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~isPartOf:"Applied mathematical finance"
~language:"eng"
~subject:"Estimation"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Mehrbändiges Werk"
~type_genre:"Working Paper"
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Estimation
Volatilität
Option pricing theory
240
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240
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227
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227
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119
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119
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Avellaneda, Marco
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Applied mathematical finance
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2,955
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1,607
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1,503
Applied economics letters
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1,039
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959
Energy economics
934
Economics letters
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Finance research letters
783
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
781
Journal of banking & finance
725
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International review of economics & finance : IREF
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682
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603
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ECONIS (ZBW)
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91
An EZI method to reduce the rank of a correlation matrix in financial modelling
Morini, Massimo
;
Webber, Nick
- In:
Applied mathematical finance
13
(
2006
)
4
,
pp. 309-331
Persistent link: https://www.econbiz.de/10003396206
Saved in:
92
Numerical methods and volatility models for valuing cliquet options
Windcliff, H. A.
;
Forsyth, Peter A.
;
Vetzal, Kenneth R.
- In:
Applied mathematical finance
13
(
2006
)
4
,
pp. 353-386
Persistent link: https://www.econbiz.de/10003396217
Saved in:
93
Stochastic volatility effects on defaultable bonds
Fouque, Jean-Pierre
;
Sircar, Kaushik Ronnie
;
Sølna, Knut
- In:
Applied mathematical finance
13
(
2006
)
3
,
pp. 215-244
Persistent link: https://www.econbiz.de/10003383651
Saved in:
94
Calibration of the SABR model in illiquid markets
West, Graeme
- In:
Applied mathematical finance
12
(
2005
)
4
,
pp. 371-385
Persistent link: https://www.econbiz.de/10003229244
Saved in:
95
Dynamic principal component analysis of multivariate volatility via Fourier analysis
Mancino, Maria Elvira
;
Renò, Roberto
- In:
Applied mathematical finance
12
(
2005
)
2
,
pp. 187-199
Persistent link: https://www.econbiz.de/10002989949
Saved in:
96
Numerical procedure for calibration of volatility with American options
Achdou, Yves
;
Pironneau, Olivier
- In:
Applied mathematical finance
12
(
2005
)
3
,
pp. 201-241
Persistent link: https://www.econbiz.de/10003149331
Saved in:
97
Stochastic volatility model with time-dependent skew
Piterbarg, Vladimir V.
- In:
Applied mathematical finance
12
(
2005
)
2
,
pp. 147-185
Persistent link: https://www.econbiz.de/10002989932
Saved in:
98
Calculating hedge fund risk : the draw down and the maximum draw down
Sancetta, Alessio
;
Satchell, Stephen
- In:
Applied mathematical finance
11
(
2004
)
3
,
pp. 259-282
Persistent link: https://www.econbiz.de/10002243487
Saved in:
99
Multiple time scales in volatility and leverage correlations : a stochastic volatility model
Perelló, Josep
;
Masoliver, Jaume
;
Bouchaud, Jean-Philippe
- In:
Applied mathematical finance
11
(
2004
)
1
,
pp. 27-50
Persistent link: https://www.econbiz.de/10002001537
Saved in:
100
On the pricing and hedging of volatility derivatives
Howison, Sam
;
Rafailidis, Avraam
;
Rasmussen, Henrik
- In:
Applied mathematical finance
11
(
2004
)
4
,
pp. 317-346
Persistent link: https://www.econbiz.de/10002458545
Saved in:
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