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~person:"Boyarchenko, Svetlana"
~person:"Schoutens, Wim"
~subject:"Structural models"
~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
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2
Single name credit default swaptions meet single sided jump models
Jönsson, Henrik
;
Schoutens, Wim
- In:
Review of Derivatives Research
11
(
2008
)
1
,
pp. 153-169
Persistent link: https://www.econbiz.de/10005542786
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