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Option Pricing in a Dynamic Va...
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Option pricing in a Garch model with tempered stable innovations
Mercuri, Lorenzo
- In:
Finance research letters
5
(
2008
)
3
,
pp. 172-182
Persistent link: https://www.econbiz.de/10003769904
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2
Modelling jumps with CARMA(p,q)-Hawkes : an application to corporate bond markets
Mercuri, Lorenzo
;
Perchiazzo, Andrea
;
Rroji, Edit
- In:
Finance research letters
73
(
2025
),
pp. 1-9
Persistent link: https://www.econbiz.de/10015210073
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3
Portfolio selection with independent component analysis
Hitaj, Asmerilda
;
Mercuri, Lorenzo
;
Rroji, Edit
- In:
Finance research letters
15
(
2015
),
pp. 146-159
Persistent link: https://www.econbiz.de/10011553028
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