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~person:"León, Jorge A."
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Search: subject_exact:"Black-Scholes option pricing model"
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Black-Scholes model
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León, Jorge A.
Madan, Dilip B.
13
Alghalith, Moawia
11
Jarrow, Robert A.
11
Lee, Cheng F.
10
Câmara, António
9
Ehrhardt, Matthias
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Korn, Ralf
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Schoutens, Wim
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Singh, Vipul Kumar
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Elliott, Robert J.
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Wystup, Uwe
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Carr, Peter
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Chance, Don M.
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Fengler, Matthias R.
7
Frey, Rüdiger
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7
Cui, Zhenyu
6
Engle, Robert F.
6
Franke, Günter
6
Garcia, René
6
Goovaerts, Marc J.
6
Härdle, Wolfgang
6
Kühn, Christoph
6
Lee, John C.
6
Orlando, Giuseppe
6
Rosenberg, Joshua V.
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Satchell, Stephen
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Stapleton, Richard C.
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Zhu, Song-Ping
6
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Alòs, Elisa
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Brooks, Robert
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Working papers / Universitat Pompeu Fabra, Department of Economics and Business
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Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Finance and stochastics
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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
A Hull and White formula for a general stochastic volatility jump-diffusion model with applications to the study of the short-time behavior of the implied volatility
Alòs, Elisa
;
León, Jorge A.
;
Pontier, Monique
;
Vives, …
-
2008
Persistent link: https://www.econbiz.de/10008663229
Saved in:
3
On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility
Alòs, Elisa
;
León, Jorge A.
;
Vives, Josep
- In:
Finance and stochastics
11
(
2007
)
4
,
pp. 571-589
Persistent link: https://www.econbiz.de/10003645538
Saved in:
4
On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility
Alòs, Elisa
(
contributor
);
León, Jorge A.
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003379784
Saved in:
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