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subject:"Dynamic programming"
~subject:"Option pricing theory"
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Search: subject_exact:"Wiener-Prozess"
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Jump and volatility dynamics for the S&P 500 : evidence for infinite-activity jumps with non-affine volatility dynamics from stock and option markets
Yang, Hanxue
;
Kanniainen, Juho
- In:
Review of finance : journal of the European Finance …
21
(
2017
)
2
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pp. 811-844
Persistent link: https://www.econbiz.de/10011803307
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Pricing and hedging variable annuities in a Lévy market : a risk management perspective
Kélani, Abdou
;
Quittard-Pinon, François
- In:
The journal of risk and insurance : the journal of the …
84
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2017
)
1
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pp. 209-238
Persistent link: https://www.econbiz.de/10011658207
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