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~person:"Chronopoulou, Alexandra"
~person:"Robinson, Peter M."
~subject:"Stochastic volatility"
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Chronopoulou, Alexandra
Robinson, Peter M.
Asai, Manabu
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Delta-hedging in fractional volatility models
Zhao, Qi
;
Chronopoulou, Alexandra
- In:
Annals of finance
19
(
2023
)
1
,
pp. 119-140
Persistent link: https://www.econbiz.de/10014253877
Saved in:
2
Estimation and pricing under long-
memory
stochastic volatility
Chronopoulou, Alexandra
;
Viens, Frederi
- In:
Annals of Finance
8
(
2012
)
2
,
pp. 379-403
Persistent link: https://www.econbiz.de/10010866531
Saved in:
3
The
memory
of stochastic volatility models
Robinson, Peter M.
-
London School of Economics (LSE)
-
2001
Persistent link: https://www.econbiz.de/10010746529
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