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~person:"Alòs, Elisa"
~subject:"Stochastischer Prozess"
~subject:"Volatilität"
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Stochastischer Prozess
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Alòs, Elisa
Benth, Fred Espen
18
McAleer, Michael
13
Gannon, Gerard L.
12
Escobar, Marcos
11
Perrakis, Stylianos
11
Chiarella, Carl
9
Cui, Zhenyu
9
Fouque, Jean-Pierre
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Chang, Chia-Lin
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Kwok, Yue-Kuen
7
Nikitopoulos, Christina Sklibosios
7
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Park, Yang-Ho
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Schoutens, Wim
7
Skiadopoulos, George
7
Zhang, Jin E.
7
Zheng, Wendong
7
Alexander, Carol
6
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6
Floros, Christos
6
Härdle, Wolfgang
6
Kokholm, Thomas
6
Madan, Dilip B.
6
Monfort, Alain
6
Packham, Natalie
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6
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6
Xu, Wei
6
Au-Yeung, Siu Pang
5
Bauwens, Luc
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Decisions in economics and finance : DEF ; a journal of applied mathematics
2
International journal of theoretical and applied finance
1
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1
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ECONIS (ZBW)
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CVA and vulnerable options in Stochastic volatility models
Alòs, Elisa
;
Antonelli, Fabio
;
Ramponi, A.
;
Scarlatti, S.
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012650293
Saved in:
2
On the second derivative of the at-the-money implied volatility in stochastic volatility models
Alòs, Elisa
;
León, Jorge A.
-
2015
-
Revised: October 2015
Persistent link: https://www.econbiz.de/10011427674
Saved in:
3
Volatility and volatility-linked derivatives : estimation,modeling, and pricing
Alòs, Elisa
;
Mancino, Maria Elvira
;
Wang, Tai-Ho
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 321-349
Persistent link: https://www.econbiz.de/10012127219
Saved in:
4
A note on the implied volatility of floating strike Asian options
Alòs, Elisa
;
León, Jorge A.
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 743-758
Persistent link: https://www.econbiz.de/10012127320
Saved in:
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