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~isPartOf:"Journal of banking & finance"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial economics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Volatilität"
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Search: subject:"Stochastic Volatility"
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Volatilität
Volatility
45
Stochastic process
40
Stochastischer Prozess
40
Option pricing theory
28
Optionspreistheorie
28
Stochastic volatility
25
Estimation
12
Schätzung
12
Theorie
8
Theory
8
Derivat
7
Derivative
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Portfolio selection
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stochastic volatility
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Foreign exchange market
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Monte Carlo simulation
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English
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Baldeaux, Jan
2
Li, Shaoyu
2
Platen, Eckhard
2
Arismendi Zambrano, Juan Carlos
1
Audrino, Francesco
1
Avouyi-Dovi, Sanvi
1
Back, Janis
1
Backwell, Alex
1
Batten, Jonathan A.
1
Bian, Zhicun
1
Bichuch, Maxim
1
Branger, Nicole
1
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1
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1
Chan, Tat Lung (Ron)
1
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1
Chen, Dengsheng
1
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1
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1
Chiu, Hsin-Yu
1
Cordis, Adriana S.
1
Cox, Sonja
1
Deng, Dongya
1
Detemple, Jérôme B.
1
Dolinsky, Yan
1
Escobar, Marcos
1
Feng, Yaqin
1
Fengler, Matthias
1
Ferrando, Sebastian
1
Fouque, Jean-Pierre
1
Fukasawa, Masaaki
1
Ge̜bka, Bartosz
1
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Grasselli, Martino
1
Guo, Ivan
1
Hain, Martin
1
Hamori, Shigeyuki
1
Hansis, Alexandra
1
He, Yong
1
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Journal of banking & finance
Mathematical finance : an international journal of mathematics, statistics and financial economics
The North American journal of economics and finance : a journal of financial economics studies
International journal of theoretical and applied finance
65
Journal of econometrics
44
Quantitative finance
40
Discussion paper / Tinbergen Institute
37
Journal of economic dynamics & control
28
Finance research letters
24
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
23
Applied mathematical finance
22
CAMA working paper series
22
Working paper
22
Energy economics
21
Computational economics
19
The journal of computational finance
19
European journal of operational research : EJOR
18
Economics letters
17
Journal of mathematical finance
16
Insurance / Mathematics & economics
15
Journal of risk and financial management : JRFM
15
Risks : open access journal
15
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
15
Tinbergen Institute Discussion Paper
15
Economic modelling
14
Finance and stochastics
14
International journal of financial engineering
14
International journal of forecasting
13
Discussion papers / CEPR
12
Econometric reviews
12
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
Annals of finance
11
Applied economics
11
Journal of financial econometrics : official journal of the Society for Financial Econometrics
11
Review of derivatives research
11
Documento de trabajo
10
Econometrics : open access journal
9
International review of economics & finance : IREF
9
International review of financial analysis
9
Applied economics letters
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ECONIS (ZBW)
45
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1
An infinite-dimensional affine
stochastic
volatility
model
Cox, Sonja
;
Karbach, Sven
;
Khedher, Asma
- In:
Mathematical finance : an international journal of …
32
(
2022
)
3
,
pp. 878-906
Persistent link: https://www.econbiz.de/10013331066
Saved in:
2
Consistent time-homogeneous modeling of SPX and VIX derivatives
Papanicolaou, Andrew
- In:
Mathematical finance : an international journal of …
32
(
2022
)
3
,
pp. 907-940
Persistent link: https://www.econbiz.de/10013331067
Saved in:
3
Analytical solvability and exact simulation in models with affine
stochastic
volatility
and Lévy jumps
Zeng, Pingping
;
Xu, Ziqing
;
Jiang, Pingping
;
Kwok, Yue-Kuen
- In:
Mathematical finance : an international journal of …
33
(
2023
)
3
,
pp. 842-890
Persistent link: https://www.econbiz.de/10014329916
Saved in:
4
Optimal investment with correlated
stochastic
volatility
factors
Bichuch, Maxim
;
Fouque, Jean-Pierre
- In:
Mathematical finance : an international journal of …
33
(
2023
)
2
,
pp. 342-369
Persistent link: https://www.econbiz.de/10014278672
Saved in:
5
Robust optimal reinsurance-investment for αmaxmin mean-variance utility under Heston's SV model
Chen, Dengsheng
;
He, Yong
;
Li, Ziqiang
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014484002
Saved in:
6
Calibration of local-
stochastic
volatility
models by optimal transport
Guo, Ivan
;
Loeper, Grégoire
;
Wang, Shiyi
- In:
Mathematical finance : an international journal of …
32
(
2022
)
1
,
pp. 46-77
Persistent link: https://www.econbiz.de/10012815947
Saved in:
7
The intermediating role of the Chinese renminbi in Asian currency markets : evidence from partial wavelet coherence
Kinkyō, Takuji
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013413489
Saved in:
8
Consistent estimation for fractional
stochastic
volatility
model under high-frequency asymptotics
Fukasawa, Masaaki
;
Takabatake, Tetsuya
;
Westphal, Rebecca
- In:
Mathematical finance : an international journal of …
32
(
2022
)
4
,
pp. 1086-1132
Persistent link: https://www.econbiz.de/10013463390
Saved in:
9
Is there one safe-haven for various turbulences? : the evidence from gold, Bitcoin and Ether
Będowska-Sójka, Barbara
;
Kliber, Agata
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012821881
Saved in:
10
Jump Interdependencies : stochastic linkages among international stock markets
Kshatriya, Saranya
;
Prasanna, Krishna
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012822184
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