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~isPartOf:"International review of financial analysis"
~person:"Benth, Fred Espen"
~person:"Bougias, Alexandros"
~person:"Kim, Young Shin"
~person:"Subrahmanyam, Marti G."
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Option Prices with Stochastic...
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Benth, Fred Espen
Bougias, Alexandros
Kim, Young Shin
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Lai, Van Son
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International review of financial analysis
International journal of theoretical and applied finance
7
Journal of banking & finance
6
Applied mathematical finance
5
Finance and stochastics
4
Energy economics
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Review of derivatives research
3
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
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CoFE Discussion Paper
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CoFE discussion papers
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
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Journal of risk and financial management : JRFM
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Quantitative finance
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Risks : open access journal
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The Frank J. Fabozzi series
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The Geneva papers on risk and insurance theory
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The review of financial studies
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Working paper series in economics
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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Applied financial economics
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Arbeitspapier - NYU Salomon Center for the Study of Financial Institutions -Derivatives
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Australian journal of management
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Beiträge zur Mikro- und zur Makroökonomik : Festschrift für Hans Jürgen Ramser ; mit 24 Tabellen
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Digital finance : smart data analytics, investment innovation, and financial technology
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Economics letters
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European finance review : the official journal of the European Finance Association
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Frank J. Fabozzi Ser
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IMA journal of management mathematics
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Journal of economic dynamics & control
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Journal of forecasting
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Lecture notes in mathematics : a collection of informal reports and seminars
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The role of asset payouts in the estimation of default barriers
Bougias, Alexandros
;
Episcopos, Athanasios
;
Leledakis, …
- In:
International review of financial analysis
81
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013396237
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2
Option pricing under stochastic volatility and tempered stable Lévy jumps
Zaevski, Tsvetelin S.
;
Kim, Young Shin
;
Fabozzi, Frank J.
- In:
International review of financial analysis
31
(
2014
),
pp. 101-108
Persistent link: https://www.econbiz.de/10010461532
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