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~isPartOf:"Quantitative finance"
~person:"Guyon, Julien"
~person:"Hainaut, Donatien"
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Inversion of convex ordering in the VIX market
Guyon, Julien
- In:
Quantitative finance
20
(
2020
)
10
,
pp. 1597-1623
Persistent link: https://www.econbiz.de/10012295626
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2
A self-exciting switching jump diffusion : properties, calibration and hitting time
Hainaut, Donatien
;
Deelstra, Griselda
- In:
Quantitative finance
19
(
2019
)
3
,
pp. 407-426
Persistent link: https://www.econbiz.de/10012194661
Saved in:
3
Volatility
is (mostly) path-dependent
Guyon, Julien
;
Lekeufack, Jordan
- In:
Quantitative finance
23
(
2023
)
9
,
pp. 1221-1258
Persistent link: https://www.econbiz.de/10014339908
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4
A subdiffusive stochastic
volatility
jump model
Dupret, Jean-Loup
;
Hainaut, Donatien
- In:
Quantitative finance
23
(
2023
)
6
,
pp. 979-1002
Persistent link: https://www.econbiz.de/10014304413
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