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~person:"Boyarchenko, Svetlana"
~person:"Schoutens, Wim"
~person:"SenGupta, Indranil"
~subject:"Volatility"
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Boyarchenko, Svetlana
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Performance of advanced stock price models when it becomes exotic : an empirical study
Junike, Gero
;
Schoutens, Wim
;
Stier, Hauke
- In:
Annals of finance
18
(
2022
)
1
,
pp. 109-119
Persistent link: https://www.econbiz.de/10013194639
Saved in:
2
Sequential hypothesis testing in machine learning, and crude oil price jump size detection
Roberts, Michael
;
SenGupta, Indranil
- In:
Applied mathematical finance
27
(
2020
)
5
,
pp. 374-395
Persistent link: https://www.econbiz.de/10012501621
Saved in:
3
Pricing covariance swaps for Barndorff-Nielsen and Shephard process driven financial markets
Habtemicael, Semere
;
SenGupta, Indranil
- In:
Annals of financial economics
11
(
2016
)
3
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011685720
Saved in:
4
Pricing variance and volatility swaps for Barndorff-Nielsen and Shephard process driven financial markets
Habtemicael, Semere
;
SenGupta, Indranil
- In:
International journal of financial engineering
3
(
2016
)
4
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011673089
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