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~subject:"Stochastic process"
~person:"Alòs, Elisa"
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Stochastic process
Option pricing theory
5
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Alòs, Elisa
Todorov, Viktor
8
Wang, Xingchun
8
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7
Cui, Zhenyu
7
Fusari, Nicola
7
Kirkby, J. Lars
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Zagst, Rudi
5
Farkas, Walter
4
Fusai, Gianluca
4
Li, Chenxu
4
Lieberman, Offer
4
Ma, Yong
4
Phillips, Peter C. B.
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Sgarra, Carlo
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Shiraya, Kenichiro
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Siu, Tak Kuen
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Barcelona GSE working paper series : working paper
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International journal of theoretical and applied finance
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Working papers / Universitat Pompeu Fabra, Department of Economics and Business
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ECONIS (ZBW)
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1
CVA and vulnerable options in Stochastic volatility models
Alòs, Elisa
;
Antonelli, Fabio
;
Ramponi, A.
;
Scarlatti, S.
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012650293
Saved in:
2
The implied volatility of forward starting options : ATM short-time level, skew and curvature
Alòs, Elisa
;
Jacquier, Antoine
;
León, Jorge A.
-
2017
Persistent link: https://www.econbiz.de/10011686975
Saved in:
3
The implied volatility of forward starting options : ATM short-time level, skew and curvature
Alòs, Elisa
;
Jacquier, Antoine
;
León, Jorge A.
-
2017
Persistent link: https://www.econbiz.de/10011778056
Saved in:
4
Valuation of barrier options via a general self-duality
Alòs, Elisa
;
Chen, Zhanyu
;
Rheinländer, Thorsten
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 492-515
Persistent link: https://www.econbiz.de/10011583542
Saved in:
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