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~isPartOf:"Annals of finance"
~subject:"Börsenkurs"
~subject:"Kapitaleinkommen"
~subject:"Optionspreistheorie"
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Börsenkurs
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Optionspreistheorie
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Annals of finance
International journal of theoretical and applied finance
61
Quantitative finance
36
Journal of econometrics
23
Finance research letters
20
Applied mathematical finance
18
Journal of economic dynamics & control
18
The journal of computational finance
18
European journal of operational research : EJOR
15
The journal of futures markets
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Discussion paper / Tinbergen Institute
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Finance and stochastics
12
International journal of financial engineering
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Journal of banking & finance
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The North American journal of economics and finance : a journal of financial economics studies
12
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Journal of risk and financial management : JRFM
10
Risks : open access journal
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Review of derivatives research
9
Energy economics
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International review of financial analysis
8
Mathematical finance : an international journal of mathematics, statistics and financial economics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
8
International review of economics & finance : IREF
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Asia-Pacific financial markets
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Economic modelling
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International journal of forecasting
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International journal of theoretical and applied finance : IJTAF
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Research paper series / Swiss Finance Institute
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Affine Heston model style with self-exciting jumps and long memory
Leunga, Charles Guy Njike
;
Hainaut, Donatien
- In:
Annals of finance
20
(
2024
)
1
,
pp. 1-43
Persistent link: https://www.econbiz.de/10014566365
Saved in:
2
Performance of advanced stock price models when it becomes exotic : an empirical study
Junike, Gero
;
Schoutens, Wim
;
Stier, Hauke
- In:
Annals of finance
18
(
2022
)
1
,
pp. 109-119
Persistent link: https://www.econbiz.de/10013194639
Saved in:
3
Efficient Asian option pricing under regime switching jump diffusions and
stochastic
volatility
models
Kirkby, J. Lars
;
Nguyen, Duy
- In:
Annals of finance
16
(
2020
)
3
,
pp. 307-351
Persistent link: https://www.econbiz.de/10012496337
Saved in:
4
Dynamic portfolio strategies under a fully correlated jump-diffusion process
Escobar, Marcos
;
Moreno-Franco, Harold A.
- In:
Annals of finance
15
(
2019
)
3
,
pp. 421-453
Persistent link: https://www.econbiz.de/10012240153
Saved in:
5
Extreme-strike asymptotics for general Gaussian
stochastic
volatility
models
Gulisashvili, Archil
;
Viens, Frederi G.
;
Zhang, Xin
- In:
Annals of finance
15
(
2019
)
1
,
pp. 59-101
Persistent link: https://www.econbiz.de/10012058191
Saved in:
6
Option pricing under fast-varying and rough
stochastic
volatility
Garnier, Josselin
;
Sølna, Knut
- In:
Annals of finance
14
(
2018
)
4
,
pp. 489-516
Persistent link: https://www.econbiz.de/10012268319
Saved in:
7
Does the Hurst index matter for option prices under fractional volatility?
Funahashi, Hideharu
;
Kijima, Masaaki
- In:
Annals of finance
13
(
2017
)
1
,
pp. 55-74
Persistent link: https://www.econbiz.de/10011944961
Saved in:
8
Analysis of variance based instruments for Ornstein-Uhlenbeck type models : swap and price index
Issaka, Aziz
;
SenGupta, Indranil
- In:
Annals of finance
13
(
2017
)
4
,
pp. 401-434
Persistent link: https://www.econbiz.de/10011945581
Saved in:
9
The skewness risk premium in equilibrium and stock return predictability
Sasaki, Hiroshi
- In:
Annals of finance
12
(
2016
)
1
,
pp. 95-133
Persistent link: https://www.econbiz.de/10011555439
Saved in:
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