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~isPartOf:"Applied mathematical finance"
~isPartOf:"NBER Working Paper"
~subject:"Volatilität"
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Volatilität
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Andersen, Torben G.
7
Bollerslev, Tim
6
Diebold, Francis X.
6
Ait-Sahalia, Yacine
5
Aizenman, Joshua
5
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4
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4
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2
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2
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2
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2
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2
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2
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2
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2
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Applied mathematical finance
NBER Working Paper
NBER working paper series
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161
Journal of econometrics
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Journal of banking & finance
109
Finance research letters
96
Economics letters
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Discussion paper / Tinbergen Institute
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International journal of theoretical and applied finance
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Economic modelling
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International journal of forecasting
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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International review of financial analysis
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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1
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:
2
Exact superreplication strategies for a class of derivative assets
Vanden, Joel M.
- In:
Applied mathematical finance
13
(
2006
)
1
,
pp. 61-87
Persistent link: https://www.econbiz.de/10003320040
Saved in:
3
Numerical methods for non-linear black-scholes equations
Heider, Pascal
- In:
Applied mathematical finance
17
(
2010
)
1/2
,
pp. 59-81
Persistent link: https://www.econbiz.de/10003975272
Saved in:
4
Static replication of forward-start claims and realized variance swaps
Baldeaux, Jan
;
Rutkowski, Marek
- In:
Applied mathematical finance
17
(
2010
)
1/2
,
pp. 99-131
Persistent link: https://www.econbiz.de/10003975324
Saved in:
5
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:
6
On estimation of volatility surface and precition of future spot volatility
Klebaner, Fima
;
Le, Truc
;
Lipcer, Robert S.
- In:
Applied mathematical finance
13
(
2006
)
3
,
pp. 245-263
Persistent link: https://www.econbiz.de/10003383702
Saved in:
7
Indifference pricing and hedging for volatility dervivatives
Grasselli, M. R.
;
Hurd, T. R.
- In:
Applied mathematical finance
14
(
2007
)
4
,
pp. 303-317
Persistent link: https://www.econbiz.de/10003543040
Saved in:
8
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:
9
A time-dependent variance model for pricing variance and volatility swaps
Goard, Joanna
- In:
Applied mathematical finance
18
(
2011
)
1/2
,
pp. 51-70
Persistent link: https://www.econbiz.de/10009155489
Saved in:
10
The stochastic intrinsic currency volatility model : a consistent framework for multiple FX rates and their volatilities
Doust, Paul
- In:
Applied mathematical finance
19
(
2012
)
5/6
,
pp. 381-445
Persistent link: https://www.econbiz.de/10009710939
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