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~isPartOf:"International journal of theoretical and applied finance"
~person:"Carr, Peter"
~person:"Ghysels, Eric"
~person:"Nielsen, Morten Ørregaard"
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Carr, Peter
Ghysels, Eric
Nielsen, Morten Ørregaard
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International journal of theoretical and applied finance
Journal of econometrics
10
CIRANO Working Papers
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Queen's Economics Department working paper
9
Queen's Economics Department Working Paper
8
Finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Journal of empirical finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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NYU Tandon Research Paper
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Robert H. Smith School Research Paper
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
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The review of economics and statistics
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Finance and stochastics
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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AFA 2005 Philadelphia Meetings
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Annual Review of Financial Economics
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Annual review of financial economics
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Semi-static hedging of barrier options under poisson jumps
Carr, Peter
- In:
International journal of theoretical and applied finance
14
(
2011
)
7
,
pp. 1091-1111
Persistent link: https://www.econbiz.de/10009407668
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2
Hedging under the Heston model with jump-to-default
Carr, Peter
;
Schoutens, Wim
- In:
International journal of theoretical and applied finance
11
(
2008
)
4
,
pp. 403-414
Persistent link: https://www.econbiz.de/10003746726
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