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isPartOf:"Review of quantitative finance and accounting"
~subject:"Option pricing theory"
~type:"article"
~type_genre:"Aufsatz in Zeitschrift"
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Aufsatz in Zeitschrift
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Li, Bingxin
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Kenç, Turalay
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Review of quantitative finance and accounting
Journal of banking & finance
13
The journal of futures markets
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The North American journal of economics and finance : a journal of financial economics studies
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Non-linear volatility with normal inverse Gaussian innovations : ad-hoc analytic option pricing
Mozumder, Sharif
;
Talukdar, Bakhtear
;
Kabir, M. Humayun
; …
- In:
Review of quantitative finance and accounting
62
(
2024
)
1
,
pp. 97-133
Persistent link: https://www.econbiz.de/10014502965
Saved in:
2
Estimating volatility clustering and variance risk premium effects on bank default indicators
Kenç, Turalay
;
Cevik, Emrah Ismail
- In:
Review of quantitative finance and accounting
57
(
2021
)
4
,
pp. 1373-1392
Persistent link: https://www.econbiz.de/10012660703
Saved in:
3
Option-implied filtering : evidence from the GARCH option pricing model
Li, Bingxin
- In:
Review of quantitative finance and accounting
54
(
2020
)
3
,
pp. 1037-1057
Persistent link: https://www.econbiz.de/10012233110
Saved in:
4
Assessing the performance of symmetric and asymmetric implied volatility functions
Andreou, Panayiotis C.
;
Charalambous, Chris
; …
- In:
Review of quantitative finance and accounting
42
(
2014
)
3
,
pp. 373-397
Persistent link: https://www.econbiz.de/10010391631
Saved in:
5
The GARCH option pricing model: a modification of lattice approach
Wu, Chun-chou
- In:
Review of quantitative finance and accounting
26
(
2006
)
1
,
pp. 55-66
Persistent link: https://www.econbiz.de/10003271040
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