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Statistical distribution
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Suntory-Toyota International Centre for Economics and Related Disciplines
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Journal of econometrics
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International journal of theoretical and applied finance
30
Quantitative finance
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Insurance / Mathematics & economics
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Risks : open access journal
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Computational economics
16
European journal of operational research : EJOR
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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The journal of futures markets
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Finance research letters
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International journal of financial engineering
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The North American journal of economics and finance : a journal of financial economics studies
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International journal of forecasting
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Scandinavian actuarial journal
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Econometric reviews
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Economics letters
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Mathematics of operations research
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Astin bulletin : the journal of the International Actuarial Association
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Journal of the Operational Research Society
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Mathematics and financial economics
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Computers & operations research : and their applications to problems of world concern ; an international journal
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ECONIS (ZBW)
1,070
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1
Modelling electricity swaps with stochastic forward premium models
Blanco, Iván
;
Peña Sánchez de Rivera, Juan Ignacio
; …
- In:
The energy journal
39
(
2018
)
2
,
pp. 1-33
Persistent link: https://www.econbiz.de/10011825389
Saved in:
2
Pricing swaps on discrete realized higher moments under the lévy process
Zhu, Wenli
;
Ruan, Xinfeng
- In:
Computational economics
53
(
2019
)
2
,
pp. 507-532
Persistent link: https://www.econbiz.de/10012134734
Saved in:
3
Variance and volatility swaps and options under the exponential fractional Ornstein-Uhlenbeck model
Kim, Hyun-Gyoon
;
Kim, See-Woo
;
Kim, Jeong-Hoon
- In:
The North American journal of economics and finance : a …
72
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014534851
Saved in:
4
Game Russian options for double exponential jump diffusion processes
Suzuki, Atsuo
;
Sawaki, Katsushige
- In:
Journal of mathematical finance
4
(
2014
)
1
,
pp. 47-54
Persistent link: https://www.econbiz.de/10010422891
Saved in:
5
Simple binomial processes as diffusion approximations in financial models
Nelson, Daniel B.
;
Ramaswamy, Krishna
-
1990
Persistent link: https://www.econbiz.de/10000811122
Saved in:
6
Nonparametric transition-based tests for jump diffusions
Aït-Sahalia, Yacine
;
Fan, Jianqing
;
Peng, Heng
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
487
,
pp. 1102-1116
Persistent link: https://www.econbiz.de/10003902802
Saved in:
7
Asymptotic behavior of distribution densities in models with stochastic volatility
Gulisashvili, Archil
;
Stein, Elias M.
- In:
Mathematical finance : an international journal of …
20
(
2010
)
3
,
pp. 447-477
Persistent link: https://www.econbiz.de/10008667060
Saved in:
8
Probability distribution and option pricing for drawdown in a stochastic volatility environment
Yamamoto, Kyo
;
Sato, Seisho
;
Takahashi, Akihiko
- In:
International journal of theoretical and applied finance
13
(
2010
)
2
,
pp. 335-354
Persistent link: https://www.econbiz.de/10008860388
Saved in:
9
Option pricing for jump diffussion model with random volatility
Thavaneswaran, A.
;
Singh, Jagbir
- In:
Journal of risk finance : the convergence of financial …
11
(
2010
)
5
,
pp. 496-507
Persistent link: https://www.econbiz.de/10008778699
Saved in:
10
Time-varying jump intensities and fat tail dynamics : evidence from S&P500 returns and options
Christoffersen, Peter F.
;
Jacobs, Kris
;
Ornthanalai, …
-
2010
Persistent link: https://www.econbiz.de/10009161203
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