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~isPartOf:"International journal of theoretical and applied finance"
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Volatility
255
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255
Option pricing theory
174
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147
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Benth, Fred Espen
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Brigo, Damiano
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Takahashi, Akihiko
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Pallavicini, Andrea
4
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4
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Forde, Martin
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Fouque, Jean-Pierre
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Gatheral, Jim
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Grzelak, Lech A.
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Kwok, Yue-Kuen
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Radoičić, Radoš
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Schoutens, Wim
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Stauffer, Dietrich
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Stoep, Anthonie W. van der
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3
Ahlip, Rehez
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Alòs, Elisa
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Avellaneda, Marco
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Bianchi, Michele Leonardo
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Carr, Peter
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2
Madan, Dilip B.
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International journal of theoretical and applied finance
Energy economics
848
Finance research letters
739
NBER working paper series
639
Working paper / National Bureau of Economic Research, Inc.
579
NBER Working Paper
555
International journal of production research
543
European journal of operational research : EJOR
531
Applied economics
490
Economic modelling
485
International review of financial analysis
448
Journal of banking & finance
435
International review of economics & finance : IREF
429
Journal of econometrics
422
The journal of futures markets
389
Working paper
387
The North American journal of economics and finance : a journal of financial economics studies
345
Economics letters
338
Journal of economic dynamics & control
312
Applied economics letters
310
Research in international business and finance
303
MPRA Paper
286
Discussion paper / Centre for Economic Policy Research
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Journal of empirical finance
285
Discussion paper / Tinbergen Institute
275
Journal of international financial markets, institutions & money
271
Applied financial economics
270
Journal of international money and finance
257
CESifo working papers
256
International journal of production economics
251
Quantitative finance
242
Computational economics
238
Journal of risk and financial management : JRFM
234
Journal of financial economics
218
International Journal of Energy Economics and Policy : IJEEP
214
The European journal of finance
213
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
210
Pacific-Basin finance journal
207
IMF working papers
201
Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
284
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1
A low-bias
simulation
scheme for the Sabr Stochastic
Volatility
model
Chen, Bin
;
Oosterlee, Cornelis W.
;
Weide, Hans van der
- In:
International journal of theoretical and applied finance
15
(
2012
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10009624504
Saved in:
2
Exact
simulation
of the 3/2 model
Baldeaux, jan
- In:
International journal of theoretical and applied finance
15
(
2012
)
5
,
pp. 1-13
Persistent link: https://www.econbiz.de/10009672611
Saved in:
3
Nearly exact option price
simulation
using characteristic functions
Bernard, Carole
;
Cui, Zhenyu
;
McLeish, Don L.
- In:
International journal of theoretical and applied finance
15
(
2012
)
7
,
pp. 1-29
Persistent link: https://www.econbiz.de/10009685897
Saved in:
4
Chi-square
simulation
of the CIR process and the Heston model
Malham, Simon J. A.
;
Wiese, Anke
- In:
International journal of theoretical and applied finance
16
(
2013
)
3
,
pp. 1-38
Persistent link: https://www.econbiz.de/10009756062
Saved in:
5
Lookback option prices under a spectrally negative tempered-stable model
Coqueret, Guillaume
- In:
International journal of theoretical and applied finance
16
(
2013
)
3
,
pp. 1-15
Persistent link: https://www.econbiz.de/10009756069
Saved in:
6
Statistical causes for the Epps effect in microstructure noise
Münnix, Michael C.
;
Schäfer, Rudi
;
Guhr, Thomas
- In:
International journal of theoretical and applied finance
14
(
2011
)
8
,
pp. 1231-1246
Persistent link: https://www.econbiz.de/10009541998
Saved in:
7
Option pricing with a levy-type stochastic dynamic model for stock price process under semi-Markovian structural perturbations
Assonken, Patrick
;
Ladde, Gangaram S.
- In:
International journal of theoretical and applied finance
18
(
2015
)
8
,
pp. 1-72
Persistent link: https://www.econbiz.de/10011419362
Saved in:
8
Information flow dependence in financial markets
Michaelsen, Markus
- In:
International journal of theoretical and applied finance
23
(
2020
)
5
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012496727
Saved in:
9
Volatility
clustering in financial markets : a microsimulation of interacting agents
Lux, Thomas
;
Marchesi, Michele
- In:
International journal of theoretical and applied finance
3
(
2000
)
4
,
pp. 675-702
Persistent link: https://www.econbiz.de/10001526862
Saved in:
10
Real options with priced regime-switching risk
Driffill, John
;
Kenç, Turalay
;
Sola, Martin
- In:
International journal of theoretical and applied finance
16
(
2013
)
5
,
pp. 1-30
Persistent link: https://www.econbiz.de/10009784006
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