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- 2015
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Mark
Stylised facts of financial time series and hidden Markov models in continuous time
(
- Contribution to journal › Article
- 2012
-
Mark
General approximation schemes for option prices in stochastic volatility models
(
- Contribution to journal › Article
- 2011
-
Mark
An event study of price movements following realized jumps
(
- Contribution to journal › Article
- 2010
-
Mark
Power mapping with dynamical adjustment for improved portfolio optimization
(
- Contribution to journal › Article