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~person:"Yang, Zhenlin"
~subject:"Volatility"
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Search: subject_exact:"Fractional programming"
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Volatility
Nichtlineare Optimierung
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Nonlinear programming
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Yang, Zhenlin
Zühlsdorff, Christian
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Düring, Bertram
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Yu, Jun
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Working paper series / Department of Economics, Auckland Business School, The University of Auckland
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ECONIS (ZBW)
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A class of nonlinear stochastic volatility models
Yu, Jun
;
Yang, Zhenlin
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2002
Persistent link: https://www.econbiz.de/10001677963
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A class of nonlinear stochastic volatility models and its implications on pricing currency options
Yu, Jun
;
Yang, Zhenlin
;
Zhang, Xibin
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2002
Persistent link: https://www.econbiz.de/10001722373
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