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Stentoft, Lars
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Violante, Francesco
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2012
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2010
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2009
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sm_creator:"Rombouts, Jeroen"
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WorkingPaper
Multivariate option pricing with time varying volatility and correlations
Rombouts, Jeroen
Stentoft, Lars
(2010)
WorkingPaper
Option pricing with asymmetric heteroskedastic normal mixture models
Rombouts, Jeroen
Stentoft, Lars
(2010)
WorkingPaper
Bayesian option pricing using mixed normal heteroskedasticity models
Rombouts, Jeroen
Stentoft, Lars
(2009)
WorkingPaper
The value of multivariate model sophistication: an application to pricing Dow Jones Industrial Average options
Rombouts, Jeroen
Stentoft, Lars
Violante, Francesco
[UCL]
(2012)