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~isPartOf:"Applied mathematical finance"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~isPartOf:"The review of financial studies"
~subject:"Volatility"
~type:"article"
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Applied mathematical finance
The journal of finance : the journal of the American Finance Association
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1
The effect of derivative assets in information acquisition and price behavior in a rational expectations equilibrium
Cao, H. Henry
- In:
The review of financial studies
12
(
1999
)
1
,
pp. 131-163
Persistent link: https://www.econbiz.de/10001353475
Saved in:
2
Competitive entry and endogenous risk in the foreign exchange market
Hau, Harald
- In:
The review of financial studies
11
(
1998
)
4
,
pp. 757-787
Persistent link: https://www.econbiz.de/10001355078
Saved in:
3
Pricing options under generalized GARCH and stochastic volatility processes
Ritchken, Peter
;
Trevor, Rob
- In:
The journal of finance : the journal of the American …
54
(
1999
)
1
,
pp. 377-402
Persistent link: https://www.econbiz.de/10001355222
Saved in:
4
Price limit performance : evidence from the Tokyo Stock Exchange
Kim, Kenneth A.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
2
,
pp. 885-901
Persistent link: https://www.econbiz.de/10001222411
Saved in:
5
The valuation of American options with stochastic interest rates : a generalization of the Geske-Johnson technique
Ho, Teng-suan
- In:
The journal of finance : the journal of the American …
52
(
1997
)
2
,
pp. 827-840
Persistent link: https://www.econbiz.de/10001222419
Saved in:
6
Heterogeneous information arrivals and return volatility dynamics : uncovering the long-run in high frequency returns
Andersen, Torben
- In:
The journal of finance : the journal of the American …
52
(
1997
)
3
,
pp. 975-1005
Persistent link: https://www.econbiz.de/10001225624
Saved in:
7
Markovian spot rate dynamics with stochastic volatility structures
Au, Kelly T.
- In:
Applied mathematical finance
4
(
1997
)
2
,
pp. 101-108
Persistent link: https://www.econbiz.de/10001226700
Saved in:
8
An E-ARCH model for the term structure of implied volatility of FX options
Zhu, Yingzi
- In:
Applied mathematical finance
4
(
1997
)
2
,
pp. 81-100
Persistent link: https://www.econbiz.de/10001226702
Saved in:
9
Calibrating volatility surfaces via relative-entropy minimization
Avellaneda, Marco
(
contributor
)
- In:
Applied mathematical finance
4
(
1997
)
1
,
pp. 37-64
Persistent link: https://www.econbiz.de/10001226743
Saved in:
10
Misspecified asset price models and robust hedging strategies
Ahn, Hyungsok
- In:
Applied mathematical finance
4
(
1997
)
1
,
pp. 21-36
Persistent link: https://www.econbiz.de/10001226765
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