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~isPartOf:"Finance and economics discussion series"
~subject:"Monte Carlo simulation"
~subject:"Portfolio-Management"
~type_genre:"Graue Literatur"
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Option Prices with Stochastic...
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Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities
Bollerslev, Tim
;
Gibson, Michael S.
;
Zhou, Hao
-
2004
Persistent link: https://www.econbiz.de/10002368551
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Efficient Monte Carlo counterparty credit risk pricing and measurement
Ghamami, Samim
;
Zhang, Bo
-
2014
Persistent link: https://www.econbiz.de/10011408071
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