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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Discussion paper / Center for Economic Research, Tilburg University
37
Journal of econometrics
37
Série des documents de travail / Centre de Recherche en Économie et Statistique
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Journal of Econometrics
13
Econometric theory
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Working Papers / Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES)
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
6
The review of financial studies
6
Cahier / Département de Sciences Économiques, Université de Montréal
5
Econometric reviews
5
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
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CORE Discussion Papers
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CentER Discussion Paper Series
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Discussion Papers / Department of Economics, Simon Fraser University
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Netspar Discussion Paper
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Netspar industry series
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Working Papers / Bank of Canada
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Annales d'Economie et de Statistique
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Econometric Theory
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Econometrica
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Journal of Business & Economic Statistics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ULB Institutional Repository
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Warwick economic research papers
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Annales d'économie et de statistique
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Discussion paper / Tinbergen Institute
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EFA 2007 Ljubljana Meetings Paper
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Econometric Reviews
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IDEI Working Papers
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Journal of Empirical Finance
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Journal of Financial Econometrics
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Option hedging and implied volatilities in a stochastic volatility model
Renault, Eric
- In:
Mathematical finance : an international journal of …
6
(
1996
)
3
,
pp. 279-302
Persistent link: https://www.econbiz.de/10001208961
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2
A note on hedging in ARCH and stochastic volatility option pricing models
Garcia, René
- In:
Mathematical finance : an international journal of …
8
(
1998
)
2
,
pp. 153-161
Persistent link: https://www.econbiz.de/10001242838
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3
Long memory in continuous-time stochastic volatility models
Comte, Fabienne
- In:
Mathematical finance : an international journal of …
8
(
1998
)
4
,
pp. 291-323
Persistent link: https://www.econbiz.de/10001252788
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4
Long Memory in Continuous-Time Stochastic Volatility Models
Comte, Fabienne
;
Renault, Eric
- In:
Mathematical finance : an international journal of …
8
(
1998
)
4
,
pp. 291-324
Persistent link: https://www.econbiz.de/10008218988
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5
A Note on Hedging in ARCH and Stochastic Volatility Option Pricing Models
Garcia, Rene
;
Renault, Eric
- In:
Mathematical finance : an international journal of …
8
(
1998
)
2
,
pp. 153-162
Persistent link: https://www.econbiz.de/10008219270
Saved in:
6
Option Hedging and Implied Volatilities in a Stochastic Volatility Model
Renault, Eric
;
Touzi, Nizar
- In:
Mathematical finance : an international journal of …
6
(
1996
)
3
,
pp. 279-302
Persistent link: https://www.econbiz.de/10008220893
Saved in:
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