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Stochastic volatility
10
Option pricing
4
Calibration
2
Estimation
2
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ARMA
1
Barndorff-Nielsen & Shephard model
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C13-C51
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High-dimensional options
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Incomplete markets
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Viens, Frederi
3
Bayraktar, Erhan
1
Chronopoulou, Alexandra
1
Comte, F.
1
Coutin, L.
1
Craioveanu, Mihaela
1
Figueroa-López, José
1
Fouque, Jean-Pierre
1
Hillebrand, Eric
1
Kim, Ha-Young
1
Li, Xun
1
Podolskij, Mark
1
Renault, E.
1
Rosenbaum, Mathieu
1
Tashman, Adam
1
Veraart, Almut
1
Veraart, Luitgard
1
Wu, Zhenyu
1
Young, Virginia
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Annals of Finance
International journal of theoretical and applied finance
65
International Journal of Theoretical and Applied Finance (IJTAF)
50
Tinbergen Institute Discussion Papers
50
Working Paper
50
CREATES Research Papers
44
Journal of econometrics
44
Discussion paper / Tinbergen Institute
43
Quantitative finance
40
MPRA Paper
39
Tinbergen Institute Discussion Paper
37
Quantitative Finance
29
Journal of economic dynamics & control
28
Finance and Stochastics
26
Physica A: Statistical Mechanics and its Applications
25
Working paper
25
Finance research letters
24
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
24
Applied Mathematical Finance
23
Applied mathematical finance
22
CAMA working paper series
22
CIRANO Working Papers
21
Energy economics
21
Research Paper Series / Finance Discipline Group, Business School
21
Economics Series Working Papers / Department of Economics, Oxford University
20
Journal of banking & finance
20
Computational economics
19
The journal of computational finance
19
ECB Working Paper
18
Economics letters
18
European journal of operational research : EJOR
18
The journal of futures markets
18
Economics Papers / Economics Group, Nuffield College, University of Oxford
17
Journal of Risk and Financial Management
17
Review of Derivatives Research
17
The North American journal of economics and finance : a journal of financial economics studies
17
CEPR Discussion Papers
16
Journal of mathematical finance
16
Journal of risk and financial management : JRFM
16
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
16
Economic modelling
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1
Statistical estimation of Lévy-type
stochastic
volatility
models
Figueroa-López, José
- In:
Annals of Finance
8
(
2012
)
2
,
pp. 309-335
Persistent link: https://www.econbiz.de/10010989128
Saved in:
2
Testing the local volatility assumption: a statistical approach
Podolskij, Mark
;
Rosenbaum, Mathieu
- In:
Annals of Finance
8
(
2012
)
1
,
pp. 31-48
Persistent link: https://www.econbiz.de/10010866504
Saved in:
3
Symposium on
stochastic
volatility
: an introductory overview
Viens, Frederi
- In:
Annals of Finance
8
(
2012
)
2
,
pp. 151-157
Persistent link: https://www.econbiz.de/10010866514
Saved in:
4
Level changes in volatility models
Craioveanu, Mihaela
;
Hillebrand, Eric
- In:
Annals of Finance
8
(
2012
)
2
,
pp. 277-308
Persistent link: https://www.econbiz.de/10010866518
Saved in:
5
Option pricing under a stressed-beta model
Fouque, Jean-Pierre
;
Tashman, Adam
- In:
Annals of Finance
8
(
2012
)
2
,
pp. 183-203
Persistent link: https://www.econbiz.de/10010866519
Saved in:
6
Estimation and pricing under long-memory
stochastic
volatility
Chronopoulou, Alexandra
;
Viens, Frederi
- In:
Annals of Finance
8
(
2012
)
2
,
pp. 379-403
Persistent link: https://www.econbiz.de/10010866531
Saved in:
7
Affine fractional
stochastic
volatility
models
Comte, F.
;
Coutin, L.
;
Renault, E.
- In:
Annals of Finance
8
(
2012
)
2
,
pp. 337-378
Persistent link: https://www.econbiz.de/10010866536
Saved in:
8
Portfolio optimization in discrete time with proportional transaction costs under
stochastic
volatility
Kim, Ha-Young
;
Viens, Frederi
- In:
Annals of Finance
8
(
2012
)
2
,
pp. 405-425
Persistent link: https://www.econbiz.de/10010866543
Saved in:
9
Stochastic
volatility
and stochastic leverage
Veraart, Almut
;
Veraart, Luitgard
- In:
Annals of Finance
8
(
2012
)
2
,
pp. 205-233
Persistent link: https://www.econbiz.de/10010866544
Saved in:
10
Pricing options in incomplete equity markets via the instantaneous Sharpe ratio
Bayraktar, Erhan
;
Young, Virginia
- In:
Annals of Finance
4
(
2008
)
4
,
pp. 399-429
Persistent link: https://www.econbiz.de/10005701359
Saved in:
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