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~subject:"Volatility"
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Volatility
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Wilmott, Paul
4
Oztukel, Asli
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Rasmussen, Henrik
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International journal of theoretical and applied finance
1
Mathematical finance
1
New directions in mathematical finance
1
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
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ECONIS (ZBW)
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Uncertain parameters, an empirical stochastic volatility model and confidence limits
Oztukel, Asli
;
Wilmott, Paul
-
1999
Persistent link: https://www.econbiz.de/10009582829
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Uncertain parameters, an empirical stochastic volatility model and confidence limits
Wilmott, Paul
- In:
International journal of theoretical and applied finance
1
(
1998
)
1
,
pp. 175-189
Persistent link: https://www.econbiz.de/10001236669
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3
Asymptotic analysis of stochastic volatility models
Rasmussen, Henrik
;
Wilmott, Paul
- In:
New directions in mathematical finance
,
(pp. 19-31)
.
2002
Persistent link: https://www.econbiz.de/10001736545
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4
How good is Black-Scholes-Merton, really?
Wilmott, Paul
- In:
Options - 45 years since the publication of the …
,
(pp. 17-27)
.
2023
Persistent link: https://www.econbiz.de/10014366584
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