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~person:"Park, Jiho"
~subject:"Statistical distribution"
~subject:"Volatility"
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Search: person:"Mittnik, Stefan"
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Statistical distribution
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Black-Scholes option pricing
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Lévy process
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Multivariate normal tempered stable process
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Nikkei 225 dollar options
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Option pricing theory
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Optionspreistheorie
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Park, Jiho
Mittnik, Stefan
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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
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