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~isPartOf:"International journal of theoretical and applied finance"
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Stochastic process
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Jeanblanc, Monique
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Spectral and Cubature Methods in Finance and Econometrics, an Interdisciplinary International Research Workshop <2009, Leicester>
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International journal of theoretical and applied finance
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1,378
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717
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657
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ECONIS (ZBW)
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USB Cologne (EcoSocSci)
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1
A model for high frequency data under partial information : a filtering approach
Ceci, Claudia
;
Gerardi, Anna
- In:
International journal of theoretical and applied finance
9
(
2006
)
4
,
pp. 555-576
Persistent link: https://www.econbiz.de/10003347389
Saved in:
2
Financial market model with influential informed investors
Grorud, Axel
;
Pontier, Monique
- In:
International journal of theoretical and applied finance
8
(
2005
)
6
,
pp. 693-716
Persistent link: https://www.econbiz.de/10003133846
Saved in:
3
Pathwise identification of the memory function of multifractional brownian motion with application to finance
Bianchi, Sergio
- In:
International journal of theoretical and applied finance
8
(
2005
)
2
,
pp. 255-281
Persistent link: https://www.econbiz.de/10002679596
Saved in:
4
Asymmetrical information and incomplete markets
Grorud, Axel
;
Pontier, Monique
- In:
International journal of theoretical and applied finance
4
(
2001
)
2
,
pp. 285-302
Persistent link: https://www.econbiz.de/10001578728
Saved in:
5
Asymmetric information in a financial market with jumps
Grorud, Axel
- In:
International journal of theoretical and applied finance
3
(
2000
)
4
,
pp. 641-659
Persistent link: https://www.econbiz.de/10001526854
Saved in:
6
Multifractal fluctuations in finance
Schmitt, François
;
Schertzer, Daniel
;
Lovejoy, Shaun
- In:
International journal of theoretical and applied finance
3
(
2000
)
3
,
pp. 361-364
Persistent link: https://www.econbiz.de/10001522884
Saved in:
7
Defaultable term structures driven by semimartingales
Gümbel, Sandrine
;
Schmidt, Thorsten
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012807871
Saved in:
8
Information flow dependence in financial markets
Michaelsen, Markus
- In:
International journal of theoretical and applied finance
23
(
2020
)
5
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012496727
Saved in:
9
Modulated information flows in financial markets
Hoyle, Edward
;
Macrina, Andrea
;
Mengütürk, Levent Ali
- In:
International journal of theoretical and applied finance
23
(
2020
)
4
,
pp. 1-35
Persistent link: https://www.econbiz.de/10012271037
Saved in:
10
Financial markets with no riskless (safe) asset
Račev, Svetlozar T.
;
Stoyanov, Stoyan V.
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied finance
20
(
2017
)
8
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011787424
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