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~person:"León, Jorge A."
~source:"econis"
~subject:"Volatility"
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Volatility
Malliavin calculus
3
Option pricing theory
3
Option trading
3
Optionsgeschäft
3
Optionspreistheorie
3
Volatilität
3
Experiment
2
Forward starting options
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Stochastic process
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implied volatility
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stochastic volatility models
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Asia
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Asian options
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Derivat
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Derivative operator in the Malliavin calculus sense
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León, Jorge A.
Alòs, Elisa
7
Takahashi, Akihiko
5
Yamada, Toshihiro
4
Zhu, Jianwei
4
Barndorff-Nielsen, Ole E.
3
Chiarella, Carl
3
Hess, Markus
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Kim, Donggyu
3
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3
Ziogas, Andrew
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Ezepue, Patrick Oseloka
2
He, Xue-zhong
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Hooper, Vincent J.
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2
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2
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2
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Urama, Thomas Chinwe
2
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2
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2
Zhang, Yumo
2
Ziveyi, Jonathan
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A, Chunxiang
1
Abergel, Frédérik
1
Ackora-Prah, Joseph
1
Aghili, A.
1
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1
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1
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Barcelona GSE working paper series : working paper
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
1
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ECONIS (ZBW)
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A note on the implied volatility of floating strike Asian options
Alòs, Elisa
;
León, Jorge A.
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 743-758
Persistent link: https://www.econbiz.de/10012127320
Saved in:
2
The implied volatility of forward starting options : ATM short-time level, skew and curvature
Alòs, Elisa
;
Jacquier, Antoine
;
León, Jorge A.
-
2017
Persistent link: https://www.econbiz.de/10011686975
Saved in:
3
The implied volatility of forward starting options : ATM short-time level, skew and curvature
Alòs, Elisa
;
Jacquier, Antoine
;
León, Jorge A.
-
2017
Persistent link: https://www.econbiz.de/10011778056
Saved in:
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