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Asset pricing and the role of macroeconomic volatility
D'Addona, Stefano
;
Giannikos, Christos
- In:
Annals of finance
10
(
2014
)
2
,
pp. 197-215
Persistent link: https://www.econbiz.de/10010350379
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Nonparametric estimates of option prices via Hermite basis functions
Marinelli, Carlo
;
D'Addona, Stefano
- In:
Annals of finance
19
(
2023
)
4
,
pp. 477-522
Persistent link: https://www.econbiz.de/10014448291
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