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~isPartOf:"Applied mathematical finance"
~language:"eng"
~person:"Papanicolaou, Andrew"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Mehrbändiges Werk"
~type_genre:"Working Paper"
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Papanicolaou, Andrew
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Applied mathematical finance
Mathematical finance : an international journal of mathematics, statistics and financial economics
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The journal of investment strategies
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Trading signals in VIX futures
Avellaneda, Marco
;
Li, Thomas Nanfeng
;
Papanicolaou, Andrew
- In:
Applied mathematical finance
28
(
2021
)
3
,
pp. 275-298
Persistent link: https://www.econbiz.de/10013171072
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Implied filtering densities on the hidden state of stochastic volatility
Fuertes, Carlos
;
Papanicolaou, Andrew
- In:
Applied mathematical finance
21
(
2014
)
5/6
,
pp. 483-522
Persistent link: https://www.econbiz.de/10010500874
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