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Search: subject:"stochastic volatility model"
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Stochastic volatility
10
Stochastische Volatilität
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3
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ECONIS (ZBW)
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Signal extraction by the extremum Monte Carlo method
Moussa, Karim
-
2024
Persistent link: https://www.econbiz.de/10014512213
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2
Robust aspects of hedging and valuation in incomplete markets and related backward SDE theory
Kentia Tonleu, Klébert
-
2016
Persistent link: https://www.econbiz.de/10011590047
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3
Essays on higher order approximation solution methods for DSGE models
Lan, Hong
-
2015
Persistent link: https://www.econbiz.de/10011334249
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4
Zur Prognose des Value-at-Risk und Expected Shortfall mit zeitdiskreten Stochastic-Volatility-Modellen : empirische Ergebnisse für Finanzmarktzeitreihen
Dimitrov, Valentin S.
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2015
Persistent link: https://www.econbiz.de/10011343772
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5
Stochastic volatility Libor modeling and efficient algorithms for optimal stopping problems
Ladkau, Marcel
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2015
Persistent link: https://www.econbiz.de/10012385011
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6
Projections of the stochastic discount factor and optimal volatility derivatives
Dyachenko, Artem
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2019
Persistent link: https://www.econbiz.de/10012416803
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7
An empirical study on the measurement and determinants of macroeconomic uncertainty
Ulm, Maren
-
2018
Persistent link: https://www.econbiz.de/10012115215
Saved in:
8
Model-based and empirical analyses of stochastic fluctuations in economy and finance
Zadourian, Rubina
-
2018
Persistent link: https://www.econbiz.de/10011914214
Saved in:
9
Modeling and forecasting asset volatility
Bekierman, Jeremias
-
2017
Persistent link: https://www.econbiz.de/10011861477
Saved in:
10
Essays on applications of particle learning in financial econometrics
Rios Arango, Maria Paula
-
2012
Persistent link: https://www.econbiz.de/10011819186
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