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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~isPartOf:"Working paper"
~person:"Kang, Boda"
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Search: subject_exact:"Stochastic volatility model"
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Stochastic volatility
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Stochastische Volatilität
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Capital market returns
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Kang, Boda
Chiarella, Carl
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Discussion paper / Centre for Economic Policy Research
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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The journal of futures markets
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ECONIS (ZBW)
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The return-volatility relation in commodity futures markets
Chiarella, Carl
;
Kang, Boda
;
Sklibosios Nikitopoulosa, …
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2013
Persistent link: https://www.econbiz.de/10009789508
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The evaluation of American compound option prices under stochastic volatility using the sparse grid approach
Chiarella, Carl
;
Kang, Boda
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2009
Persistent link: https://www.econbiz.de/10003857524
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