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~language:"eng"
~person:"Gomes, Fábio A."
~person:"Grasselli, Martino"
~subject:"Börsenkurs"
~subject:"Capital income"
~subject:"Kapitaleinkommen"
~subject:"Stochastic process"
~subject:"Theorie"
~type_genre:"Aufsatz in Zeitschrift"
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Börsenkurs
Capital income
Kapitaleinkommen
Stochastic process
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Stochastischer Prozess
5
Volatility
5
Volatilität
5
Option pricing theory
3
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2
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3/2 Stochastic volatility model
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Gomes, Fábio A.
Grasselli, Martino
Escobar, Marcos
18
Cui, Zhenyu
11
Todorov, Viktor
10
Asai, Manabu
9
McAleer, Michael
9
Mumtaz, Haroon
9
Tauchen, George Eugene
9
Chan, Joshua
8
Cross, Jamie
8
Nguyen, Duy
8
Rodriguez, Gabriel
8
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7
Takahashi, Akihiko
7
Vives, Josep
7
Alòs, Elisa
6
Fabozzi, Frank J.
6
Kirkby, J. Lars
6
Laurini, Márcio Poletti
6
Li, Chenxu
6
Li, Jia
6
Li, Yong
6
Pospíšil, Jan
6
Zhang, Jin E.
6
Andersen, Torben
5
Fouque, Jean-Pierre
5
Gupta, Rangan
5
Ignatieva, Ekaterina
5
Karlsson, Sune
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Kim, Jeong-Hoon
5
Lorig, Matthew
5
Račev, Svetlozar T.
5
Sircar, Kaushik Ronnie
5
Sobotka, Tomáš
5
Wong, Hoi Ying
5
Ziveyi, Jonathan
5
Aguilar, Jean-Philippe
4
Arai, Takuji
4
Cheng, Yuyang
4
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4
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Applied economics
1
Applied economics letters
1
Decisions in economics and finance : a journal of applied mathematics
1
Journal of banking & finance
1
Operations research letters
1
The journal of futures markets
1
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ECONIS (ZBW)
6
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1
Calibration to FX triangles of the 4/2 model under the benchmark approach
Gnoatto, Alessandro
;
Grasselli, Martino
;
Platen, Eckhard
- In:
Decisions in economics and finance : a journal of …
45
(
2022
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10013380525
Saved in:
2
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
3
Geopolitical risk shocks and the Brazilian economy
Barros Júnior, Fernando Antônio de
;
Gomes, Fábio A.
; …
- In:
Applied economics letters
30
(
2023
)
19
,
pp. 2803-2807
Persistent link: https://www.econbiz.de/10014369477
Saved in:
4
Stochastic skew and target volatility options
Grasselli, Martino
;
Romo, Jacinto Marabel
- In:
The journal of futures markets
36
(
2016
)
2
,
pp. 174-193
Persistent link: https://www.econbiz.de/10011568064
Saved in:
5
Analytic pricing of volatility-equity options within Wishart-based
stochastic
volatility
models
Fonseca, José da
;
Gnoatto, Alessandro
;
Grasselli, Martino
- In:
Operations research letters
43
(
2015
)
6
,
pp. 601-607
Persistent link: https://www.econbiz.de/10011416324
Saved in:
6
Pricing currency derivatives under the benchmark approach
Baldeaux, Jan
;
Grasselli, Martino
;
Platen, Eckhard
- In:
Journal of banking & finance
53
(
2015
),
pp. 34-48
Persistent link: https://www.econbiz.de/10011377682
Saved in:
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