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~subject:"Stochastischer Prozess"
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Stochastischer Prozess
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Chaos, complexity and leadership 2012
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European journal of operational research : EJOR
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GARCH type volatility models augmented with news intensity data
Sidorov, Sergei P.
;
Date, Paresh
;
Balash, Vladimir
- In:
Chaos, complexity and leadership 2012
,
(pp. 199-207)
.
2014
Persistent link: https://www.econbiz.de/10010242021
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Linear and non-linear filtering in mathematical finance : a review
Date, Paresh
;
Ponomareva, K.
- In:
IMA journal of management mathematics
22
(
2011
)
3
,
pp. 195-211
Persistent link: https://www.econbiz.de/10009297153
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A fast calibrating volatility model for option pricing
Date, Paresh
;
Islyaev, Suren
- In:
European journal of operational research : EJOR
243
(
2015
)
2
,
pp. 599-606
Persistent link: https://www.econbiz.de/10010510013
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