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~isPartOf:"International journal of economics and finance"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Journal of monetary economics"
~language:"eng"
~person:"Branger, Nicole"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Branger, Nicole
Skiadopoulos, George
6
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5
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Jiang, George J.
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International journal of economics and finance
Journal of banking & finance
Journal of monetary economics
Journal of economic dynamics & control
4
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1
Journal of financial and quantitative analysis : JFQA
1
Review of derivatives research
1
Review of finance : journal of the European Finance Association
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ECONIS (ZBW)
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1
Earning the right premium on the right factor in portfolio planning
Branger, Nicole
;
Hansis, Alexandra
- In:
Journal of banking & finance
59
(
2015
),
pp. 367-383
Persistent link: https://www.econbiz.de/10011544589
Saved in:
2
Keep on smiling? : the pricing of Quanto options when all covariances are stochastic
Branger, Nicole
;
Muck, Matthias
- In:
Journal of banking & finance
36
(
2012
)
6
,
pp. 1577-1591
Persistent link: https://www.econbiz.de/10009616465
Saved in:
3
Optimal portfolios when volatility can jump
Branger, Nicole
;
Schlag, Christian
;
Schneider, Eva
- In:
Journal of banking & finance
32
(
2008
)
6
,
pp. 1087-1097
Persistent link: https://www.econbiz.de/10003733829
Saved in:
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