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~isPartOf:"International journal of theoretical and applied finance"
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Levendorskij, Sergej Z.
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Spectral and Cubature Methods in Finance and Econometrics, an Interdisciplinary International Research Workshop <2009, Leicester>
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International journal of theoretical and applied finance
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1
Pairs trading of two assets with uncertainty in
co-integration
's level of mean reversion
Lee, Sangmin
;
Papanicolaou, Andrew
- In:
International journal of theoretical and applied finance
19
(
2016
)
8
,
pp. 1-36
Persistent link: https://www.econbiz.de/10011686768
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2
Analytical approximation for non-linear FBSDEs with perturbation scheme
Fujii, Masaaki
;
Takahashi, Akihiko
- In:
International journal of theoretical and applied finance
15
(
2012
)
5
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009672609
Saved in:
3
Algorithmic trading of co-integrated assets
Cartea, Álvaro
;
Jaimungal, Sebastian
- In:
International journal of theoretical and applied finance
19
(
2016
)
6
,
pp. 1-18
Persistent link: https://www.econbiz.de/10011572368
Saved in:
4
Wavelet transforms for the statistical analysis of returns generating stochastic processes
Capobianco, Enrico
- In:
International journal of theoretical and applied finance
4
(
2001
)
3
,
pp. 511-534
Persistent link: https://www.econbiz.de/10001584368
Saved in:
5
Regime switching term structure model under partial information
Futami, Hidenori
- In:
International journal of theoretical and applied finance
14
(
2011
)
2
,
pp. 265-294
Persistent link: https://www.econbiz.de/10008992165
Saved in:
6
Forward prices as functionals of the spot path in commodity markets modeled by Lévy semistationary processes
Benth, Fred Espen
;
Blanco, Sara Ana Solanilla
- In:
International journal of theoretical and applied finance
18
(
2015
)
2
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011403202
Saved in:
7
Drawdown measures and return moments
Möller, Philipp M.
- In:
International journal of theoretical and applied finance
21
(
2018
)
7
,
pp. 1-42
Persistent link: https://www.econbiz.de/10011957033
Saved in:
8
Multivariate factor-based processes with Sato margins
Marena, Marina
;
Romeo, Andrea
;
Semeraro, Patrizia
- In:
International journal of theoretical and applied finance
21
(
2018
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10011846491
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9
Hurst exponents and delampertized fractional Brownian motions
Garcin, Matthieu
- In:
International journal of theoretical and applied finance
22
(
2019
)
5
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012153029
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10
Pricing double barrier options on homogeneous diffusions : a Neumann series of Bessel functions representation
Kravchenko, Igor V.
;
Kravchenko, Vladislav V.
;
Torba, …
- In:
International journal of theoretical and applied finance
22
(
2019
)
6
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012153074
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