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type_genre:"Arbeitspapier"
~person:"León, Jorge A."
~source:"econis"
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Search: subject_exact:"Black-Scholes option pricing model"
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Black-Scholes model
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Black-Scholes-Modell
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León, Jorge A.
Kohlmann, Michael
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Working papers / Universitat Pompeu Fabra, Department of Economics and Business
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A Hull and White formula for a general stochastic volatility jump-diffusion model with applications to the study of the short-time behavior of the implied volatility
Alòs, Elisa
;
León, Jorge A.
;
Pontier, Monique
;
Vives, …
-
2008
Persistent link: https://www.econbiz.de/10008663229
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On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility
Alòs, Elisa
(
contributor
);
León, Jorge A.
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003379784
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