Search Results - subject:"Volatility Model"

Amir Ahmadi, Pooyan; Matthes, Christian; Wang, Mu-Chun - In: Journal of economic dynamics & control 79 (2017), pp. 66-78

Persistent link: https://www.econbiz.de/10011817602

Račev, Svetlozar T.; Stoyanov, Stoyan V.; Fabozzi, Frank J. - In: International journal of theoretical and applied finance 20 (2017) 8, pp. 1-24

Persistent link: https://www.econbiz.de/10011787424

Zheng, J.; Yuan, X. - In: Applied quantitative finance, (pp. 57-69). 2017

Persistent link: https://www.econbiz.de/10011794953

Poshakwale, Sunil S.; Mandal, Anandadeep - In: Review of quantitative finance and accounting 48 (2017) 4, pp. 859-892

Persistent link: https://www.econbiz.de/10011796919

Han, Chulwoo; Park, Frank C.; Kang, Jangkoo - In: Review of quantitative finance and accounting 49 (2017) 4, pp. 1121-1141

Persistent link: https://www.econbiz.de/10011797596

Jacod, Jean; Klüppelberg, Claudia; Müller, Gernot - In: Journal of econometrics 197 (2017) 2, pp. 284-297

Persistent link: https://www.econbiz.de/10011818360

Dellaportas, Petros; Plataniotis, Anastasios; Titsias, … - In: Systemic risk tomography : signals, measurement and …, (pp. 3-41). 2017

Persistent link: https://www.econbiz.de/10011617877

Yamada, Toshihiro - In: International journal of financial engineering 4 (2017) 1, pp. 1-17

Persistent link: https://www.econbiz.de/10011673104

Funahashi, Hideharu - In: International journal of financial engineering 4 (2017) 1, pp. 1-28

Persistent link: https://www.econbiz.de/10011673129

Assaf, Ata - In: Journal of mathematical finance 7 (2017) 2, pp. 491-512

Persistent link: https://www.econbiz.de/10011674013

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