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~isPartOf:"CREATES research paper"
~isPartOf:"Journal of mathematical finance"
~isPartOf:"Quantitative finance"
~subject:"Black-Scholes-Modell"
~subject:"Derivat"
~subject:"Estimation theory"
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Black-Scholes-Modell
Derivat
Estimation theory
Stochastic process
316
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316
Option pricing theory
154
Optionspreistheorie
154
Volatility
149
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Barndorff-Nielsen, Ole E.
3
Kristensen, Dennis
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Bayer, Christian
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Bennedsen, Mikkel
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Friz, Peter K.
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Gao, Min
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Jagannathan, Raj
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CREATES research paper
Journal of mathematical finance
Quantitative finance
International journal of theoretical and applied finance
85
Journal of econometrics
72
Applied mathematical finance
36
European journal of operational research : EJOR
29
The journal of computational finance
28
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
24
Computational economics
22
Finance and stochastics
22
Discussion paper / Tinbergen Institute
21
International journal of financial engineering
21
Journal of banking & finance
21
Mathematical finance : an international journal of mathematics, statistics and financial theory
20
Econometric reviews
19
Review of derivatives research
18
Economic modelling
15
Economics letters
15
Journal of economic dynamics & control
15
Mathematics of operations research
15
Risks : open access journal
15
Econometric theory
14
Insurance / Mathematics & economics
14
SFB 649 discussion paper
14
Annals of finance
13
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
13
Finance research letters
13
Cowles Foundation discussion paper
12
Asia-Pacific financial markets
11
Discussion papers of interdisciplinary research project 373
11
Journal of risk and financial management : JRFM
11
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
11
Research paper series / Swiss Finance Institute
11
Journal of empirical finance
10
Operations research
10
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
10
The North American journal of economics and finance : a journal of financial economics studies
10
Econometrics : open access journal
9
Energy economics
9
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ECONIS (ZBW)
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1
Adding and subtracting black-scholes : a new approach to approximating derivative prices in continuous time models
Kristensen, Dennis
;
Mele, Antonio
-
2009
Persistent link: https://www.econbiz.de/10003849531
Saved in:
2
A meta-distribution for non-stationary samples
Guégan, Dominique
-
2009
Persistent link: https://www.econbiz.de/10003849558
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3
Stochastic volatility of volatility in continuous time
Barndorff-Nielsen, Ole E.
;
Veraart, Almut E. D.
-
2009
Persistent link: https://www.econbiz.de/10003849562
Saved in:
4
Limit theorems for functionals of higher order differences of Brownian semi-stationary processes
Barndorff-Nielsen, Ole E.
;
Corcuera, José Manual
; …
-
2009
Persistent link: https://www.econbiz.de/10003914217
Saved in:
5
Estimation of stochastic volatility models by nonparametric filtering
Kanaya, Shin
;
Kristensen, Dennis
-
2010
Persistent link: https://www.econbiz.de/10008663983
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6
Prediction-based estimating functions : review and new developments
Sørensen, Michael
-
2011
Persistent link: https://www.econbiz.de/10008807426
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7
Local whittle estimation of multivariate fractionally integrated processes
Nielsen, Frank
-
2009
Persistent link: https://www.econbiz.de/10003875666
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8
Integer-valued Lévy processes and low latency financial econometrics
Barndorff-Nielsen, Ole E.
;
Pollard, David G.
;
Shephard, …
-
2010
Persistent link: https://www.econbiz.de/10008659413
Saved in:
9
Estimation of long memory in integrated variance
Rossi, Eduardo
;
Santucci de Magistris, Paolo
-
2011
Persistent link: https://www.econbiz.de/10008986693
Saved in:
10
On two transform methods for the valuation of contingent claims
Nwozo, Chuma Raphael
;
Fadugba, Sunday Emmanuel
- In:
Journal of mathematical finance
5
(
2015
)
2
,
pp. 88-112
Persistent link: https://www.econbiz.de/10011398726
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