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~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"Estimation"
~subject:"Stochastischer Prozess"
~subject:"Volatility"
~subject:"World"
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Nikitopoulos, Christina Sklibosios
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Baldeaux, Jan
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
International journal of theoretical and applied finance
78
The journal of futures markets
76
Journal of banking & finance
51
Energy economics
40
Applied mathematical finance
36
Quantitative finance
33
International review of financial analysis
28
Review of derivatives research
27
Finance research letters
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International review of economics & finance : IREF
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Applied financial economics
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The European journal of finance
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European journal of operational research : EJOR
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Journal of econometrics
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Research in international business and finance
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Journal of mathematical finance
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The North American journal of economics and finance : a journal of financial economics studies
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Applied economics letters
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International journal of financial engineering
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Journal of financial economics
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NBER working paper series
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Journal of risk and financial management : JRFM
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The journal of computational finance
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Working paper / National Bureau of Economic Research, Inc.
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Journal of economic dynamics & control
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Risks : open access journal
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Journal of international financial markets, institutions & money
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Research paper series / Swiss Finance Institute
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Empirical pricing performance in long-dated crude oil derivatives : do models with stochastic interest rates matter?
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011777909
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2
Calibrating a market model to commodity and interest rate risk
Karlsson, Patrik
;
Pilz, Kay Frederik
;
Schlögl, Erik
-
2016
Persistent link: https://www.econbiz.de/10011778017
Saved in:
3
Hedging futures options with stochastic interest rates
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2016
Persistent link: https://www.econbiz.de/10011778107
Saved in:
4
Pricing of long-dated commodity derivatives with stochastic volatility and stochastic interest rates
Cheng, Benjamin
;
Nikitopoulos, Christina Sklibosios
; …
-
2015
Persistent link: https://www.econbiz.de/10011777512
Saved in:
5
Pricing volatility derivatives under the modified constant elasticity of variance model
Chan, Leunglung
;
Platen, Eckhard
-
2015
Persistent link: https://www.econbiz.de/10011344235
Saved in:
6
Consistent modeling of VIX and equity derivatives using a 3, 2 plus jumps model
Baldeaux, Jan
;
Badran, Alexander
-
2012
Persistent link: https://www.econbiz.de/10009564457
Saved in:
7
Modern view on Merton’s jump-diffusion model
Cheung, Gerald H. L.
;
Chiarella, Carl
-
2011
Persistent link: https://www.econbiz.de/10009563108
Saved in:
8
Markovian defaultable HJM term structure models with unspanned stochastic volatility
Chiarella, Carl
;
Chege Maina, Samuel
;
Nikitopoulos, …
-
2010
Persistent link: https://www.econbiz.de/10008663092
Saved in:
9
Hedging for the long run
Hulley, Hardy
;
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003856788
Saved in:
10
Pricing financial derivatives on weather sensitive assets
Filar, Jerzy A.
;
Kang, Boda
;
Korolkiewicz, Malgorzata
-
2008
Persistent link: https://www.econbiz.de/10003857122
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