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Volatility
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Mitra, Sovan
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Computational intelligence techniques for trading and investment
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A review of volatility and option pricing
Mitra, Sovan
- In:
International journal of financial markets and derivatives
2
(
2011
)
3
,
pp. 149-179
Persistent link: https://www.econbiz.de/10009389639
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2
Hidden Markov models : financial modelling and applications
Mitra, Sovan
- In:
Computational intelligence techniques for trading and …
,
(pp. 43-65)
.
2014
Persistent link: https://www.econbiz.de/10010341930
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3
The relationship between conditional value at risk and option prices with a closed-form solution
Mitra, Sovan
- In:
The European journal of finance
21
(
2015
)
4/6
,
pp. 400-425
Persistent link: https://www.econbiz.de/10010528975
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Political risk modelling and measurement from stochastic volatility models
Mitra, Sovan
- In:
International journal of sustainable economy
11
(
2019
)
2
,
pp. 184-218
Persistent link: https://www.econbiz.de/10012050864
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