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~person:"Habtemicael, Semere"
~person:"Mandjes, Michel"
~person:"Riedel, Frank"
~subject:"Volatility"
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Habtemicael, Semere
Mandjes, Michel
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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:
2
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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