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~isPartOf:"International journal of theoretical and applied finance"
~person:"Alòs, Elisa"
~subject:"Stochastic process"
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Stochastic process
Option pricing theory
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Stochastischer Prozess
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calibration of implied volatility surface
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Alòs, Elisa
Gapeev, Pavel V.
7
Jeanblanc, Monique
7
Levendorskij, Sergej Z.
7
Fabozzi, Frank J.
5
Liu, Rui Hua
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Macrina, Andrea
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Leung, Tim
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Račev, Svetlozar T.
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Schmidt, Thorsten
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Semeraro, Patrizia
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Stoyanov, Stoyan V.
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Bianchi, Michele Leonardo
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International journal of theoretical and applied finance
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
8
Finance and stochastics
4
Quantitative finance
2
Applied mathematical finance
1
Barcelona GSE working paper series : working paper
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CARF working paper
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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CVA and vulnerable options in Stochastic volatility models
Alòs, Elisa
;
Antonelli, Fabio
;
Ramponi, A.
;
Scarlatti, S.
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012650293
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2
Calibration of stochastic volatility models via second-order approximation : the Heston case
Alòs, Elisa
;
Santiago Hernando, Rafael de
;
Vives, Josep
- In:
International journal of theoretical and applied finance
18
(
2015
)
6
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011403898
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