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  • Search: subject:"Discrete-time pricing model"
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ARCH model 1 ARCH-Modell 1 CAPM 1 Crude oil 1 Discrete-time pricing model 1 Estimation 1 Oil market 1 Option pricing theory 1 Option valuation 1 Optionspreistheorie 1 Schätzung 1 State variable 1 Volatility 1 Volatilität 1 Ölmarkt 1
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English 1
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Li, Bingxin 1
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Review of quantitative finance and accounting 1
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Option-implied filtering : evidence from the GARCH option pricing model
Li, Bingxin - In: Review of quantitative finance and accounting 54 (2020) 3, pp. 1037-1057
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