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~isPartOf:"Journal of econometrics"
~person:"Kim, Young Shin"
~person:"Račev, Svetlozar T."
~subject:"Statistische Verteilung"
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Statistische Verteilung
Black-Scholes option pricing
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Lévy process
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Multivariate normal tempered stable process
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Nikkei 225 dollar options
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Option pricing theory
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Optionspreistheorie
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Quanto option
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Statistical distribution
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Stochastischer Prozess
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Kim, Young Shin
Račev, Svetlozar T.
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Journal of econometrics
International journal of theoretical and applied finance
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Journal of banking & finance
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Working paper series in economics
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Journal of risk and financial management : JRFM
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Quanto option pricing in the presence of fat tails and asymmetric dependence
Kim, Young Shin
;
Lee, Jaesung
;
Mittnik, Stefan
;
Park, Jiho
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 512-520
Persistent link: https://www.econbiz.de/10011499753
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