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~isPartOf:"International journal of theoretical and applied finance"
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International journal of theoretical and applied finance
IMF Working Papers
666
Energy economics
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Finance research letters
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NBER working paper series
549
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International review of financial analysis
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International Journal of Energy Economics and Policy : IJEEP
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IMF working papers
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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1
Coherent foreign exchange market models
Gnoatto, Alessandro
- In:
International journal of theoretical and applied finance
20
(
2017
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011686817
Saved in:
2
A Hidden Markov approach to the forward premium puzzle
Elliott, Robert J.
;
Han, Bing
- In:
International journal of theoretical and applied finance
9
(
2006
)
7
,
pp. 1009-1020
Persistent link: https://www.econbiz.de/10003395950
Saved in:
3
CVA with wrong way risk : sensitivities,
volatility
and hedging
El Hajjaji, Omar
;
Subbotin, Alexander
- In:
International journal of theoretical and applied finance
18
(
2015
)
3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011403747
Saved in:
4
Dynamic probabilistic forecasting with uncertainty
Benth, Fred Espen
;
Kutrolli, Gleda
;
Stefani, Silvana
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012807773
Saved in:
5
Monte Carlo simulation of
volatility
clustering in market model with herding
Stauffer, Dietrich
(
contributor
)
- In:
International journal of theoretical and applied finance
2
(
1999
)
1
,
pp. 83-94
Persistent link: https://www.econbiz.de/10001372092
Saved in:
6
A simple model for option pricing with jumping stochastic
volatility
Herzel, Stefano
- In:
International journal of theoretical and applied finance
1
(
1998
)
4
,
pp. 487-505
Persistent link: https://www.econbiz.de/10001255558
Saved in:
7
Uncertain parameters, an empirical stochastic
volatility
model and confidence limits
Wilmott, Paul
- In:
International journal of theoretical and applied finance
1
(
1998
)
1
,
pp. 175-189
Persistent link: https://www.econbiz.de/10001236669
Saved in:
8
Stochastic implied trees : arbitrage pricing with stochastic term and strike structure of
volatility
Derman, Emanuel
- In:
International journal of theoretical and applied finance
1
(
1998
)
1
,
pp. 61-110
Persistent link: https://www.econbiz.de/10001236674
Saved in:
9
A risk-neutral stochastic
volatility
model
Zhu, Yingzi
- In:
International journal of theoretical and applied finance
1
(
1998
)
2
,
pp. 289-310
Persistent link: https://www.econbiz.de/10001240151
Saved in:
10
Information transmission across Eurodollar futures markets
Lim, Kian-Guan
- In:
International journal of theoretical and applied finance
1
(
1998
)
2
,
pp. 235-245
Persistent link: https://www.econbiz.de/10001240155
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