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Gerhold, Stefan's
Scholarly Papers
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Total Downloads
297 |
Total
Citations
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Gerhold, Stefan Vienna University of Technology Guasoni, Paolo Boston University - Department of Mathematics and Statistics Muhle-Karbe, Johannes ETH Zürich Schachermayer, Walter Vienna University of Technology
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04 Aug 11
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05 Feb 13
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231
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transaction costs, long-run, portfolio choice, liquidity premium, trading volume
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Gerhold, Stefan Vienna University of Technology
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47
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Call option, Black-Scholes formula, implied volatility, D-finite function, asymptotics
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3.
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Friz, Peter K. Technical University of Berlin Gerhold, Stefan Vienna University of Technology Yor, Marc Universite Paris
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Local volatility, Fokker-Planck equation, Levy processes
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Records 1 -
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