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Kris Jacobs
Information about the author Kris Jacobs will soon be added to the site.
Found
2 papers
in total
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The shape and term structure of the index option Smirk: Why multifactor stochastic volatility models work so well
2009
State-of-the-art stochastic volatility models generate a ‘volatility...
Which GARCH model for option valuation?
2004
Characterizing asset return dynamics using volatility models is an important part of...
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