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~person:"Račev, Svetlozar T."
~subject:"Südkorea"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Südkorea
Volatilität
Option pricing theory
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Optionspreistheorie
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5
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European call option prices for inform traders
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Generalized autoregressive conditional heteroscedasticity (GARCH) and autoregressive moving average (ARMA)-generalized autoregressive conditional heteroscedasticitiy (GARCH) models
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Geometric Brownian motion
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Islamic finance
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Račev, Svetlozar T.
Kim, Young Shin
10
Kim, Young-yong
8
Kim, Yong H.
7
Fabozzi, Frank J.
5
Dhatt, Manjeet S.
4
Kim, Yoonbai
4
Kim, YoungRok
4
Mukherji, Sandip
4
Kim, Yewon
3
Kim, Youngbae
3
Gray, Sidney J.
2
Jeon, Yoong-deok
2
Kim, Chun-gyŏng
2
Kim, Sangphill
2
Kim, Y.
2
Kim, Yangseon
2
Kim, Yoo Jung
2
Kim, Young
2
Kim, Young Min
2
Kim, Young-han
2
Kim, Youngok
2
Kim, Yunhee
2
Lee, Chung Hoon
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Lee, Seojin
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Lee, Yong-ki
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Mittnik, Stefan
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Park, Jiho
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Bae, Soonhoon
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Beck, Alexander
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Cashel-Cordo, Peter
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Cha, Jongseok
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Cho, G. L.
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Cho, Meeok
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Choe, Chung
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Choi, Jae Young
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Choi, Koangsung
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Choi, Sera
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Chow, Hwee-kwan
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Chung, Heesun
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Applied financial economics
1
Review of derivatives research
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
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1
Option pricing with time-changed Lévy processes
Klingler, Sven
;
Kim, Young Shin
;
Račev, Svetlozar T.
; …
- In:
Applied financial economics
23
(
2013
)
13/15
,
pp. 1231-1238
Persistent link: https://www.econbiz.de/10010204746
Saved in:
2
Empirical analysis of ARMA-GARCH models in market risk estimation on high-frequency US data
Beck, Alexander
;
Kim, Young Shin
;
Račev, Svetlozar T.
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
2
,
pp. 167-177
Persistent link: https://www.econbiz.de/10009739605
Saved in:
3
Option pricing and hedging under a stochastic volatility Lévy process model
Kim, Young Shin
;
Fabozzi, Frank J.
;
Lin, Zuodong
; …
- In:
Review of derivatives research
15
(
2012
)
1
,
pp. 81-97
Persistent link: https://www.econbiz.de/10009627431
Saved in:
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