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~isPartOf:"Quantitative finance"
~person:"Gulisashvili, Archil"
~person:"Guyon, Julien"
~subject:"Volatilität"
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Volatilität
Option pricing theory
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Gulisashvili, Archil
Guyon, Julien
Felpel, Mike
3
Gatheral, Jim
3
Horvath, Blanka Nora
3
Jacquier, Antoine
3
Kienitz, Jörg
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McWalter, Thomas A.
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Radoičić, Radoš
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Garces, Len Patrick Dominic M.
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Kim, Jeong-Hoon
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Muguruza, Aitor
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Pirjol, Dan
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Rosenbaum, Mathieu
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Tudor, Sebastian F.
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Yamazaki, Akira
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Yang, Nian
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Quantitative finance
The journal of computational finance
3
Finance and stochastics
2
International journal of theoretical and applied finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Annals of finance
1
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
1
Springer 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
Saved in:
2
Volatility is (mostly) path-dependent
Guyon, Julien
;
Lekeufack, Jordan
- In:
Quantitative finance
23
(
2023
)
9
,
pp. 1221-1258
Persistent link: https://www.econbiz.de/10014339908
Saved in:
3
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:
4
Inversion of convex ordering in the VIX market
Guyon, Julien
- In:
Quantitative finance
20
(
2020
)
10
,
pp. 1597-1623
Persistent link: https://www.econbiz.de/10012295626
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