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~isPartOf:"Contemporary quantitative finance : essays in honour of Eckhard Platen"
~isPartOf:"Decisions in economics and finance : DEF ; a journal of applied mathematics"
~subject:"ARCH-Modell"
~subject:"Analysis"
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Contemporary quantitative finance : essays in honour of Eckhard Platen
Decisions in economics and finance : DEF ; a journal of applied mathematics
International journal of theoretical and applied finance
21
The journal of computational finance
18
Quantitative finance
14
Journal of banking & finance
13
The journal of futures markets
13
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11
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European journal of operational research : EJOR
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Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
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Review of derivatives research
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From volatility smiles to the volatility of volatility
Dumas, Bernard
;
Luciano, Elisa
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 387-406
Persistent link: https://www.econbiz.de/10012127226
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2
Robustness for path-dependent volatility models
Rosestolato, Mauro
;
Vargiolu, Tiziano
;
Villani, Giovanna
- In:
Decisions in economics and finance : DEF ; a journal of …
36
(
2013
)
2
,
pp. 137-167
Persistent link: https://www.econbiz.de/10010195617
Saved in:
3
Representation of American option prices under Heston stochastic volatility dynamics using integral transforms
Chiarella, Carl
;
Ziogas, Andrew
;
Ziveyi, Jonathan
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 281-315)
.
2010
Persistent link: https://www.econbiz.de/10008749199
Saved in:
4
Stochastic Jacobian and Riccati ODE in affine term structure models
Grasselli, Martino
;
Tebaldi, Claudio
- In:
Decisions in economics and finance : DEF ; a journal of …
30
(
2007
)
2
,
pp. 95-108
Persistent link: https://www.econbiz.de/10003630203
Saved in:
5
Galerkin infinite element approximation for pricing barrier options and options with discontinuous payoff
Sanfelici, Simona
- In:
Decisions in economics and finance : DEF ; a journal of …
27
(
2004
)
2
,
pp. 125-151
Persistent link: https://www.econbiz.de/10003095208
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