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~subject:"Volatility"
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Volatility
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840
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740
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506
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506
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3
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3
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3
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2
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2
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International journal of theoretical and applied finance
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7
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5
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
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Contemporary quantitative finance : essays in honour of Eckhard Platen
1
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1
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1
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1
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1
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1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
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1
Economics letters
1
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
1
Insurance / Mathematics & economics
1
International journal of financial markets and derivatives
1
International journal of theoretical and applied finance : IJTAF
1
Inventi impact: microfinance & banking
1
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ECONIS (ZBW)
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31
A PDE method for estimation of implied volatility
Matić, Ivan
;
Radoičić, Radoš
;
Stefanica, Dan
- In:
Quantitative finance
20
(
2020
)
3
,
pp. 393-408
Persistent link: https://www.econbiz.de/10012194873
Saved in:
32
On the American swaption in the linear-rational framework
Filipović, Damir
;
Kitapbayev, Yerkin
-
2016
we tackle by the local time-space
calculus
. We characterize the optimal stopping boundary as the unique solution to a …
Persistent link: https://www.econbiz.de/10011516038
Saved in:
33
An asymptotic expansion for forward-backward SDEs : a malliavin
calculus
approach
Takahashi, Akihiko
;
Yamada, Toshihiro
- In:
Asia-Pacific financial markets
23
(
2016
)
4
,
pp. 337-373
Persistent link: https://www.econbiz.de/10011619975
Saved in:
34
Small-time asymptotics in geometric Asian options for a stochastic volatility jump-diffusion model
Jafari, Hossein
;
Rahimi, Ghazaleh
- In:
International journal of theoretical and applied finance
22
(
2019
)
2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012012961
Saved in:
35
Estimating the Hurst parameter from short term volatility swaps : a Malliavin
calculus
approach
Alòs, Elisa
;
Shiraya, Kenichiro
- In:
Finance and stochastics
23
(
2019
)
2
,
pp. 423-447
Persistent link: https://www.econbiz.de/10012023744
Saved in:
36
European option pricing model based on uncertain fractional differential equation
Lu, Ziqiang
;
Yan, Hongyan
;
Zhu, Yuanguo
- In:
Fuzzy optimization and decision making : a journal of …
18
(
2019
)
2
,
pp. 199-217
Persistent link: https://www.econbiz.de/10012228556
Saved in:
37
Structured volatility matrix estimation for non-synchronized high-frequency financial data
Fan, Jianqing
;
Kim, Donggyu
- In:
Journal of econometrics
209
(
2019
)
1
,
pp. 61-78
Persistent link: https://www.econbiz.de/10012302521
Saved in:
38
How to choose the return model for market risk? : getting towards a right magnitude of stressed VaR
Lichtner, Mark
- In:
Quantitative finance
19
(
2019
)
8
,
pp. 1391-1407
Persistent link: https://www.econbiz.de/10012194794
Saved in:
39
A valuation model for callable eurobonds
Hooper, Vincent J.
;
Pointon, John
- In:
Journal of mathematical finance
9
(
2019
)
3
,
pp. 394-401
Persistent link: https://www.econbiz.de/10012210334
Saved in:
40
Drawbacks and limitations of Black-Scholes model for options pricing
Janková, Zuzana
- In:
Journal of financial studies & research : JFSR
2018
(
2018
),
pp. 1-7
Persistent link: https://www.econbiz.de/10011977593
Saved in:
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