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~isPartOf:"Journal of mathematical finance"
~subject:"Deregulation"
~subject:"Stochastischer Prozess"
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Deregulation
Stochastischer Prozess
Volatility
71
Volatilität
71
Stochastic process
38
Option pricing theory
35
Optionspreistheorie
35
Theorie
17
Theory
17
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39
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Jagannathan, Raj
2
Pairote Sattayatham
2
A, Chunxiang
1
Abergel, Frédéric
1
Abramov, Anatoly Markovich
1
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1
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1
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1
Kunda, Douglas
1
Kutalia, Tsotne
1
Li, Yong
1
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Journal of mathematical finance
Energy economics
146
International journal of theoretical and applied finance
137
Journal of air transport management
106
Journal of econometrics
106
NBER working paper series
91
Quantitative finance
89
Working paper / National Bureau of Economic Research, Inc.
89
Discussion paper / Centre for Economic Policy Research
85
The electricity journal
85
NBER Working Paper
81
Telecommunications policy : the international journal of digital economy, data sciences and new media
70
Working paper
69
Discussion paper / Tinbergen Institute
68
European journal of operational research : EJOR
68
Cambridge working papers in economics
67
Energy policy
67
Journal of banking & finance
64
Applied economics
63
Applied mathematical finance
63
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
58
The energy journal
58
Journal of regulatory economics
53
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
53
Journal of economic dynamics & control
52
Mathematical finance : an international journal of mathematics, statistics and financial theory
50
The journal of computational finance
50
Computational economics
49
Finance and stochastics
47
CESifo working papers
46
Finance research letters
46
EPRG working paper
45
Econometric reviews
45
Discussion paper series / IZA
44
Europäische Hochschulschriften / 5
43
Economics letters
42
SpringerLink / Bücher
42
Energiewirtschaftliche Tagesfragen : et ; Zeitschrift für Energiewirtschaft, Recht, Technik und Umwelt
40
Policy research working paper : WPS
40
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
36
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ECONIS (ZBW)
39
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1
Asymmetric response of public utility stock returns
volatility
to up and down markets and
deregulation
Michelfelder, Richard A.
- In:
Journal of mathematical finance
8
(
2018
)
3
,
pp. 576-598
Persistent link: https://www.econbiz.de/10011968724
Saved in:
2
Modeling returns and unconditional variance in risk neutral world for liquid and illiquid market
Mwaniki, Ivivi Joseph
- In:
Journal of mathematical finance
5
(
2015
)
1
,
pp. 15-25
Persistent link: https://www.econbiz.de/10011398581
Saved in:
3
On two transform methods for the valuation of contingent claims
Nwozo, Chuma Raphael
;
Fadugba, Sunday Emmanuel
- In:
Journal of mathematical finance
5
(
2015
)
2
,
pp. 88-112
Persistent link: https://www.econbiz.de/10011398726
Saved in:
4
Currency derivatives pricing for Markov-modulated Merton jump-diffusion spot forex rate
Sviščuk, Anatolij
;
Tertychnyi, Maksym
;
Hoang, Winsor
- In:
Journal of mathematical finance
4
(
2014
)
4
,
pp. 265-278
Persistent link: https://www.econbiz.de/10011312416
Saved in:
5
Bayesian testing for asset
volatility
persistence on multivariate stochastic
volatility
models
Li, Yong
;
Peng, Fang-ping
;
Xu, Hao-feng
- In:
Journal of mathematical finance
2
(
2012
)
1
,
pp. 83-89
Persistent link: https://www.econbiz.de/10009668272
Saved in:
6
European option pricing for a stochastic
volatility
Lévy model with stochastic interest rates
Pinkham, Sarisa
;
Pairote Sattayatham
- In:
Journal of mathematical finance
1
(
2011
)
3
,
pp. 98-108
Persistent link: https://www.econbiz.de/10009668518
Saved in:
7
Stochastic
volatility
jump-diffusion model for option pricing
Makate, Nothiya
;
Pairote Sattayatham
- In:
Journal of mathematical finance
1
(
2011
)
3
,
pp. 90-97
Persistent link: https://www.econbiz.de/10009668519
Saved in:
8
Maximum quasi-likelihood estimation in fractional Levy stochastic
volatility
model
Bishwal, Jaya Prakasah Narayan
- In:
Journal of mathematical finance
1
(
2011
)
3
,
pp. 58-62
Persistent link: https://www.econbiz.de/10009668523
Saved in:
9
Option pricing applications of quadratic
volatility
models
Appadoo, Srimantoorao S.
;
Thaaneswaran, Aerambamoorthy
; …
- In:
Journal of mathematical finance
2
(
2012
)
2
,
pp. 159-174
Persistent link: https://www.econbiz.de/10009719263
Saved in:
10
Pricing options in jump diffusion models using Mellin transforms
Frontczak, Robert
- In:
Journal of mathematical finance
3
(
2013
)
3
,
pp. 366-373
Persistent link: https://www.econbiz.de/10010239539
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