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~subject:"Volatilität"
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Modeling volatility in foreign currency option pricing
Hoque, Ariful
(
contributor
);
Chan, Felix
(
contributor
); …
-
2008
⎡⎤⎡⎤=− ⎣⎦⎣⎦ − . t P (5) ,2 ,1 () () () tt tt ttt
gNd
dση σ ξ σ⎡⎤⎡⎤=− −− − ⎣⎦⎣⎦ (6) Thus, the calculation of IV is equivalent to …
Persistent link: https://www.econbiz.de/10003794826
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Power prices : a regime-switching spot/forward price model with Kim filter estimation
Blöchlinger, Lea
-
2008
Persistent link: https://www.econbiz.de/10003756235
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