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ASYMPTOTIC ANALYSIS FOR FOREIG...
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Volatility
16
Volatilität
16
Stochastic process
15
Stochastischer Prozess
15
Stochastic volatility
14
Option pricing theory
9
Optionspreistheorie
9
Estimation
5
Schätzung
5
Theorie
5
Theory
5
Portfolio selection
4
Portfolio-Management
4
Black-Scholes model
3
Black-Scholes-Modell
3
CAPM
3
Derivat
3
Derivative
3
Hedging
3
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3
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3
Time series analysis
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Analysis of variance
2
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2
Derivatives pricing
2
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2
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Jump-diffusion
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Kapitaleinkommen
2
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English
16
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Arismendi Zambrano, Juan Carlos
1
Audrino, Francesco
1
Avouyi-Dovi, Sanvi
1
Back, Janis
1
Barro, Diana
1
Batten, Jonathan A.
1
Branger, Nicole
1
Bregantini, Daniele
1
Consigli, Giorgio
1
Cordis, Adriana S.
1
Escobar, Marcos
1
Fengler, Matthias
1
Ferrando, Sebastian
1
Hain, Martin
1
Hansis, Alexandra
1
Horny, Guillaume
1
Hull, John
1
Jessen, Cathrine
1
Kaeck, Andreas
1
Khaw, Karren Lee-Hwei
1
Kirby, Chris
1
Kokholm, Thomas
1
Lando, David
1
Moura, Guilherme Valle
1
Pacati, Claudio
1
Paschke, Raphael
1
Pompa, Gabriele
1
Prokopczuk, Marcel
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Renò, Roberto
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Rodrigues, Paulo Jorge Maurício
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Rubtsov, Alexey
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Rudolf, Markus
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Ruiz, Esther
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Santos, André A. P.
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Seeger, Norman
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Uhrig-Homburg, Marliese
1
Unger, Nils
1
Varun, Vivek
1
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Journal of banking & finance
International journal of theoretical and applied finance
46
Tinbergen Institute Discussion Papers
40
Working Paper
40
CREATES Research Papers
39
International Journal of Theoretical and Applied Finance (IJTAF)
38
Journal of econometrics
34
Quantitative Finance
34
Discussion paper / Tinbergen Institute
32
MPRA Paper
31
Physica A: Statistical Mechanics and its Applications
30
Quantitative finance
29
Tinbergen Institute Discussion Paper
29
Journal of economic dynamics & control
25
Finance and Stochastics
23
Energy economics
22
Applied mathematical finance
21
Working paper
21
Applied Mathematical Finance
20
Economics Series Working Papers / Department of Economics, Oxford University
20
The journal of computational finance
19
CAMA working paper series
18
Research Paper Series / Finance Discipline Group, Business School
18
ECB Working Paper
17
Economics Papers / Economics Group, Nuffield College, University of Oxford
17
The journal of futures markets
17
CEPR Discussion Papers
16
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
Finance research letters
15
Review of Derivatives Research
15
CIRANO Working Papers
14
Economic modelling
14
Economics letters
14
SFB 649 Discussion Papers
14
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
14
Insurance / Mathematics & economics
13
Journal of Risk and Financial Management
13
Journal of risk and financial management : JRFM
13
Risks : open access journal
13
SFB 649 Discussion Paper
13
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ECONIS (ZBW)
16
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1
Pricing and hedging of derivatives in contagious markets
Kokholm, Thomas
- In:
Journal of banking & finance
66
(
2016
),
pp. 19-34
Persistent link: https://www.econbiz.de/10011634490
Saved in:
2
A stochastic programming model for dynamic portfolio management with financial derivatives
Barro, Diana
;
Consigli, Giorgio
;
Varun, Vivek
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013463145
Saved in:
3
Earning the right premium on the right factor in portfolio planning
Branger, Nicole
;
Hansis, Alexandra
- In:
Journal of banking & finance
59
(
2015
),
pp. 367-383
Persistent link: https://www.econbiz.de/10011544589
Saved in:
4
Are classical option pricing models consistent with observed option second-order moments? : evidence from high-frequency data
Audrino, Francesco
;
Fengler, Matthias
- In:
Journal of banking & finance
61
(
2015
),
pp. 46-63
Persistent link: https://www.econbiz.de/10011545126
Saved in:
5
Robust portfolio choice with derivative trading under stochastic volatility
Escobar, Marcos
;
Ferrando, Sebastian
;
Rubtsov, Alexey
- In:
Journal of banking & finance
61
(
2015
),
pp. 142-157
Persistent link: https://www.econbiz.de/10011545164
Saved in:
6
Robustness of distance-to-default
Jessen, Cathrine
;
Lando, David
- In:
Journal of banking & finance
50
(
2015
),
pp. 493-505
Persistent link: https://www.econbiz.de/10010510191
Saved in:
7
The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises
Avouyi-Dovi, Sanvi
;
Horny, Guillaume
;
Sevestre, Patrick
- In:
Journal of banking & finance
79
(
2017
),
pp. 74-94
Persistent link: https://www.econbiz.de/10011815138
Saved in:
8
Optimal delta hedging for options
Hull, John
;
White, Alan
- In:
Journal of banking & finance
82
(
2017
),
pp. 180-190
Persistent link: https://www.econbiz.de/10011816799
Saved in:
9
Equity index variance : evidence from flexible parametric jump-diffusion models
Kaeck, Andreas
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of banking & finance
83
(
2017
),
pp. 85-103
Persistent link: https://www.econbiz.de/10011816827
Saved in:
10
Pricing convertible bonds
Batten, Jonathan A.
;
Khaw, Karren Lee-Hwei
;
Young, Martin R.
- In:
Journal of banking & finance
92
(
2018
),
pp. 216-236
Persistent link: https://www.econbiz.de/10011964571
Saved in:
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