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~isPartOf:"Review of quantitative finance and accounting"
~person:"Sokolinskiy, Oleg"
~subject:"ARCH model"
~subject:"Optionspreistheorie"
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Sokolinskiy, Oleg
Chang, Chuang-chang
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Debt rollover-induced local volatility model
Sokolinskiy, Oleg
- In:
Review of quantitative finance and accounting
52
(
2019
)
4
,
pp. 1065-1084
Persistent link: https://www.econbiz.de/10012172912
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2
R-2GAM stochastic volatility model : flexibility and calibration
Lee, Cheng F.
;
Sokolinskiy, Oleg
- In:
Review of quantitative finance and accounting
45
(
2015
)
3
,
pp. 463-483
Persistent link: https://www.econbiz.de/10011531991
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