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~isPartOf:"The journal of computational finance"
~source:"econis"
~subject:"Estimation"
~subject:"Share price"
~subject:"Volatilität"
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Estimation
Share price
Volatilität
Stochastic process
106
Stochastischer Prozess
106
Option pricing theory
87
Optionspreistheorie
87
Volatility
50
Theorie
18
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18
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17
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stochastic volatility
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The journal of computational finance
International journal of theoretical and applied finance
144
Journal of econometrics
111
Quantitative finance
94
Applied mathematical finance
66
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
63
Discussion paper / Tinbergen Institute
58
Mathematical finance : an international journal of mathematics, statistics and financial theory
55
Econometric reviews
52
Computational economics
51
Finance and stochastics
50
Journal of economic dynamics & control
50
European journal of operational research : EJOR
49
Finance research letters
42
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41
Journal of mathematical finance
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Working paper
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International journal of financial engineering
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Risks : open access journal
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Annals of finance
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Energy economics
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Research paper series / Swiss Finance Institute
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Journal of empirical finance
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Economic modelling
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Applied economics
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Economics letters
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The North American journal of economics and finance : a journal of financial economics studies
28
CAMA working paper series
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Journal of risk and financial management : JRFM
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Review of derivatives research
25
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
CREATES research paper
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
24
The European journal of finance
24
NBER working paper series
23
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
22
Applied financial economics
21
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1
Robust product Markovian quantization
Rudd, Ralph
;
McWalter, Thomas A.
;
Kienitz, Jörg
; …
- In:
The journal of computational finance
25
(
2022
)
4
,
pp. 55-78
Persistent link: https://www.econbiz.de/10014546287
Saved in:
2
Least squares Monte Carlo methods in stochastic Volterra rough volatility models
Guerreiro, Henrique
;
Guerra, João
- In:
The journal of computational finance
26
(
2022
)
3
,
pp. 73-101
Persistent link: https://www.econbiz.de/10014314563
Saved in:
3
An artificial neural network representation of the SABR stochastic volatility model
McGhee, William A.
- In:
The journal of computational finance
25
(
2021
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012938882
Saved in:
4
Expansion method for pricing foreign exchange options under stochastic volatility and interest rates
Nagami, Kenji
- In:
The journal of computational finance
25
(
2021
)
2
,
pp. 29-50
Persistent link: https://www.econbiz.de/10012938885
Saved in:
5
Probabilistic machine learning for local volatility
Tegnér, Martin
;
Roberts, Stephen
- In:
The journal of computational finance
25
(
2021
)
3
,
pp. 1-50
Persistent link: https://www.econbiz.de/10012873079
Saved in:
6
Branching diffusions with jumps, and valuation with systemic counterparties
Belak, Christoph
;
Hoffmann, Daniel
;
Seifried, Frank Thomas
- In:
The journal of computational finance
25
(
2021
)
3
,
pp. 51-86
Persistent link: https://www.econbiz.de/10012873083
Saved in:
7
The CTMC–Heston model : calibration and exotic option pricing with SWIFT
Leitao, Álvaro
;
Kirkby, J. Lars
;
Ortiz-Garcia, Luis
- In:
The journal of computational finance
24
(
2021
)
4
,
pp. 71-114
Persistent link: https://www.econbiz.de/10012544164
Saved in:
8
Calibration of local-stochastic and path-dependent volatility models to vanilla and no-touch options
Bain, Alan
;
Mariapragassam, Matthieu
;
Reisinger, Christoph
- In:
The journal of computational finance
24
(
2021
)
4
,
pp. 115-161
Persistent link: https://www.econbiz.de/10012544167
Saved in:
9
High-order approximations to call option prices in the Heston model
Gulisashvili, Archil
;
Lagunas-Merino, Marc
;
Merino, Raúl
; …
- In:
The journal of computational finance
24
(
2020
)
1
,
pp. 83-102
Persistent link: https://www.econbiz.de/10012421960
Saved in:
10
Numerical simulation and applications of the convection-diffusion-reaction equation with the radial basis function in a finite-difference mode
Mollapourasl, Reza
;
Haghi, Majid
;
Heryudono, Alfa
- In:
The journal of computational finance
23
(
2020
)
5
,
pp. 33-73
Persistent link: https://www.econbiz.de/10012295864
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