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Implied and realized volatility in the cross-section of equity options
Ammann, Manuel
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Skovmand, David
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Verhofen, Michael
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2009
Persistent link: https://www.econbiz.de/10003906281
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Picard approximation of stochastic differential equations and application to LIBOR models
Papapantoleon, Antonis
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Skovmand, David
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2010
Persistent link: https://www.econbiz.de/10008651711
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Efficient and accurate log-Lévi approximations to Lévi driven LIBOR models
Papapantoleon, Antonis
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Schoenmakers, John
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Skovmand, David
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2011
Persistent link: https://www.econbiz.de/10009152332
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