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The top documents tagged [price process]
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price process
Estimation and Forecasting of Stock Volatility With Range - Based Estimators
60 views
Paper Protter How to Detect Bubbles
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THE VOLATILITY SKEW By Christina Lee and Ivana Lee.
228 views
Monte Carlo Simulation Of Heston Model In Matlab(1)
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Price dynamics in public and private housing markets in Singapore
1.135 views
Chapter 6
1.201 views
Term Structure Driven by general Lévy processes Bonaventure Ho HKUST, Math Dept. Oct 6, 2005.
213 views
How much investment can financial markets cope with? A personal perspective Financial correlations: Why are stocks correlated? [structure/exogenous]
216 views
Post Modern Portfolio Theory
75 views
The FundamentalThe Fundamental Theorem of Derivative Trading - Exposition, Extensions, and Experiments Theorem of Derivative Trading - Exposition, Extensions, And Experiments
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Pricing of Basket Options
69 views
Introduction to algo quant, an integrated trading research tool
29 views