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~isPartOf:"Applied mathematical finance"
~isPartOf:"CREATES research paper"
~subject:"Estimation theory"
~subject:"Theory"
~subject:"Volatilität"
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Search: subject_exact:"Bernoulli process"
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Estimation theory
Theory
Volatilität
Stochastic process
179
Stochastischer Prozess
179
Option pricing theory
89
Optionspreistheorie
89
Volatility
83
Theorie
68
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25
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Podolskij, Mark
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Applied mathematical finance
CREATES research paper
European journal of operational research : EJOR
496
International journal of theoretical and applied finance
220
Journal of econometrics
192
Insurance / Mathematics & economics
184
Finance and stochastics
154
Computers & operations research : and their applications to problems of world concern ; an international journal
147
International journal of production research
132
Quantitative finance
126
Operations research
125
Operations research letters
115
Discussion paper / Tinbergen Institute
103
Journal of economic dynamics & control
103
Mathematical finance : an international journal of mathematics, statistics and financial theory
100
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94
Risks : open access journal
85
Econometric reviews
81
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80
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
78
International journal of production economics
76
Economics letters
73
INFORMS journal on computing : JOC
68
The journal of computational finance
68
Economic modelling
62
Computational Management Science : CMS
61
Journal of mathematical finance
59
Econometric theory
56
Finance research letters
56
Journal of economic theory
56
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
55
Discussion papers of interdisciplinary research project 373
55
Mathematical methods of operations research
54
Working paper
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Annals of finance
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Energy economics
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International journal of financial engineering
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Transportation research / E : an international journal
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Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
130
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Estimation of continuous-time linear DSGE models from discrete-time measurements
Christensen, Bent Jesper
;
Neri, Luca
;
Parra-Alvarez, …
-
2023
Persistent link: https://www.econbiz.de/10014280884
Saved in:
2
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Wonk-ki
;
Seong, Dakyung
-
2022
Persistent link: https://www.econbiz.de/10012816384
Saved in:
3
The impact of stochastic volatility on initial margin and MVA for interest rate derivatives
Hoencamp, J. H.
;
Kort, J. P. de
;
Kandhai, B. D.
- In:
Applied mathematical finance
29
(
2022
)
2
,
pp. 141-179
Persistent link: https://www.econbiz.de/10013554796
Saved in:
4
Optimal execution : a review
Donnelly, Ryan
- In:
Applied mathematical finance
29
(
2022
)
3
,
pp. 181-212
Persistent link: https://www.econbiz.de/10013554798
Saved in:
5
On the skew and curvature of the implied and local volatilities
Alòs, Elisa
;
García Lorite, David
;
Pravosud, Makar
- In:
Applied mathematical finance
30
(
2023
)
1
,
pp. 47-67
Persistent link: https://www.econbiz.de/10014390289
Saved in:
6
Roughness in spot variance? : a GMM approach for estimation of fractional log-normal stochastic volatility models using realized measures
Bolko, Anine E.
;
Christensen, Kim
;
Pakkanen, Mikko S.
; …
-
2020
Persistent link: https://www.econbiz.de/10012318238
Saved in:
7
Exchange option pricing under variance gamma-like models
Gardini, Matteo
;
Sabino, Piergiacomo
- In:
Applied mathematical finance
29
(
2022
)
6
,
pp. 494-521
Persistent link: https://www.econbiz.de/10014390283
Saved in:
8
Accelerated share repurchases under stochastic volatility
Krishnan, Nikhil
;
Sircar, Kaushik Ronnie
- In:
Applied mathematical finance
29
(
2022
)
5
,
pp. 331-365
Persistent link: https://www.econbiz.de/10014323481
Saved in:
9
On regularized optimal execution problems and their singular limits
Souza, Max O.
;
Thamsten, Y.
- In:
Applied mathematical finance
29
(
2022
)
2
,
pp. 79-109
Persistent link: https://www.econbiz.de/10013554788
Saved in:
10
Explaining bond return predictability in an estimated New Keynesian model
Andreasen, Martin Møller
-
2019
Persistent link: https://www.econbiz.de/10012063989
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