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~accessRights:"free"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~language:"eng"
~subject:"Schock"
~subject:"Volatilität"
~type:"book"
~type_genre:"Arbeitspapier"
~type_genre:"Non-commercial literature"
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Schock
Volatilität
Theorie
132
Theory
132
Portfolio selection
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71
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67
Stochastischer Prozess
67
Option pricing theory
57
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Chiarella, Carl
20
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He, Xue-zhong
9
Kang, Boda
7
Nikitopoulos, Christina Sklibosios
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Li, Kai
4
Schlögl, Erik
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Baldeaux, Jan
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Chege Maina, Samuel
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Alfeus, Mesias
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Working paper / National Bureau of Economic Research, Inc.
489
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CESifo working papers
396
Working paper
390
Working paper series / European Central Bank
260
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207
CAMA working paper series
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Finance and economics discussion series
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CREATES research paper
105
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90
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ECONIS (ZBW)
57
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1
Pricing American options with jumps in asset and volatility
Taruvinga, Blessing
;
Kang, Boda
;
Nikitopoulos, …
-
2019
-
Updated January 2019
Persistent link: https://www.econbiz.de/10013255767
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2
Regime switching rough Heston model
Alfeus, Mesias
;
Overbeck, Ludger
-
2018
Persistent link: https://www.econbiz.de/10011778197
Saved in:
3
Fast quantization of stochastic volatility models
Rudd, Ralph
;
McWalter, Thomas A.
;
Kienitz, Jörg
; …
-
2017
Persistent link: https://www.econbiz.de/10011778174
Saved in:
4
Calibrating a market model to commodity and interest rate risk
Karlsson, Patrik
;
Pilz, Kay Frederik
;
Schlögl, Erik
-
2016
Persistent link: https://www.econbiz.de/10011778017
Saved in:
5
Detecting money market bubbles
Baldeaux, Jan
;
Ignatieva, Ekaterina
;
Platen, Eckhard
-
2016
Persistent link: https://www.econbiz.de/10011778131
Saved in:
6
Lie symmetry methods for local volatility models
Craddock, Mark
;
Grasselli, Martino
-
2016
Persistent link: https://www.econbiz.de/10011778123
Saved in:
7
A penny saved is a penny earned : less expensive zero coupon bonds
Gnoatto, Alessandro
;
Grasselli, Martino
;
Platen, Eckhard
-
2016
Persistent link: https://www.econbiz.de/10011778099
Saved in:
8
Reversing momentum : the optimal dynamic momentum strategy
Li, Kai
;
Liu, Jun
-
2016
Persistent link: https://www.econbiz.de/10011777992
Saved in:
9
Pricing of long-dated commodity derivatives with stochastic volatility and stochastic interest rates
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2015
Persistent link: https://www.econbiz.de/10011777512
Saved in:
10
Pricing volatility derivatives under the modified constant elasticity of variance model
Chan, Leunglung
;
Platen, Eckhard
-
2015
Persistent link: https://www.econbiz.de/10011344235
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