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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"The American economic review"
~language:"eng"
~person:"Fabozzi, Frank J."
~person:"Takahashi, Akihiko"
~subject:"Volatility"
~type_genre:"Article in journal"
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Volatility
Option pricing theory
12
Optionspreistheorie
12
Stochastic process
10
Stochastischer Prozess
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9
Theory
9
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7
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English
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Fabozzi, Frank J.
Takahashi, Akihiko
Benth, Fred Espen
6
Brigo, Damiano
5
Jaimovich, Nir
4
Pallavicini, Andrea
4
Rebonato, Riccardo
4
Chiarella, Carl
3
Fernández-Villaverde, Jesús
3
Forde, Martin
3
Fouque, Jean-Pierre
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Gatheral, Jim
3
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3
Guerrón-Quintana, Pablo A.
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Liu, Rui Hua
3
Oosterlee, Cornelis W.
3
Radoičić, Radoš
3
Rubio-Ramírez, Juan Francisco
3
Schoutens, Wim
3
Stoep, Anthonie W. van der
3
Uribe, Martín
3
Vives, Josep
3
Zubelli, Jorge P.
3
Ahlip, Rehez
2
Alòs, Elisa
2
Antonelli, Fabio
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Avellaneda, Marco
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Bianchi, Michele Leonardo
2
Boyarchenko, Mitya
2
Carr, Peter
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Carvalho, Vasco M.
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Cui, Zhenyu
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Ekström, Erik
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2
Gabaix, Xavier
2
Gorbachev, Olga
2
Gorodnichenko, Yuriy
2
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2
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International journal of theoretical and applied finance
The American economic review
Asia-Pacific financial markets
4
Computational economics
3
International review of financial analysis
3
The journal of portfolio management : JPM
3
Applied financial economics
2
Mathematics of operations research
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The journal of futures markets
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Annals of economics and finance
1
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Applied economics
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Emerging markets review
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European journal of operational research : EJOR
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Finance research letters
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International journal of theoretical and applied finance : IJTAF
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Journal of economic dynamics & control
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Journal of economics & business
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Journal of international money and finance
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Review of derivatives research
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Review of finance : journal of the European Finance Association
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ECONIS (ZBW)
7
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1
Financial markets with no riskless (safe) asset
Račev, Svetlozar T.
;
Stoyanov, Stoyan V.
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied finance
20
(
2017
)
8
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011787424
Saved in:
2
Riding with the four horsemen and the multivariate normal tempered stable model
Bianchi, Michele Leonardo
;
Tassinari, Gian Luca
; …
- In:
International journal of theoretical and applied finance
19
(
2016
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011523819
Saved in:
3
Note on an extension of an asymptotic expansion scheme
Takahashi, Akihiko
;
Toda, Masashi
- In:
International journal of theoretical and applied finance
16
(
2013
)
5
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009783991
Saved in:
4
A general computation scheme for a high-order asymptotic expansion method
Takahashi, Akihiko
;
Takehara, Kohta
;
Toda, Masashi
- In:
International journal of theoretical and applied finance
15
(
2012
)
6
,
pp. 1-25
Persistent link: https://www.econbiz.de/10009672591
Saved in:
5
Hedging European derivatives with the polynomial variance swap under uncertain volatility environments
Takahashi, Akihiko
;
Tsuzuki, Yukihiro
;
Yamazaki, Akira
- In:
International journal of theoretical and applied finance
14
(
2011
)
4
,
pp. 485-505
Persistent link: https://www.econbiz.de/10009269373
Saved in:
6
A hybrid asymptotic expansion scheme : an application to long-term currency options
Takahashi, Akihiko
;
Takehara, Kohta
- In:
International journal of theoretical and applied finance
13
(
2010
)
8
,
pp. 1179-1221
Persistent link: https://www.econbiz.de/10008906179
Saved in:
7
Probability distribution and option pricing for drawdown in a stochastic volatility environment
Yamamoto, Kyo
;
Sato, Seisho
;
Takahashi, Akihiko
- In:
International journal of theoretical and applied finance
13
(
2010
)
2
,
pp. 335-354
Persistent link: https://www.econbiz.de/10008860388
Saved in:
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