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~person:"Palma, André de"
~person:"Robotti, Cesare"
~person:"Stentoft, Lars"
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Theorie
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Palma, André de
Robotti, Cesare
Stentoft, Lars
Verhoef, Erik T.
248
Knieps, Günter
178
Madan, Dilip B.
140
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136
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133
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113
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101
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Jarrow, Robert A.
90
Zaremba, Adam
88
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86
Jacobs, Kris
78
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77
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75
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74
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72
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70
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69
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69
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68
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67
Harvey, Campbell R.
67
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66
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66
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ECONIS (ZBW)
160
RePEc
23
EconStor
13
USB Cologne (business full texts)
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1
Covariance dependent kernels, a Q-affine GARCH for multi-asset option
pricing
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
-
2023
Persistent link: https://www.econbiz.de/10014281687
Saved in:
2
Unawareness premia
Condie, Scott
;
Stentoft, Lars
;
Vierø, Marie-Louise
-
2023
Persistent link: https://www.econbiz.de/10014431525
Saved in:
3
Covariance dependent kernels, a Q-affine GARCH for multi-asset option
pricing
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
- In:
International review of financial analysis
87
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014460484
Saved in:
4
Computational finance
Stentoft, Lars
- In:
Journal of risk and financial management : JRFM
13
(
2020
)
7/145
,
pp. 1-4
of numerical methods for
pricing
, hedging, and risk management of financial instruments. …
Persistent link: https://www.econbiz.de/10012309311
Saved in:
5
Priced risk in corporate bonds
Dickerson, Alexander
;
Mueller, Philippe
;
Robotti, Cesare
- In:
Journal of financial economics
150
(
2023
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014462590
Saved in:
6
Financial Market Frictions
DeGennaro, Ramon P.
;
Robotti, Cesare
-
2021
What is a market friction? In the context of the capital asset
pricing
model, this article defines a financial market …
Persistent link: https://www.econbiz.de/10013248443
Saved in:
7
Impacts of metering-based dynamic priority schemes
Lamotte, Raphael
;
Palma, André de
;
Geroliminis, Nikolas
- In:
Transportation science
56
(
2022
)
2
,
pp. 358-380
Persistent link: https://www.econbiz.de/10013365493
Saved in:
8
Option
pricing
with conditional GARCH models
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
- In:
European journal of operational research : EJOR
289
(
2021
)
1
,
pp. 350-363
Persistent link: https://www.econbiz.de/10012416733
Saved in:
9
A critical analysis of the Weighted Least Squares Monte Carlo method for
pricing
American options
Reesor, R. Mark
;
Stentoft, Lars
;
Zhu, Xiaotian
- In:
Finance research letters
64
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014531706
Saved in:
10
Affine multivariate GARCH models
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012521059
Saved in:
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