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~isPartOf:"Computational economics"
~subject:"Deregulation"
~subject:"Stochastischer Prozess"
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Deregulation
Stochastischer Prozess
Volatility
122
Volatilität
122
Theorie
54
Theory
54
Stochastic process
48
Option pricing theory
39
Optionspreistheorie
39
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24
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24
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49
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Li, Yong
3
Carr, Peter
2
Fabozzi, Frank J.
2
He, Xin-Jiang
2
Huh, Jeonggyu
2
Itkin, Andrey
2
Kim, See-Woo
2
Lin, Sha
2
Ma, Yong-Ki
2
Mehrdoust, Farshid
2
Ahmadian, Davood
1
Aksoy, Ümit
1
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1
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1
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1
Bianchi, Michele Leonardo
1
Boubaker, Heni
1
Cagnone, Silvia
1
Casas, Isabel
1
Ceffer, Attila
1
Chen, Zhong-Tian
1
Chen, Zhu-ming
1
Chib, Siddhartha
1
Ching, Wai Ki
1
Choudhry, Taufiq
1
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1
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1
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1
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1
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Computational economics
Energy economics
146
International journal of theoretical and applied finance
137
Journal of econometrics
107
Journal of air transport management
106
NBER working paper series
91
Quantitative finance
89
Working paper / National Bureau of Economic Research, Inc.
89
Discussion paper / Centre for Economic Policy Research
85
The electricity journal
85
NBER Working Paper
81
Telecommunications policy : the international journal of digital economy, data sciences and new media
70
European journal of operational research : EJOR
69
Working paper
69
Discussion paper / Tinbergen Institute
68
Cambridge working papers in economics
67
Energy policy
67
Journal of banking & finance
64
Applied economics
63
Applied mathematical finance
63
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
58
The energy journal
58
Journal of regulatory economics
53
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
53
Journal of economic dynamics & control
52
Mathematical finance : an international journal of mathematics, statistics and financial theory
50
The journal of computational finance
50
Finance and stochastics
47
CESifo working papers
46
Finance research letters
46
EPRG working paper
45
Econometric reviews
45
Discussion paper series / IZA
44
Economics letters
44
Europäische Hochschulschriften / 5
43
SpringerLink / Bücher
42
Energiewirtschaftliche Tagesfragen : et ; Zeitschrift für Energiewirtschaft, Recht, Technik und Umwelt
40
Journal of mathematical finance
40
Policy research working paper : WPS
39
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
36
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1
On deregulating food
prices
Flåm, Sjur D.
;
Gaasland, Ivar
;
Vårdal, Erling
- In:
Computational economics
34
(
2009
)
3
,
pp. 309-322
Persistent link: https://www.econbiz.de/10003894161
Saved in:
2
An efficient stochastic simulation algorithm for Bayesian unit root testing in stochastic
volatility
models
Li, Yong
;
Ni, Zhongxin
;
Zhang, Jie
- In:
Computational economics
37
(
2011
)
3
,
pp. 237-248
Persistent link: https://www.econbiz.de/10008902927
Saved in:
3
Using pseudo-parabolic and fractional equations for option pricing in jump diffusion models
Itkin, Andrey
;
Carr, Peter
- In:
Computational economics
40
(
2012
)
1
,
pp. 63-104
Persistent link: https://www.econbiz.de/10009627499
Saved in:
4
Unit root hypothesis in the presence of stochastic
volatility
, a bayesian analysis
Zhang, Jin-yu
;
Li, Yong
;
Chen, Zhu-ming
- In:
Computational economics
41
(
2013
)
1
,
pp. 89-100
Persistent link: https://www.econbiz.de/10009705029
Saved in:
5
An efficient semi-analytical simulation for the Heston model
Sun, Xianming
;
Gan, Siqing
- In:
Computational economics
43
(
2014
)
4
,
pp. 433-445
Persistent link: https://www.econbiz.de/10010396258
Saved in:
6
Estimation of a structural stochastic
volatility
model of asset pricing
Franke, Reiner
;
Westerhoff, Frank H.
- In:
Computational economics
38
(
2011
)
1
,
pp. 53-83
Persistent link: https://www.econbiz.de/10009237000
Saved in:
7
Analytically pricing European options under a new two-factor Heston model with regime switching
Lin, Sha
;
He, Xin-Jiang
- In:
Computational economics
59
(
2022
)
3
,
pp. 1069-1085
Persistent link: https://www.econbiz.de/10013169219
Saved in:
8
Accelerating FHS option pricing under linear GARCH
Xie, Haibin
;
Wu, Xinyu
;
Fan, Pengying
- In:
Computational economics
58
(
2021
)
2
,
pp. 395-411
Persistent link: https://www.econbiz.de/10012615025
Saved in:
9
Forecasting
volatility
for an optimal portfolio with stylized facts using copulas
Karmous, Aida
;
Boubaker, Heni
;
Belkacem, Lotfi
- In:
Computational economics
58
(
2021
)
2
,
pp. 461-482
Persistent link: https://www.econbiz.de/10012615046
Saved in:
10
Bayesian estimation for high-frequency
volatility
models in a time deformed framework
Santos, Antonio A. F.
- In:
Computational economics
57
(
2021
)
2
,
pp. 455-479
Persistent link: https://www.econbiz.de/10012486920
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