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~person:"Chen, Songnian"
~person:"Liu, Shudong"
~person:"Stentoft, Lars"
~source:"econis"
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ARCH model
4
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4
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4
Estimation theory
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Option pricing theory
4
Optionspreistheorie
4
Schätztheorie
4
Closed form solutions
3
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GARCH models
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Covariance dependent kernel
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Chen, Songnian
Liu, Shudong
Stentoft, Lars
Dong, Chaohua
5
Escobar, Marcos
5
Gao, Jiti
5
He, Xin-Jiang
5
Peng, Bin
5
Rastegari, Javad
4
Li, Chenxu
3
Zhu, Song-Ping
3
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2
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2
Itkin, Andrey
2
Kim, Jeong-Hoon
2
Lin, Sha
2
Ma, Guiyuan
2
Menoncin, Francesco
2
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2
Shi, Yanlin
2
Zhang, Changyong
2
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1
Ahn, Soohan
1
Alfeus, Mesias
1
Alghalith, Moawia
1
Ang, Marcus
1
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1
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1
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European journal of operational research : EJOR
2
International journal of production research
1
International review of financial analysis
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
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ECONIS (ZBW)
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1
Covariance dependent kernels, a Q-affine GARCH for multi-asset option pricing
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
-
2023
Persistent link: https://www.econbiz.de/10014281687
Saved in:
2
Covariance dependent kernels, a Q-affine GARCH for multi-asset option pricing
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
- In:
International review of financial analysis
87
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014460484
Saved in:
3
Option pricing with conditional GARCH models
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
- In:
European journal of operational research : EJOR
289
(
2021
)
1
,
pp. 350-363
Persistent link: https://www.econbiz.de/10012416733
Saved in:
4
Affine multivariate GARCH models
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012521059
Saved in:
5
Root-N consistent estimation of a panel data binary response model with unknown correlated random effects
Chen, Songnian
;
Si, Jichun
;
Zhang, Hanghui
;
Zhou, Yahong
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
4
,
pp. 559-571
Persistent link: https://www.econbiz.de/10011893790
Saved in:
6
An efficient inventory rationing strategy for systems with two demand classes and backordering
Liu, Shudong
;
Zhang, Changyong
- In:
International journal of production research
53
(
2015
)
20
,
pp. 6136-6142
Persistent link: https://www.econbiz.de/10011421755
Saved in:
7
Multi-class dynamic inventory rationing with stochastic demands and backordering
Liu, Shudong
;
Song, Miao
;
Tan, Kok Choon
;
Zhang, Changyong
- In:
European journal of operational research : EJOR
244
(
2015
)
1
,
pp. 153-163
Persistent link: https://www.econbiz.de/10010531962
Saved in:
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