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Santawisook, Patchara
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Price Impact in the VIX Futures Market and Mean-Field Games in two Order Books
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Barclays Mobile Reporting Application
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Virtual Learning Project
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Implied Volatility and Extracted Risk Neutral Density of VIX Options during the Crisis and Relatively Calm Periods
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PhD Dissertations
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Creator
Do, Amy
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Mao, Jian
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McMahon, Caitlin Ann
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Nguyen, Khanh-Nhan P.
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Nguyen, Tran
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Abraham, Jon P.
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Djamasbi, Soussan
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Hofri, Micha
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Sturm, Stephan
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Blais, Marcel Y.
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Osterrieder, Jörg
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Papanicolaou, Andrew
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Song, Qingshuo
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Sturm, Stephan
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Wall Street-FinTech Project Center (Boston or New York) - MQP
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Actuarial Mathematics
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Worcester Polytechnic Institute
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