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~person:"Wright, Jill"
~type_genre:"Bibliography included"
~type_genre:"Forschungsbericht"
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Search: subject_exact:"Option pricing theory"
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Option pricing theory
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Optionspreistheorie
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Wright, Jill
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Assessing the impact of market microstructure noise and random jumps on the relative forecasting performance of option-implied and returns-based volatility
Martin, Gael M.
;
Reidy, Andrew
;
Wright, Jill
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2006
Persistent link: https://www.econbiz.de/10003365312
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Bayesian estimation of a stochastic volatility model using option and spot prices : application of a Bivariate Kalman Filter
Forbes, Catherine Scipione
;
Martin, Gael M.
;
Wright, Jill
-
2003
Persistent link: https://www.econbiz.de/10001854495
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