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Stochastic Volatility
9
Stochastic process
9
Stochastischer Prozess
9
Volatility
9
Volatilität
9
Option pricing theory
5
Optionspreistheorie
5
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Estimation
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Fat Tails
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Journal of mathematical finance
International journal of theoretical and applied finance
42
Tinbergen Institute Discussion Papers
40
CREATES Research Papers
39
International Journal of Theoretical and Applied Finance (IJTAF)
38
Working Paper
37
Journal of econometrics
34
Discussion paper / Tinbergen Institute
32
MPRA Paper
29
Tinbergen Institute Discussion Paper
29
Quantitative finance
28
Quantitative Finance
24
Journal of economic dynamics & control
23
Finance and Stochastics
22
Working paper
21
Applied Mathematical Finance
20
Economics Series Working Papers / Department of Economics, Oxford University
20
Applied mathematical finance
18
CAMA working paper series
18
Physica A: Statistical Mechanics and its Applications
18
Research Paper Series / Finance Discipline Group, Business School
18
ECB Working Paper
17
Economics Papers / Economics Group, Nuffield College, University of Oxford
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
17
CEPR Discussion Papers
16
Energy economics
15
The journal of computational finance
15
The journal of futures markets
15
CIRANO Working Papers
14
Economic modelling
14
Economics letters
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Journal of banking & finance
14
Review of Derivatives Research
14
SFB 649 Discussion Papers
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SFB 649 Discussion Paper
13
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
13
Discussion papers / CEPR
12
Finance research letters
12
Insurance / Mathematics & economics
12
Journal of Risk and Financial Management
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Journal of risk and financial management : JRFM
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1
Optimal entry and exit strategy under uncertainty with stochastic volatility
Huang, Jinwu
- In:
Journal of mathematical finance
10
(
2020
)
1
,
pp. 157-172
Persistent link: https://www.econbiz.de/10012545586
Saved in:
2
Optimal portfolio choice in a jump-diffusion model with self-exciting
Bian, Baojun
;
Chen, Xinfu
;
Zeng, Xudong
- In:
Journal of mathematical finance
9
(
2019
)
3
,
pp. 345-367
Persistent link: https://www.econbiz.de/10012210282
Saved in:
3
Optimal investment strategy for defined contribution pension scheme under the Heston volatility model
Okonkwo, Chidi U.
;
Osu, Bright O.
;
Ihedioha, Silas A.
; …
- In:
Journal of mathematical finance
8
(
2018
)
4
,
pp. 613-622
Persistent link: https://www.econbiz.de/10012016220
Saved in:
4
An explicit solution for a portfolio selection problem with stochastic volatility
Sandjo, Albert Nana
;
Colin, Fabrice
;
Moutari, Salissou
- In:
Journal of mathematical finance
7
(
2017
)
1
,
pp. 199-218
Persistent link: https://www.econbiz.de/10011658467
Saved in:
5
Portfolio optimization problem with delay under Cox-Ingersoll-Ross model
A, Chunxiang
;
Shao, Yi
- In:
Journal of mathematical finance
7
(
2017
)
3
,
pp. 699-717
Persistent link: https://www.econbiz.de/10011752489
Saved in:
6
Mathematical analysis of financial model on market price with stochastic volatility
Mondal, Mitun Kumar
;
Alim, Md. Abdul
;
Rahman, Md. Faizur
; …
- In:
Journal of mathematical finance
7
(
2017
)
2
,
pp. 351-365
Persistent link: https://www.econbiz.de/10011673935
Saved in:
7
Valuating new product development project with a stochastic volatility model
Hu, Chengru
;
Jun, Chulhee
;
Foley, Maggie
- In:
Journal of mathematical finance
6
(
2016
)
5
,
pp. 975-1001
Persistent link: https://www.econbiz.de/10011658165
Saved in:
8
Bayesian estimation of non-Gaussian stochastic volatility models
Elabed, Asma Graja
;
Masmoudi, Afif
- In:
Journal of mathematical finance
4
(
2014
)
2
,
pp. 95-103
Persistent link: https://www.econbiz.de/10010380909
Saved in:
9
Pricing and hedging in stochastic volatility regime switching models
Goutte, Stéphane
- In:
Journal of mathematical finance
3
(
2013
)
1
,
pp. 70-80
Persistent link: https://www.econbiz.de/10010240223
Saved in:
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