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source:"econis"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Volatility"
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Volatility
Theorie
556
Theory
556
Option pricing theory
185
Optionspreistheorie
185
Portfolio selection
154
Portfolio-Management
154
Stochastic process
81
Stochastischer Prozess
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Schweizer, Martin
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Mathematical finance : an international journal of mathematics, statistics and financial theory
NBER working paper series
172
Working paper / National Bureau of Economic Research, Inc.
160
NBER Working Paper
155
Journal of econometrics
125
Journal of banking & finance
109
Economics letters
82
Journal of empirical finance
81
Discussion paper / Tinbergen Institute
79
Economic modelling
77
Finance research letters
77
Discussion paper / Centre for Economic Policy Research
76
International journal of theoretical and applied finance
76
International journal of forecasting
73
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
72
Journal of financial economics
71
Journal of economic dynamics & control
70
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67
Journal of international money and finance
64
International review of financial analysis
60
The European journal of finance
58
Applied economics
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The review of financial studies
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International review of economics & finance : IREF
56
Energy economics
55
Journal of forecasting
55
Econometric reviews
51
Quantitative finance
46
Applied economics letters
45
Journal of financial econometrics : official journal of the Society for Financial Econometrics
45
The North American journal of economics and finance : a journal of financial economics studies
45
Applied mathematical finance
44
Research paper series / Swiss Finance Institute
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
The journal of finance : the journal of the American Finance Association
43
Computational economics
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Finance and stochastics
42
CREATES research paper
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Journal of monetary economics
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ECONIS (ZBW)
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1
Portfolio optimization and stochastic volatility asymptotics
Fouque, Jean-Pierre
;
Sircar, Kaushik Ronnie
; …
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 704-745
Persistent link: https://www.econbiz.de/10011764969
Saved in:
2
Approximate hedging problem with transaction costs in stochastic volatility markets
Thai Huu Nguyen
;
Pergamenshchikov, Serguei
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 832-865
Persistent link: https://www.econbiz.de/10011764979
Saved in:
3
Multivariate subordination of Markov processes with financial applications
Mendoza-Arriaga, Rafael
;
Linetsky, Vadim
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 699-747
Persistent link: https://www.econbiz.de/10011583791
Saved in:
4
Model-independent lower bound on variance SWAPS
Kahalé, Nabil
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 939-961
Persistent link: https://www.econbiz.de/10011583815
Saved in:
5
Running for the exit : distressed selling and endogenous correlation in financial markets
Cont, Rama
;
Wagalath, Lakshithe
- In:
Mathematical finance : an international journal of …
23
(
2013
)
4
,
pp. 718-741
Persistent link: https://www.econbiz.de/10010187675
Saved in:
6
The multivariate supOU stochastic volatility model
Barndorff-Nielsen, Ole E.
;
Stelzer, Robert
- In:
Mathematical finance : an international journal of …
23
(
2013
)
2
,
pp. 275-296
Persistent link: https://www.econbiz.de/10009721748
Saved in:
7
Volatility and covariation estimation when microstructure noise and trading times are endogenous
Robert, Christian Yann
;
Rosenbaum, Mathieu
- In:
Mathematical finance : an international journal of …
22
(
2012
)
1
,
pp. 133-164
Persistent link: https://www.econbiz.de/10009554688
Saved in:
8
Equilibrium asset and option pricing under jump diffusion
Zhang, Jin E.
;
Zhao, Huimin
;
Chang, Eric Chieh
- In:
Mathematical finance : an international journal of …
22
(
2012
)
3
,
pp. 538-568
Persistent link: https://www.econbiz.de/10009613181
Saved in:
9
On properties of analytically solvable families of local volatility diffusion models
Campolieti, Giuseppe
;
Makarov, Roman
- In:
Mathematical finance : an international journal of …
22
(
2012
)
3
,
pp. 488-518
Persistent link: https://www.econbiz.de/10009613183
Saved in:
10
Series expansion of the SABR joint density
Wu, Qi
- In:
Mathematical finance : an international journal of …
22
(
2012
)
2
,
pp. 310-345
Persistent link: https://www.econbiz.de/10009613197
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