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~isPartOf:"Journal of econometrics"
~isPartOf:"Mathematical methods of operations research"
~language:"eng"
~person:"Blatter, Anja"
~person:"Kim, Young Shin"
~source:"econis"
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Option Prices with Stochastic...
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Blatter, Anja
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The relative entropy in CGMY processes and its applications to finance
Kim, Young Shin
;
Lee, Jeong Hyun
- In:
Mathematical methods of operations research
66
(
2007
)
2
,
pp. 327-338
Persistent link: https://www.econbiz.de/10003564151
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2
Quanto option pricing in the presence of fat tails and asymmetric dependence
Kim, Young Shin
;
Lee, Jaesung
;
Mittnik, Stefan
;
Park, Jiho
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 512-520
Persistent link: https://www.econbiz.de/10011499753
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3
Dependence properties and comparison results for Lévy processes
Bäuerle, Nicole
;
Blatter, Anja
;
Müller, Alfred
- In:
Mathematical methods of operations research
67
(
2008
)
1
,
pp. 161-186
Persistent link: https://www.econbiz.de/10003643618
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