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~isPartOf:"Economie & prévision : EP"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Eurozone"
~subject:"Prognose"
~subject:"Theory"
~subject:"Volatilität"
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Economie & prévision : EP
International journal of theoretical and applied finance
Journal of international money and finance
60
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41
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35
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1
Second-order stochastic volatility asymptotics and the pricing of foreign exchange derivatives
Pellegrino, Tommaso
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012271009
Saved in:
2
Foreign exchange options under stochastic volatility and stochastic interest rates
Ahlip, Rehez
- In:
International journal of theoretical and applied finance
11
(
2008
)
3
,
pp. 277-294
Persistent link: https://www.econbiz.de/10003733145
Saved in:
3
L' existence d'un biais dans les anticipations de marché sur la politique monétaire en zone euro
Hissler, Sebastien
- In:
Economie & prévision : EP
166
(
2004
)
5
,
pp. 145-151
Persistent link: https://www.econbiz.de/10003031498
Saved in:
4
A joint empirical and theoretical investigation of the modes of deformation of swaption matrices : implications for model choice
Rebonato, Riccardo
;
Joshi, Mark
- In:
International journal of theoretical and applied finance
5
(
2002
)
7
,
pp. 667-694
Persistent link: https://www.econbiz.de/10001743233
Saved in:
5
Pouvoir prédictif de la volatilité implicite dans le prix des options de change
Rzepkowski, Bronka
- In:
Economie & prévision : EP
(
2001
)
2
,
pp. 71-97
Persistent link: https://www.econbiz.de/10001674730
Saved in:
6
A network model for foreign exchange arbitrage, hedging and speculation
Jones, C. Kenneth
- In:
International journal of theoretical and applied finance
4
(
2001
)
6
,
pp. 837-852
Persistent link: https://www.econbiz.de/10001632641
Saved in:
7
Le rejet de l'hypothèse d'efficience variable dans le temps sur le marché des changes
Koning, Camiel de
;
Straetmans, Stefan
- In:
Economie & prévision : EP
(
1999
)
4/5
,
pp. 77-90
Persistent link: https://www.econbiz.de/10001490922
Saved in:
8
Internationality diversified investment using an integrated portfolio model
Konno, Hiroshi
- In:
International journal of theoretical and applied finance
1
(
1998
)
1
,
pp. 145-160
Persistent link: https://www.econbiz.de/10001236671
Saved in:
9
Information transmission across Eurodollar futures markets
Lim, Kian-Guan
- In:
International journal of theoretical and applied finance
1
(
1998
)
2
,
pp. 235-245
Persistent link: https://www.econbiz.de/10001240155
Saved in:
10
Une application des réseaux de neurones artificiels MLP à la prévision du prix d'une option négociable
Fiordaliso, Antonio
- In:
Economie & prévision : EP
(
1997
),
pp. 47-62
Persistent link: https://www.econbiz.de/10001223455
Saved in:
1
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