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~isPartOf:"Quantitative finance"
~isPartOf:"The European journal of finance"
~person:"Gatheral, Jim"
~subject:"Volatilität"
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Volatilität
Option pricing theory
3
Optionspreistheorie
3
Stochastic process
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Stochastischer Prozess
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Volatility
3
ARCH model
1
ARCH-Modell
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Conditional expectations
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Gatheral, Jim
Felpel, Mike
3
Horvath, Blanka Nora
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Jacquier, Antoine
3
Kienitz, Jörg
3
Kim, Jeong-Hoon
3
McWalter, Thomas A.
3
Radoičić, Radoš
3
Aguilar, Jean-Philippe
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Alòs, Elisa
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Bayer, Christian
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Chatterjee, Rupak
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2
Rosenbaum, Mathieu
2
Schoutens, Wim
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Tudor, Sebastian F.
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Yamazaki, Akira
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Zhu, Song-Ping
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Ziveyi, Jonathan
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AbaOud, Mohammed A.
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Quantitative finance
The European journal of finance
International journal of theoretical and applied finance
3
Finance and stochastics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
1
Wiley finance series
1
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ECONIS (ZBW)
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Volatility is rough
Gatheral, Jim
;
Jaisson, Thibault
;
Rosenbaum, Mathieu
- In:
Quantitative finance
18
(
2018
)
6
,
pp. 933-949
Persistent link: https://www.econbiz.de/10011910932
Saved in:
2
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
Saved in:
3
The Zumbach effect under rough Heston
El Euch, Omar
;
Gatheral, Jim
;
Radoičić, Radoš
; …
- In:
Quantitative finance
20
(
2020
)
2
,
pp. 235-241
Persistent link: https://www.econbiz.de/10012194863
Saved in:
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