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~person:"Elkamhi, Redouane"
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Option pricing theory
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Elkamhi, Redouane
Christoffersen, Peter F.
196
Diebold, Francis X.
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Jacobs, Kris
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Andersen, Torben G.
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Fournier, Mathieu
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Giorgianni, Lorenzo
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Langlois, Hugues
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Christoffersen, Peter F
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Errunza, Vihang R.
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Rare disasters and credit market puzzles
Christoffersen, Peter F.
;
Du, Du
;
Elkamhi, Redouane
-
2013
Persistent link: https://www.econbiz.de/10010226839
Saved in:
2
Rare disasters, credit, and option market puzzles
Christoffersen, Peter F.
;
Du, Du
;
Elkamhi, Redouane
- In:
Management science : journal of the Institute for …
63
(
2017
)
5
,
pp. 1341-1364
Persistent link: https://www.econbiz.de/10011684726
Saved in:
3
Option valuation with conditional heteroskedasticity and nonnormality
Christoffersen, Peter F.
;
Elkamhi, Redouane
;
Feunou, Bruno
- In:
The review of financial studies
23
(
2010
)
5
,
pp. 2139-2138
Persistent link: https://www.econbiz.de/10003969117
Saved in:
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