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Konferenz
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McAleer, Michael
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Asai, Manabu
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2
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Econometric reviews
Finance and stochastics
European journal of operational research : EJOR
459
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SFB 649 discussion paper
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IMA journal of management mathematics
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NBER Working Paper
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INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
37
Lecture notes in economics and mathematical systems : LNEMS
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ECONIS (ZBW)
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1
Asymptotic arbitrage and numéraire portfolios in large financial markets
Rochlin, Dmitri B.
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 173-194
Persistent link: https://www.econbiz.de/10003716254
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2
Valuation of default-sensitive claims under imperfect information
Coculescu, Delia
;
Geman, Hélyette
;
Jeanblanc, Monique
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 195-218
Persistent link: https://www.econbiz.de/10003716260
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3
Dynamic risk measures : time consistency and risk measures from BMO martingales
Bion-Nadal, Jocelyne
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 219-244
Persistent link: https://www.econbiz.de/10003716264
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4
Long run forward rates and long yields of bonds and options in heterogeneous equilibria
Malamud, Semyon
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 245-264
Persistent link: https://www.econbiz.de/10003716265
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5
Stochastic flow approach to Dupire's formula
Jourdain, B.
- In:
Finance and stochastics
11
(
2007
)
4
,
pp. 521-535
Persistent link: https://www.econbiz.de/10003645525
Saved in:
6
On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility
Alòs, Elisa
;
León, Jorge A.
;
Vives, Josep
- In:
Finance and stochastics
11
(
2007
)
4
,
pp. 571-589
Persistent link: https://www.econbiz.de/10003645538
Saved in:
7
Multivariate stochastic volatility : a review
Asai, Manabu
;
McAleer, Michael
;
Yu, Jun
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 145-175
Persistent link: https://www.econbiz.de/10003355704
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8
Continuous time Wishart process for stochastic risk
Gouriéroux, Christian
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 177-217
Persistent link: https://www.econbiz.de/10003355729
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9
Factor stochastic volatility in mean models : a GMM approach
Doz, Catherine
;
Renault, Eric
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 275-309
Persistent link: https://www.econbiz.de/10003355766
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10
Classical and Bayesian analysis of unvariate and multivariate stochastic volatility models
Liesenfeld, Roman
;
Richard, Jean-François
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 335-360
Persistent link: https://www.econbiz.de/10003355771
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