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A multi-factor Markovian HJM m...
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Nandi, Saikat
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Pricing and hedging index options under stochastic volatility : an empirical examiniation
Nandi, Saikat
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1996
Persistent link: https://www.econbiz.de/10000958009
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2
Testing Kuznets' hypothesis for Russian regions : trends and interpretations
Alm, James
;
Grigoriev, Ruslan A.
;
Kramin, Marat V.
; …
-
2016
Persistent link: https://www.econbiz.de/10011716760
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3
A discrete-time two-factor model for pricing bonds and interest rate derivatives under Random volatility
Heston, Steven L.
;
Nandi, Saikat
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1999
Persistent link: https://www.econbiz.de/10001444589
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4
Derivatives on volatility : some simple solutions based on observables
Heston, Steven L.
;
Nandi, Saikat
-
2000
Persistent link: https://www.econbiz.de/10001537175
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5
A closed-form GARCH option pricing model
Heston, Steven L.
;
Nandi, Saikat
-
1997
Persistent link: https://www.econbiz.de/10000985996
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6
Preference-free option pricing with path-dependent volatility : a clsosed-form approach
Heston, Steven L.
;
Nandi, Saikat
-
1999
Persistent link: https://www.econbiz.de/10001408069
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