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~person:"Park, Jiho"
~subject:"Share price"
~subject:"USA"
~subject:"Volatilität"
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Volatilität
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Park, Jiho
Kim, Young Shin
15
Kim, Yong H.
14
Kim, Yoonbai
11
Fabozzi, Frank J.
8
Račev, Svetlozar T.
7
Yang, J. Jimmy
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Dhatt, Manjeet S.
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Mukherji, Sandip
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Kim, Y. Han (Andy)
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Quanto option pricing with Lévy models
Fallahgoul, Hasan A.
;
Kim, Young Shin
;
Fabozzi, Frank J.
; …
- In:
Computational economics
53
(
2019
)
3
,
pp. 1279-1308
Persistent link: https://www.econbiz.de/10012135131
Saved in:
2
Quanto option pricing in the presence of fat tails and asymmetric dependence
Kim, Young Shin
;
Lee, Jaesung
;
Mittnik, Stefan
;
Park, Jiho
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 512-520
Persistent link: https://www.econbiz.de/10011499753
Saved in:
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