Performance of advanced stock price models when it becomes exotic: an empirical study
Author:
Funder
UAB-PIF scholarship
Publisher
Springer Science and Business Media LLC
Subject
General Economics, Econometrics and Finance,Finance
Link
https://link.springer.com/content/pdf/10.1007/s10436-021-00396-2.pdf
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3. Barndorff-Nielsen, O.E., Shephard, N.: Estimating quadratic variation using realized variance. J Appl Econ 17(5), 457–477 (2002)
4. Bates, D.S.: Jumps and stochastic volatility: exchange rate processes implicit in deutsche mark options. Rev Financial Stud 9(1), 69–107 (1996)
5. Baule, R., Tallau, C.: The pricing of path-dependent structured financial retail products: the case of bonus certificates. J Deriv 18(4), 54–71 (2011)
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