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~isPartOf:"Quantitative finance"
~isPartOf:"The European journal of finance"
~person:"Horvath, Blanka Nora"
~subject:"Option pricing theory"
~subject:"Volatilität"
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Option pricing theory
Volatilität
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Horvath, Blanka Nora
Bayer, Christian
7
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Quantitative finance
The European journal of finance
International journal of theoretical and applied finance
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ECONIS (ZBW)
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Short-time near-the-money skew in rough fractional volatility models
Bayer, Christian
;
Friz, Peter K.
;
Gulisashvili, Archil
; …
- In:
Quantitative finance
19
(
2019
)
5
,
pp. 779-798
Persistent link: https://www.econbiz.de/10012194716
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2
Mass at zero in the uncorrelated SABR model and implied volatility asymptotics
Gulisashvili, Archil
;
Horvath, Blanka Nora
;
Jacquier, …
- In:
Quantitative finance
18
(
2018
)
10
,
pp. 1753-1765
Persistent link: https://www.econbiz.de/10012261909
Saved in:
3
Deep learning volatility : a deep neural network perspective on
pricing
and calibration in (rough) volatility models
Horvath, Blanka Nora
;
Muguruza, Aitor
;
Tomas, Mehdi
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 11-27
Persistent link: https://www.econbiz.de/10012424629
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