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~isPartOf:"Journal of the American Statistical Association : JASA"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~language:"eng"
~subject:"Capital income"
~subject:"Volatility"
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Capital income
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Journal of the American Statistical Association : JASA
Mathematical finance : an international journal of mathematics, statistics and financial theory
Journal of econometrics
19
Journal of banking & finance
9
Journal of empirical finance
9
Journal of financial econometrics
8
Finance research letters
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1
Model-independent lower bound on variance SWAPS
Kahalé, Nabil
- In:
Mathematical finance : an international journal of …
26
(
2016
)
4
,
pp. 939-961
Persistent link: https://www.econbiz.de/10011583815
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2
Closed form pricing formulas for discretely sampled generalized variance swaps
Zheng, Wendong
;
Kwok, Yue-Kuen
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 855-881
Persistent link: https://www.econbiz.de/10011308159
Saved in:
3
Skewness-aware asset allocation : a new theoretical framework and empirical evidence
Low, Cheekiat
;
Pachamanova, Dessislava A.
;
Sim, Melvyn
- In:
Mathematical finance : an international journal of …
22
(
2012
)
2
,
pp. 379-410
Persistent link: https://www.econbiz.de/10009613191
Saved in:
4
Moment explosions and long-term behavior of affine stochastic volatility models
Keller-Ressel, Martin
- In:
Mathematical finance : an international journal of …
21
(
2011
)
1
,
pp. 73-98
Persistent link: https://www.econbiz.de/10008935701
Saved in:
5
Pricing options on variance in affine stochastic volatility models
Kallsen, Jan
;
Muhle-Karbe, Johannes
;
Voß, Moritz
- In:
Mathematical finance : an international journal of …
21
(
2011
)
4
,
pp. 627-641
Persistent link: https://www.econbiz.de/10009311683
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