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~subject:"Volatility"
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Volatility
Theorie
840
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840
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740
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739
Stochastic process
506
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506
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370
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364
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3
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3
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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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2
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2
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International journal of theoretical and applied finance
9
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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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1
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Contemporary quantitative finance : essays in honour of Eckhard Platen
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Decisions in economics and finance : a journal of applied mathematics
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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
Economics discussion papers
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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81
Conditional Gauss-Hermite filtering with application to volatility estimation
Singer, Hermann
-
2008
Persistent link: https://www.econbiz.de/10003795449
Saved in:
82
Asymptotic expansion formula of option price under multifactor Heston model
Nagashima, Kazuki
;
Chung, Tsz-Kin
;
Tanaka, Keiichi
- In:
Asia-Pacific financial markets
21
(
2014
)
4
,
pp. 351-396
Persistent link: https://www.econbiz.de/10010511560
Saved in:
83
Financial markets with volatility uncertainty
Vorbrink, Jörg
- In:
Journal of mathematical economics
53
(
2014
),
pp. 64-78
Persistent link: https://www.econbiz.de/10011297142
Saved in:
84
Multifractional stochastic volatility models
Corlay, Sylvain
;
Lebovits, Joachim
;
Lévy Véhel, Jacques
- In:
Mathematical finance : an international journal of …
24
(
2014
)
2
,
pp. 364-402
Persistent link: https://www.econbiz.de/10010357370
Saved in:
85
Herding, trend chasing and market volatility
Di Guilmi, Corrado
;
He, Xue-zhong
;
Li, Kai
- In:
Journal of economic dynamics & control
48
(
2014
),
pp. 349-373
Persistent link: https://www.econbiz.de/10010486646
Saved in:
86
Note on an extension of an asymptotic expansion scheme
Takahashi, Akihiko
;
Toda, Masashi
- In:
International journal of theoretical and applied finance
16
(
2013
)
5
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009783991
Saved in:
87
Pricing joint claims on an asset and its realized variance in stochastic volatility models
Torricelli, Lorenzo
- In:
International journal of theoretical and applied finance
16
(
2013
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10009725085
Saved in:
88
Realized volatility or price range : evidence from a discrete simulation of the continuous time diffusion process
Degiannakis, Stavros
;
Livada, Alexandra
- In:
Economic modelling
30
(
2013
),
pp. 212-216
Persistent link: https://www.econbiz.de/10009703683
Saved in:
89
A remark on approximation of the solutions to partial differential equations in finance
Takahashi, Akihiko
;
Yamada, Toshihiro
- In:
Recent advances in financial engineering 2011: …
,
(pp. 133-181)
.
2012
Persistent link: https://www.econbiz.de/10009573432
Saved in:
90
A general computation scheme for a high-order asymptotic expansion method
Takahashi, Akihiko
;
Takehara, Kohta
;
Toda, Masashi
- In:
International journal of theoretical and applied finance
15
(
2012
)
6
,
pp. 1-25
Persistent link: https://www.econbiz.de/10009672591
Saved in:
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