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~person:"Belke, Ansgar"
~person:"Bianchi, Michele Leonardo"
~person:"Tankov, Peter"
~subject:"Volatilität"
~type_genre:"Book section"
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Volatilität
Option pricing theory
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Belke, Ansgar
Bianchi, Michele Leonardo
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Lee, Cheng F.
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Entscheidungsorientierte Volkswirtschaftslehre : Festschrift für Gustav Dieckheuer
1
Frontiers in quantitative finance : volatility and credit risk modeling
1
New developments in financial modelling
1
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
1
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Implied volatility asymptotics : Black-Scholes and beyond
Tankov, Peter
- In:
Options - 45 years since the publication of the …
,
(pp. 195-212)
.
2023
Persistent link: https://www.econbiz.de/10014366651
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2
Pricing
, hedging, and calibration in jump-diffusion models
Tankov, Peter
;
Voltchkova, Ekaterina
- In:
Frontiers in quantitative finance : volatility and …
,
(pp. 129-160)
.
2009
Persistent link: https://www.econbiz.de/10003787598
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3
A modified tempered stable distribution with volatility clustering
Kim, Young Shin
;
Račev, Svetlozar T.
;
Chung, Dong Myung
; …
- In:
New developments in financial modelling
,
(pp. 344-365)
.
2008
Persistent link: https://www.econbiz.de/10003981863
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4
Impact of exchange rate volatility on labour markets : a case of Transatlantic monetary policy coordination?
Belke, Ansgar
;
Kösters, Wim
;
Leschke, Martin
;
Polleit, …
- In:
Entscheidungsorientierte Volkswirtschaftslehre : …
,
(pp. 189-214)
.
2005
Persistent link: https://www.econbiz.de/10003345134
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