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~person:"Chourdakis, Kyriakos M."
~subject:"Option pricing theory"
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Option pricing theory
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Optionspreistheorie
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Volatility
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Chourdakis, Kyriakos M.
Cui, Zhenyu
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Elliott, Robert J.
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Siu, Tak Kuen
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Nguyen, Duy
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Chan, Leunglung
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Kirkby, Justin
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Kirkby, J. Lars
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Li, Lingfei
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Zhang, Gongqiu
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Chen, Son-nan
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Fabozzi, Frank J.
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Ma, Jingtang
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Zhu, Song-Ping
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Hainaut, Donatien
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He, Xin-Jiang
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Kim, Young Shin
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Nishide, Katsumasa
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Remillard, Bruno
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Shen, Yang
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Skindilias, Konstantinos
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Wang, Yongjin
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Yang, Wensheng
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Chourdakis, Kyriakos
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Filipović, Damir
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Forbes, Catherine Scipione
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Gapeev, Pavel V.
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Godin, Frédéric
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Goutte, Stéphane
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Hieber, Peter
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Jeanblanc, Monique
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Khaliq, Abdul Q. M.
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Le Courtois, Olivier
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Li, Chang-Yi
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Lo, Chia Chun
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Macrina, Andrea
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Martin, Gael M.
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Račev, Svetlozar T.
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Russo, Emilio
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Simonato, Jean-Guy
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Working paper / Department of Economics, Queen Mary
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ECONIS (ZBW)
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Stochastic volatility and jumps driven by continous time Markov chains
Chourdakis, Kyriakos M.
-
2000
Persistent link: https://www.econbiz.de/10001548114
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Option pricing with a dividend general equilibrium model
Chourdakis, Kyriakos M.
;
Tzavalis, Elias
-
2000
Persistent link: https://www.econbiz.de/10001540194
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3
Option pricing under discrete shifts in stock returns
Chourdakis, Kyriakos M.
;
Tzavalis, Elias
-
2000
Persistent link: https://www.econbiz.de/10001540195
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