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type_genre:"Working Paper"
~isPartOf:"Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève"
~person:"Platen, Eckhard"
~person:"Scaillet, Olivier"
~type_genre:"Graue Literatur"
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Stochastischer Prozess
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Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
20
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Pricing american options under stochastic volatility and stochastic interest rates
Medvedev, Alexey
;
Scaillet, Olivier
-
2009
-
This version Sept. 2009
Persistent link: https://www.econbiz.de/10003936104
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2
Approximation and calibration of short-term implied volatilities under jump-diffusion stochastic volatility
Medvedev, Alexey
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003354334
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3
Testing for stochastic dominance efficiency
Scaillet, Olivier
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003120505
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