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~isPartOf:"Quantitative finance"
~isPartOf:"The European journal of finance"
~person:"Alòs, Elisa"
~subject:"Option pricing"
~subject:"Volatilität"
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Option pricing
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Alòs, Elisa
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Quantitative finance
The European journal of finance
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Exponentiation of conditional expectations under stochastic volatility
Alòs, Elisa
;
Gatheral, Jim
;
Radoičić, Radoš
- In:
Quantitative finance
20
(
2020
)
1
,
pp. 13-27
Persistent link: https://www.econbiz.de/10012194851
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2
Target volatility option
pricing
in the lognormal fractional SABR model
Alòs, Elisa
;
Chatterjee, Rupak
;
Tudor, Sebastian F.
; …
- In:
Quantitative finance
19
(
2019
)
8
,
pp. 1339-1356
Persistent link: https://www.econbiz.de/10012194791
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