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~isPartOf:"Economics Papers from University Paris Dauphine"
~person:"Ano Sujithan, Kuhanathan"
~person:"Carr, Peter"
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Volatility (finance)
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BVAR model
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Derivatives securities
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Food price volatility
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Gestion du risque
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Levy processes
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Modèles mathématiques
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Ano Sujithan, Kuhanathan
Carr, Peter
Aboura, Sofiane
18
Chevallier, Julien
18
Sévi, Benoît
6
Brière, Marie
5
Avouyi-Dovi, Sanvi
4
Geman, Hélyette
4
Lautier, Delphine
4
Riva, Fabrice
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Wagner, Niklas
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Ben Hamida, Nessrine
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Le Pen, Yannick
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Michalon, Karine
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Signori, Ombretta
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Albert, Stéphane
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Ané, Thierry
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Casarin, Roberto
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Idier, Julien
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Ielpo, Florian
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Jouaber, Kaouther
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Madan, Dilip B.
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Tekaya, Rim
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Valeyre, Sébastien
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Yor, Marc
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Alexandre, Hervé
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Bellalah, Mondher
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Biais, Bruno
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Desmoulins-Lebeault, François
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Fermanian, Jean-David
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Gambet, Jean-Benoît
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Gouriéroux, Christian
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Université Paris-Dauphine (Paris IX)
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Economics Papers from University Paris Dauphine
Finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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NYU Tandon Research Paper
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Annual review of financial economics
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CRIEFF Discussion Papers
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Finance research letters
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Journal of financial and quantitative analysis : JFQA
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of financial economics
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Journal of investment management : JOIM
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Journal of risk
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
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Risk and decision analysis
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Robert H. Smith School Research Paper
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The journal of finance : the journal of the American Finance Association
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On the determinants of food price
volatility
Koliai, Lyes
;
Avouyi-Dovi, Sanvi
;
Ano Sujithan, Kuhanathan
-
Université Paris-Dauphine (Paris IX)
-
2014
Persistent link: https://www.econbiz.de/10010748205
Saved in:
2
From Local
Volatility
to Local Levy Models
Yor, Marc
;
Madan, Dilip B.
;
Carr, Peter
;
Geman, Hélyette
-
Université Paris-Dauphine (Paris IX)
-
2004
generalize the class of local
volatility
models. Closed forms for local speed functions for a variety of cases are also presented …
Persistent link: https://www.econbiz.de/10010905146
Saved in:
3
Stochastic
Volatility
for Levy Processes
Geman, Hélyette
;
Carr, Peter
;
Madan, Dilip B.
;
Yor, Marc
-
Université Paris-Dauphine (Paris IX)
-
2003
Three processes reflecting persistence of
volatility
are initially formulated by evaluating three Lévy processes at a …
Persistent link: https://www.econbiz.de/10010905341
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