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~isPartOf:"Quantitative finance"
~isPartOf:"The European journal of finance"
~person:"Romagnoli, Silvia"
~subject:"Option pricing theory"
~subject:"Volatilität"
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Option pricing theory
Volatilität
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Romagnoli, Silvia
Bayer, Christian
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Tempone, Raúl
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Quantitative finance
The European journal of finance
Finance and stochastics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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The North American journal of economics and finance : a journal of financial economics studies
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The SINC way : a fast and accurate approach to Fourier
pricing
Baschetti, Fabio
;
Bormetti, Giacomo
;
Romagnoli, Silvia
; …
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 427-446
Persistent link: https://www.econbiz.de/10013167768
Saved in:
2
A generalized approach to optimal hedging with option contracts
Bajo, Emanuele
;
Barbi, Massimiliano
;
Romagnoli, Silvia
- In:
The European journal of finance
21
(
2015
)
7/9
,
pp. 714-733
Persistent link: https://www.econbiz.de/10011302047
Saved in:
3
Multivariate digital options with memory
Cherubini, Umberto
;
Romagnoli, Silvia
- In:
The European journal of finance
17
(
2011
)
7/8
,
pp. 649-660
Persistent link: https://www.econbiz.de/10009509839
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