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~isPartOf:"Journal of banking & finance"
~person:"Violante, Francesco"
~subject:"Multivariate GARCH"
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Multivariate GARCH
Option pricing theory
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Violante, Francesco
Rombouts, Jeroen V. K.
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Pricing individual stock options using both stock and market index information
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Francesco
- In:
Journal of banking & finance
111
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012221075
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