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Volatility
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33
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Tauchen, George Eugene
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Barndorff-Nielsen, Ole E.
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Benth, Fred Espen
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Fouque, Jean-Pierre
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Yu, Jun
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Alòs, Elisa
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Andersen, Torben
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Fernández-Villaverde, Jesús
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Marcellino, Massimiliano
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Platen, Eckhard
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Takahashi, Akihiko
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Bos, Charles S.
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Jacquier, Antoine (Jack)
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Martin, Gael M.
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Nguyen, Duy
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Chang, Chia-Lin
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International journal of theoretical and applied finance
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Journal of econometrics
119
Quantitative finance
107
Applied mathematical finance
67
Discussion paper / Tinbergen Institute
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Finance and stochastics
63
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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The journal of computational finance
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Finance research letters
54
Computational economics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Journal of economic dynamics & control
47
Econometric reviews
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of banking & finance
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European journal of operational research : EJOR
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Journal of mathematical finance
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Annals of finance
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Economics letters
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Energy economics
36
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Insurance / Mathematics & economics
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International journal of financial engineering
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Journal of empirical finance
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Research paper series / Swiss Finance Institute
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The journal of futures markets
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The North American journal of economics and finance : a journal of financial economics studies
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Applied economics
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Review of derivatives research
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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CAMA working paper series
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CREATES research paper
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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1
A class of portfolio optimization solvable problems
Cheng, Yuyang
;
Escobar, Marcos
- In:
Finance research letters
52
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014472208
Saved in:
2
Options pricing with time changed Lévy processes under imprecise information
Feng, Zhi-Yuan
;
Cheng, Johnson T.-S.
;
Liu, Yu-Hong
; …
- In:
Fuzzy optimization and decision making : a journal of …
14
(
2015
)
1
,
pp. 97-119
Persistent link: https://www.econbiz.de/10011313098
Saved in:
3
A comparative assessment of different fuzzy regression methods for volatility forecasting
Muzzioli, Silvia
;
De Beats, B.
- In:
Fuzzy optimization and decision making : a journal of …
12
(
2013
)
4
,
pp. 433-450
Persistent link: https://www.econbiz.de/10010232663
Saved in:
4
On the investment-uncertainty relationship in a real option model with stochastic volatility
Ting, Sai Hung Marten
;
Ewald, Christian-Oliver
;
Wang, …
- In:
Mathematical social sciences
66
(
2013
)
1
,
pp. 22-32
Persistent link: https://www.econbiz.de/10009751763
Saved in:
5
Correlation risk and optimal portfolio choice
Buraschi, Andrea
(
contributor
);
Porchia, Paolo
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003674267
Saved in:
6
Ambiguous volatility, possibility and utility in continuous time
Epstein, Larry G.
;
Jib, Shaolin
- In:
Journal of mathematical economics
50
(
2014
),
pp. 269-282
Persistent link: https://www.econbiz.de/10010478634
Saved in:
7
Optimal investment models with minimum consumption criteria
Fleming, Wendell Helms
- In:
Australian economic papers
44
(
2005
)
4
,
pp. 307-321
Persistent link: https://www.econbiz.de/10003236909
Saved in:
8
Dynamic asset allocation with uncertain jump risks : a pathwise optimization approach
Jin, Xing
;
Luo, Dan
;
Zeng, Xudong
- In:
Mathematics of operations research
43
(
2018
)
2
,
pp. 347-376
Persistent link: https://www.econbiz.de/10011868609
Saved in:
9
Endogenous uncertainty
Carriero, Andrea
;
Clark, Todd E.
;
Marcellino, Massimiliano
-
2018
Persistent link: https://www.econbiz.de/10011878268
Saved in:
10
Dynamic derivative strategies with stochastic interest rates and model uncertainty
Escobar, Marcos
;
Ferrando, Sebastian
;
Rubtsov, Alexey
- In:
Journal of economic dynamics & control
86
(
2018
),
pp. 49-71
Persistent link: https://www.econbiz.de/10011973854
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