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institution:"International Center for Financial Asset Management and Engineering"
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Option pricing theory
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International Center for Financial Asset Management and Engineering
National Bureau of Economic Research
59
Centre for Analytical Finance <Århus>
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Chambre de commerce et d'industrie de Paris
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Ekonomiska forskningsinstitutet <Stockholm>
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Svenska Handelshögskolan <Helsinki>
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Centre of Financial Studies
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Institut for Finansiering <Frederiksberg>
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Johannes Gutenberg-Universität Mainz
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Springer Fachmedien Wiesbaden
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A simple calibration procedure of stochastic volatility models with jumps by short term asymptotics
Medvedev, Alexey
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001864584
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2
Start-ups defined as portfolios of embedded options
Botteron, Pascal
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791456
Saved in:
3
Irreversible investment with regime shifts
Guo, Xin
(
contributor
);
Miao, Jianjun
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001865012
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