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~isPartOf:"CREATES Research Paper"
~isPartOf:"Cahiers de recherche"
~isPartOf:"Discussion paper"
~person:"Palma, André de"
~person:"Stentoft, Lars"
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option pricing
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Palma, André de
Stentoft, Lars
Diewert, Walter E.
10
Dionne, Georges
9
Garcia, R.
7
Genakos, Christos
6
Shimizu, Chihiro
5
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5
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2
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2
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2
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Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE)
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ECONIS (ZBW)
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1
Multivariate Option
Pricing
with Time Varying Volatility and Correlations
Rombouts, Jeroen V.K.
;
Stentoft, Lars
-
Centre Interuniversitaire sur le Risque, les Politiques …
-
2010
to option
pricing
. Specifically, we derive the risk neutral dynamics for a general class of multivariate heteroskedastic …
Persistent link: https://www.econbiz.de/10008595653
Saved in:
2
Multivariate Option
Pricing
with Time Varying Volatility and Correlations
Rombouts, J. V. K.
-
2010
to option
pricing
. Specifically, we derive the risk neutral dynamics for a general class of multivariate heteroskedastic …
Persistent link: https://www.econbiz.de/10013143636
Saved in:
3
Bayesian Option
Pricing
Using Mixed Normal Heteroskedasticity Models
Rombouts, Jeroen V.K.
;
Stentoft, Lars
-
Centre Interuniversitaire sur le Risque, les Politiques …
-
2009
While stochastic volatility models improve on the option
pricing
error when compared to the Black-Scholes-Merton model …
Persistent link: https://www.econbiz.de/10008528563
Saved in:
4
Economics of a bottleneck
Arnott, Richard
;
Palma, André de
;
Lindsey, Robin
-
1985
-
Rev. version
Persistent link: https://www.econbiz.de/10003474056
Saved in:
5
Bottleneck congestion with elastic demand
Arnott, Richard
;
Palma, André de
;
Lindsey, Robin
-
1987
-
Rev. version
Persistent link: https://www.econbiz.de/10003474048
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