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person:"Rombouts, Jeroen V. K."
~isPartOf:"CREATES research paper"
~subject:"Optionspreistheorie"
~type_genre:"Arbeitspapier"
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Rombouts, Jeroen V. K.
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CREATES research paper
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Multivariate option pricing with time varying volatility and correlations
Rombouts, Jeroen V. K.
;
Stentoft, Lars
-
2010
Persistent link: https://www.econbiz.de/10003963064
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Bayesian option pricing using mixed normal heteroskedasticity models
Rombouts, Jeroen V. K.
;
Stentoft, Lars
-
2009
Persistent link: https://www.econbiz.de/10003849502
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