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~isPartOf:"International journal of theoretical and applied finance"
~person:"Alòs, Elisa"
~person:"Koopman, Siem Jan"
~person:"McAleer, Michael"
~subject:"Stochastic process"
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Stochastic process
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Alòs, Elisa
Koopman, Siem Jan
McAleer, Michael
Takahashi, Akihiko
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International journal of theoretical and applied finance
Discussion paper / Tinbergen Institute
34
Econometric Institute research papers
10
Working paper
10
Econometric reviews
9
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
7
Journal of econometrics
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Econometrics : open access journal
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Applied mathematical finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Economics letters
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Handbook of financial time series
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International review of economics & finance : IREF
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Journal of empirical finance
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Journal of risk and financial management : JRFM
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Managerial finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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School of Accounting, Finance and Economics & FEMARC working paper series
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Tinbergen Institute Discussion Paper 14-071/III
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Tinbergen Institute Discussion Paper 14-118/III
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Tinbergen Institute Discussion Paper 2017-105/III
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Tinbergen Institute Discussion Paper 2018-027/III
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Calibration of stochastic
volatility
models via second-order approximation : the Heston case
Alòs, Elisa
;
Santiago Hernando, Rafael de
;
Vives, Josep
- In:
International journal of theoretical and applied finance
18
(
2015
)
6
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011403898
Saved in:
2
CVA and vulnerable options in Stochastic
volatility
models
Alòs, Elisa
;
Antonelli, Fabio
;
Ramponi, A.
;
Scarlatti, S.
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012650293
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