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MODEL UNCERTAINTY AND ITS IMPA...
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Modeling term structure dynamics : an infinite dimensional approach
Cont, Rama
- In:
International journal of theoretical and applied finance
8
(
2005
)
3
,
pp. 357-380
Persistent link: https://www.econbiz.de/10002893673
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2
Credit default swaps and financial stability
Cont, Rama
- In:
Financial stability review : FSR
14
(
2010
),
pp. 35-43
Persistent link: https://www.econbiz.de/10008647168
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3
Volatility clustering in financial markets : empirical facts and agent-based models
Cont, Rama
- In:
Long memory in economics : with 50 tables
,
(pp. 289-309)
.
2006
Persistent link: https://www.econbiz.de/10003375648
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4
Model uncertainty and its impact on the pricing of derivative instruments
Cont, Rama
- In:
Mathematical finance : an international journal of …
16
(
2006
)
3
,
pp. 519-547
Persistent link: https://www.econbiz.de/10003338693
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5
The end of the waterfall : default resources of central counterparties
Cont, Rama
-
2015
Persistent link: https://www.econbiz.de/10011391733
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6
Central clearing and risk transformation
Cont, Rama
-
2017
Persistent link: https://www.econbiz.de/10011628370
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7
The end of the waterfall : default resources of central counterparties
Cont, Rama
- In:
Journal of risk management in financial institutions
8
(
2015
)
4
,
pp. 365-389
Persistent link: https://www.econbiz.de/10011531210
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8
In memoriam : Marco Avellaneda (1955-2022)
Cont, Rama
- In:
Mathematical finance : an international journal of …
33
(
2023
)
1
,
pp. 3-15
Persistent link: https://www.econbiz.de/10014278655
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9
Herd behavior and aggregate fluctuations in financial markets
Cont, Rama
;
Bouchaud, Jean-Philippe
- In:
Macroeconomic dynamics
4
(
2000
)
2
,
pp. 170-196
Persistent link: https://www.econbiz.de/10001500432
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10
Stochastic models of implied volatility surfaces
Cont, Rama
;
Fonseca, José da
;
Durrleman, Valdo
- In:
Economic notes : economic review of Banca Monte dei …
31
(
2002
)
2
,
pp. 361-377
Persistent link: https://www.econbiz.de/10001676006
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