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~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"Markov-Kette"
~type:"book"
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Search: "Volatilität"
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Markov-Kette
Volatility
56
Volatilität
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Theorie
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Theory
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Stochastic process
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Stochastischer Prozess
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Option pricing theory
16
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Chiarella, Carl
5
Kang, Boda
2
Alfeus, Mesias
1
Baldeaux, Jan
1
Chewlow, Les
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He, Xue-zhong
1
Huang, Weihong
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Ignatieva, Ekaterina
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King, Boda
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Nikitopoulos, Christina Sklibosios
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Working paper / Department of Econometrics and Business Statistics, Monash University
9
Discussion paper / Tinbergen Institute
5
Discussion papers / Deutsches Institut für Wirtschaftsforschung
5
Economics working paper
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SFB 649 discussion paper
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CAMA working paper series
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Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
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Kiel working paper
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SSE EFI working paper series in economics and finance
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Working paper / Department of Economics, Queen Mary
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2
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
2
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
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Economics and finance working paper series
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FFA Working Papers
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29th International Conference of the French Finance Association (AFFI) 2012
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Annals of Finance, Forthcoming
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Regime switching rough Heston model
Alfeus, Mesias
;
Overbeck, Ludger
-
2018
Persistent link: https://www.econbiz.de/10011778197
Saved in:
2
Detecting money market bubbles
Baldeaux, Jan
;
Ignatieva, Ekaterina
;
Platen, Eckhard
-
2016
Persistent link: https://www.econbiz.de/10011778131
Saved in:
3
Humps in the volatility structure of the crude oil futures market
Chiarella, Carl
;
Kang, Boda
;
Nikitopoulos, Christina …
-
2012
Persistent link: https://www.econbiz.de/10009564452
Saved in:
4
Particle filters for Markov switching stochastic volatility models
Yun, Bao
;
Chiarella, Carl
;
Kang, Boda
-
2012
Persistent link: https://www.econbiz.de/10009564477
Saved in:
5
Estimating behavioural heterogeneity under regime switching
Chiarella, Carl
;
He, Xue-zhong
;
Huang, Weihong
;
Zheng, …
-
2011
Persistent link: https://www.econbiz.de/10009564621
Saved in:
6
Modelling and estimating the forward price curve in the energy market
Chiarella, Carl
;
Chewlow, Les
;
King, Boda
-
2009
Persistent link: https://www.econbiz.de/10008662359
Saved in:
7
A Markovian defaultable term structure model with state dependent volatilities
Chiarella, Carl
;
Schlögl, Erik
;
Nikitopoulos, Christina
-
2004
Persistent link: https://www.econbiz.de/10002431669
Saved in:
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