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~subject:"CAPM"
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Volatility
75
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Fukasawa, Masaaki
4
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Finance and stochastics
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204
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1
Stochastic flow approach to Dupire's formula
Jourdain, B.
- In:
Finance and stochastics
11
(
2007
)
4
,
pp. 521-535
Persistent link: https://www.econbiz.de/10003645525
Saved in:
2
The dynamics of strategic information flows in stock markets
Seiler, P.
;
Taub, Bart
- In:
Finance and stochastics
12
(
2008
)
1
,
pp. 43-82
Persistent link: https://www.econbiz.de/10003592548
Saved in:
3
Asset prices in segmented and integrated markets
Guasoni, Paolo
;
Wong, Kwok Chuen
- In:
Finance and stochastics
24
(
2020
)
4
,
pp. 939-980
Persistent link: https://www.econbiz.de/10012518130
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4
Efficient estimation of drift parameters in stochastic
volatility
models
Gloter, Arnaud
- In:
Finance and stochastics
11
(
2007
)
4
,
pp. 495-519
Persistent link: https://www.econbiz.de/10003645519
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5
Arbitrage-free market models for option prices : the multi-strike case
Schweizer, Martin
;
Wissel, Johannes
- In:
Finance and stochastics
12
(
2008
)
4
,
pp. 469-505
Persistent link: https://www.econbiz.de/10003899262
Saved in:
6
Smart expansion and fast calibration for jump diffusions
Benhamou, Eric
;
Gobet, E.
;
Miri, M.
- In:
Finance and stochastics
13
(
2009
)
4
,
pp. 563-589
Persistent link: https://www.econbiz.de/10003899530
Saved in:
7
Interacting particle systems for the computation of rare credit portfolio losses
Carmona, René
;
Fouque, Jean-Pierre
;
Vestal, Douglas
- In:
Finance and stochastics
13
(
2009
)
4
,
pp. 613-633
Persistent link: https://www.econbiz.de/10003899538
Saved in:
8
Moment explosions in stochastic
volatility
models
Andersen, Leif B. G.
;
Piterbarg, Vladimir V.
- In:
Finance and stochastics
11
(
2007
)
1
,
pp. 29-50
Persistent link: https://www.econbiz.de/10003410634
Saved in:
9
Local
volatility
dynamic models
Carmona, René
;
Nadtochiy, Sergey
- In:
Finance and stochastics
13
(
2009
)
1
,
pp. 1-48
Persistent link: https://www.econbiz.de/10003939465
Saved in:
10
Pricing options under stochastic
volatility
: a power series approach
Antonelli, Fabio
;
Scarlatti, Sergio
- In:
Finance and stochastics
13
(
2009
)
2
,
pp. 269-303
Persistent link: https://www.econbiz.de/10003939521
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