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~isPartOf:"Applied quantitative finance series"
~isPartOf:"The journal of futures markets"
~subject:"Chinese listed companies"
~subject:"Commodity derivative"
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Search: subject_exact:"Stochastic volatility model"
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Chinese listed companies
Commodity derivative
Stochastic volatility
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Stochastische Volatilität
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Option pricing theory
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Applied quantitative finance series
The journal of futures markets
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The return-volatility relation in commodity futures markets
Chiarella, Carl
;
Kang, Boda
;
Nikitopoulos, Christina …
- In:
The journal of futures markets
36
(
2016
)
2
,
pp. 127-152
Persistent link: https://www.econbiz.de/10011568056
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2
Executive stock option pricing in China under stochastic volatility
Chong, Terence Tai-Leung
;
Ding, Yue
;
Li, Yong
- In:
The journal of futures markets
35
(
2015
)
10
,
pp. 953-960
Persistent link: https://www.econbiz.de/10011392713
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