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~person:"Andersen, Torben"
~subject:"Stochastic process"
~subject:"Volatility"
~subject:"Volatilität"
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Search: subject:"Black-Scholes-Modell"
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Andersen, Torben
Fengler, Matthias R.
8
Kohlmann, Michael
7
Singh, Vipul Kumar
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Orlando, Giuseppe
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Construction and interpretation of model-free implied volatility
Andersen, Torben
;
Bondarenko, Oleg
-
2007
Persistent link: https://www.econbiz.de/10003556632
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2
An empirical investigation of continuous-time equity return models
Andersen, Torben
;
Benzoni, Luca
;
Lund, Jesper
-
2001
Persistent link: https://www.econbiz.de/10001615265
Saved in:
3
An empirical investigation of continuous-time equity return models
Andersen, Torben
;
Benzoni, Luca
;
Lund, Jesper
- In:
The journal of finance : the journal of the American …
57
(
2002
)
3
,
pp. 1239-1284
Persistent link: https://www.econbiz.de/10001684993
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