
Rebonato, Riccardo
- In:
The journal of derivatives : the official publication …
24
(
2017
)
4
,
pp. 21-51
Persistent link: https://www.econbiz.de/10011687425
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