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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Journal of forecasting"
~person:"Fujii, Masaaki"
~person:"Kurisu, Daisuke"
~subject:"Monte Carlo simulation"
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Volatility
Monte Carlo simulation
Estimation theory
2
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Stochastischer Prozess
2
Asymptotic expansion
1
Asymptotic robustness of Jump-Test
1
BSDE
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Branching diffusion
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Continuous-time processes
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Derivat
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Interacting particle method
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Option pricing theory
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Fujii, Masaaki
Kurisu, Daisuke
Taylor, James W.
2
Abraham, Bovas
1
Abramov, Vyacheslav M.
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Balakrishna, N.
1
Ben-Zion, Uri
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Blanco-Fernández, Ángela
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Gel, Yulia R.
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Ke, Tsung-han
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Klebaner, Fima C.
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Kunitomo, Naoto
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Ledolter, Johannes
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Li, Yushu
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Li, Zhenwei
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Liu, Xiaoquan
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Ma, Zhiren
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Mahakud, Jitendra
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Shrestha, Keshab M.
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Asia-Pacific financial markets
Journal of forecasting
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Effects of jumps and small noise in high-frequency financial econometrics
Kunitomo, Naoto
;
Kurisu, Daisuke
- In:
Asia-Pacific financial markets
24
(
2017
)
1
,
pp. 39-73
Persistent link: https://www.econbiz.de/10011742284
Saved in:
2
Perturbative expansion technique for non-linear FBSDEs with interacting particle method
Fujii, Masaaki
;
Takahashi, Akihiko
- In:
Asia-Pacific financial markets
22
(
2015
)
3
,
pp. 283-304
Persistent link: https://www.econbiz.de/10011524810
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