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~person:"Alòs, Elisa"
~subject:"EU-Staaten"
~subject:"Landwirtschaft"
~subject:"Volatilität"
~type_genre:"Non-commercial literature"
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Alòs, Elisa
McAleer, Michael
33
Koopman, Siem Jan
21
Chan, Joshua
16
Mumtaz, Haroon
15
Bos, Charles S.
14
Martin, Gael M.
14
Clark, Todd E.
13
Asai, Manabu
12
Härdle, Wolfgang
12
Marcellino, Massimiliano
11
Shephard, Neil G.
11
Carriero, Andrea
10
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Forbes, Catherine Scipione
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10
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10
Yu, Jun
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9
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8
Rubio-Ramírez, Juan Francisco
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7
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7
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6
Lange, Joachim
6
Leon-Gonzalez, Roberto
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Schlag, Christian
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Spokojnyj, Vladimir G.
6
Tauchen, George Eugene
6
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5
Caporin, Massimiliano
5
Chang, Chia-Lin
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A closed-form option pricing approximation formula for a fractional Heston model
Alòs, Elisa
;
Yang, Yan
-
2014
Persistent link: https://www.econbiz.de/10010425642
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2
The implied volatility of forward starting options : ATM short-time level, skew and curvature
Alòs, Elisa
;
Jacquier, Antoine
;
León, Jorge A.
-
2017
Persistent link: https://www.econbiz.de/10011686975
Saved in:
3
The implied volatility of forward starting options : ATM short-time level, skew and curvature
Alòs, Elisa
;
Jacquier, Antoine
;
León, Jorge A.
-
2017
Persistent link: https://www.econbiz.de/10011778056
Saved in:
4
On Margrabe options written on stochastic volatility models
Alòs, Elisa
;
Rheinländer, Thorsten
-
2015
Persistent link: https://www.econbiz.de/10011442222
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5
A Hull and White formula for a general stochastic volatility jump-diffusion model with applications to the study of the short-time behavior of the implied volatility
Alòs, Elisa
;
León, Jorge A.
;
Pontier, Monique
;
Vives, …
-
2008
Persistent link: https://www.econbiz.de/10008663229
Saved in:
6
Calibration of stochastic volatility models via second order approximation : the Heston model case
Alòs, Elisa
;
Santiago, Rafael de
;
Vives, Josep
-
2012
Persistent link: https://www.econbiz.de/10009724303
Saved in:
7
On the second derivative of the at-the-money implied volatility in stochastic volatility models
Alòs, Elisa
;
León, Jorge A.
-
2015
-
Revised: October 2015
Persistent link: https://www.econbiz.de/10011427674
Saved in:
8
Forward start volatility swaps in rough volatility models
Alòs, Elisa
;
Rolloos, Frido
;
Shiraya, Kenichiro
-
2022
Persistent link: https://www.econbiz.de/10014266236
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