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type_genre:"Bibliography included"
type_genre:"Sammelwerk"
~isPartOf:"Finance and stochastics"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Government document"
~type_genre:"Konferenzbeitrag"
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Volatilität
Theorie
496
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496
Portfolio selection
152
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152
Stochastic process
130
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130
Option pricing theory
106
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106
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59
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59
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54
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54
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Bibliography included
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42
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English
42
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Carmona, René
3
Fukasawa, Masaaki
3
Andersen, Leif B. G.
2
Fouque, Jean-Pierre
2
Leblanc, Boris
2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Finance and stochastics
Journal of econometrics
124
Journal of banking & finance
109
Finance research letters
88
Economics letters
81
Journal of empirical finance
81
Economic modelling
76
International journal of forecasting
76
International journal of theoretical and applied finance
76
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
72
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
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71
Journal of economic dynamics & control
70
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65
International review of financial analysis
61
International review of economics & finance : IREF
58
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57
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55
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46
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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The North American journal of economics and finance : a journal of financial economics studies
45
Applied mathematical finance
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
The journal of finance : the journal of the American Finance Association
43
The journal of futures markets
40
Journal of monetary economics
39
Journal of risk and financial management : JRFM
38
Macroeconomic dynamics
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Journal of international financial markets, institutions & money
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Journal of applied econometrics
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International journal of finance & economics : IJFE
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ECONIS (ZBW)
42
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1
On ruin probabilities with investments in a risky asset with a regime-switching price
Kabanov, Jurij M.
;
Pergamenščikov, Sergej M.
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 877-897
Persistent link: https://www.econbiz.de/10013440255
Saved in:
2
A Black–Scholes inequality : applications and generalisations
Tehranchi, Michael R.
- In:
Finance and stochastics
24
(
2020
)
1
,
pp. 1-38
Persistent link: https://www.econbiz.de/10012253338
Saved in:
3
Fast mean-reversion asymptotics for large portfolios of stochastic volatility models
Hambly, Ben
;
Kolliopoulos, Nikolaos
- In:
Finance and stochastics
24
(
2020
)
3
,
pp. 757-794
Persistent link: https://www.econbiz.de/10012518096
Saved in:
4
The microstructural foundations of leverage effect and rough volatility
El Euch, Omar
;
Fukasawa, Masaaki
;
Rosenbaum, Mathieu
- In:
Finance and stochastics
22
(
2018
)
2
,
pp. 241-280
Persistent link: https://www.econbiz.de/10011945670
Saved in:
5
Non-implementability of Arrow-Debreu equilibria by continuous trading under volatility uncertainty
Beißner, Patrick
;
Riedel, Frank
- In:
Finance and stochastics
22
(
2018
)
3
,
pp. 603-620
Persistent link: https://www.econbiz.de/10011945876
Saved in:
6
Asymptotic replication with modified volatility under small transaction costs
Cai, Jiatu
;
Fukasawa, Masaaki
- In:
Finance and stochastics
20
(
2016
)
2
,
pp. 381-431
Persistent link: https://www.econbiz.de/10011471177
Saved in:
7
Forward rate models with linear volatilities
Barski, Michał
;
Zabczyk, Jerzy
- In:
Finance and stochastics
16
(
2012
)
3
,
pp. 537-560
Persistent link: https://www.econbiz.de/10009562291
Saved in:
8
Tangent Lévy market models
Carmona, René
;
Nadtochiy, Sergey
- In:
Finance and stochastics
16
(
2012
)
1
,
pp. 63-104
Persistent link: https://www.econbiz.de/10009423250
Saved in:
9
Gamma expansion of the Heston stochastic volatility model
Glasserman, Paul
;
Kim, Kyoung-kuk
- In:
Finance and stochastics
15
(
2011
)
2
,
pp. 267-296
Persistent link: https://www.econbiz.de/10009159098
Saved in:
10
Option pricing with quadratic volatility : a revisit
Andersen, Leif B. G.
- In:
Finance and stochastics
15
(
2011
)
2
,
pp. 191-219
Persistent link: https://www.econbiz.de/10009159127
Saved in:
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