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~isPartOf:"International journal of theoretical and applied finance"
~subject:"Stochastischer Prozess"
~subject:"Volatilität"
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Stochastischer Prozess
Volatilität
Statistical distribution
62
Statistische Verteilung
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Theorie
28
Theory
28
Option pricing theory
24
Optionspreistheorie
24
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International journal of theoretical and applied finance
Journal of econometrics
48
Discussion paper / Tinbergen Institute
18
Quantitative finance
17
Risks : open access journal
17
Computational economics
16
Insurance / Mathematics & economics
16
Economic modelling
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Working paper
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Finance research letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
14
International journal of forecasting
13
International review of financial analysis
13
Journal of banking & finance
13
European journal of operational research : EJOR
12
Journal of empirical finance
12
Journal of risk and financial management : JRFM
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Journal of mathematical finance
10
The North American journal of economics and finance : a journal of financial economics studies
10
Economics letters
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Energy economics
9
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
The journal of derivatives : the official publication of the International Association of Financial Engineers
9
International journal of financial engineering
8
International review of economics & finance : IREF
8
Journal of economic dynamics & control
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
8
Journal of forecasting
8
Operations research letters
8
Research paper series / Swiss Finance Institute
8
The European journal of finance
8
Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
7
Journal of financial economics
7
Journal of international financial markets, institutions & money
7
Scandinavian actuarial journal
7
Swiss Finance Institute Research Paper
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The journal of futures markets
7
Applied economics
6
Applied mathematical finance
6
CREATES research paper
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1
Dynamic probabilistic forecasting with uncertainty
Benth, Fred Espen
;
Kutrolli, Gleda
;
Stefani, Silvana
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012807773
Saved in:
2
Factor copula model for portfolio credit risk
Kim, Sung Ik
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012652691
Saved in:
3
Information flow dependence in financial markets
Michaelsen, Markus
- In:
International journal of theoretical and applied finance
23
(
2020
)
5
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012496727
Saved in:
4
Sinh-acceleration: efficient evaluation of probability distributions, option pricing, and Monte Carlo simulations
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
- In:
International journal of theoretical and applied finance
22
(
2019
)
3
,
pp. 1-49
Persistent link: https://www.econbiz.de/10012019776
Saved in:
5
Defaultable claims in switching models with partial information
Gapeev, Pavel V.
;
Jeanblanc, Monique
- In:
International journal of theoretical and applied finance
22
(
2019
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012030897
Saved in:
6
Option pricing with heavy-tailed distributions of logarithmic returns
Basnarkov, Lasko
;
Stojkoski, Viktor
;
Utkovski, Zoran
; …
- In:
International journal of theoretical and applied finance
22
(
2019
)
7
,
pp. 1-35
Persistent link: https://www.econbiz.de/10012153313
Saved in:
7
Skewed Lévy models and implied volatility skew
Olivera, Federico de
;
Barbachan, José Santiago Fajardo
; …
- In:
International journal of theoretical and applied finance
21
(
2018
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011854458
Saved in:
8
Index options and volatility derivatives in a Gaussian random field risk-neutral density model
Han, Xixuan
;
Wei, Boyu
;
Yang, Hailiang
- In:
International journal of theoretical and applied finance
21
(
2018
)
4
,
pp. 1-41
Persistent link: https://www.econbiz.de/10011891885
Saved in:
9
Option pricing in the variance-gamma model under the drift jump
Ivanov, Roman V.
- In:
International journal of theoretical and applied finance
21
(
2018
)
4
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011892547
Saved in:
10
Drawdown measures and return moments
Möller, Philipp M.
- In:
International journal of theoretical and applied finance
21
(
2018
)
7
,
pp. 1-42
Persistent link: https://www.econbiz.de/10011957033
Saved in:
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