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Stochastic process
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McAleer, Michael
71
Phillips, Peter C. B.
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Platen, Eckhard
44
Chiarella, Carl
42
Sethi, Suresh
42
Barndorff-Nielsen, Ole E.
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39
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38
Cui, Zhenyu
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Chan, Joshua
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34
Yu, Jun
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Post, Thierry
33
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33
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31
Escobar, Marcos
31
Takahashi, Akihiko
26
Clark, Todd E.
25
Gendreau, Michel
25
Mumtaz, Haroon
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Linton, Oliver
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Tauchen, George Eugene
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Gao, Jiti
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Andersen, Torben
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Hainaut, Donatien
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Kleijnen, Jack P. C.
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Madan, Dilip B.
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Marcellino, Massimiliano
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National Bureau of Economic Research
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Springer Fachmedien Wiesbaden
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Springer-Verlag GmbH
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Australian National University / Research School of Pacific and Asian Studies / Economics Division
1
Bachelier Finance Society
1
Banca d'Italia / Servizio Studi
1
Center for Economic Research <Tilburg>
1
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European journal of operational research : EJOR
491
International journal of theoretical and applied finance
229
Insurance / Mathematics & economics
183
Journal of econometrics
171
Finance and stochastics
158
Computers & operations research : and their applications to problems of world concern ; an international journal
146
Quantitative finance
138
International journal of production research
127
Operations research
120
Operations research letters
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Journal of economic dynamics & control
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Mathematical finance : an international journal of mathematics, statistics and financial theory
101
Discussion paper / Tinbergen Institute
93
Risks : open access journal
87
Mathematics of operations research
84
Applied mathematical finance
82
Computational economics
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International journal of production economics
77
Econometric reviews
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The journal of computational finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of mathematical finance
65
INFORMS journal on computing : JOC
64
Economics letters
62
Computational Management Science : CMS
60
Economic modelling
56
Finance research letters
56
International journal of financial engineering
56
Journal of economic theory
56
Annals of finance
55
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
54
Journal of banking & finance
54
Mathematical methods of operations research
54
Transportation research / E : an international journal
52
Energy economics
51
Working paper
51
Discussion papers of interdisciplinary research project 373
49
Management science : journal of the Institute for Operations Research and the Management Sciences
49
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
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Research paper series / Swiss Finance Institute
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ECONIS (ZBW)
11,811
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1
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1
Interest rate
volatility
and risk management : evidence from CBOE Treasury options
Markellos, Raphaēl N.
;
Psychoyios, Dimitris
- In:
The quarterly review of economics and finance : journal …
68
(
2018
),
pp. 190-202
Persistent link: https://www.econbiz.de/10012034535
Saved in:
2
A linear regression approach for determining option pricing for currency-rate diffusion model with dependent stochastic
volatility
, stochastic interest rate, and return processes
Jagannathan, Raj
- In:
Journal of mathematical finance
8
(
2018
)
1
,
pp. 161-177
Persistent link: https://www.econbiz.de/10011846254
Saved in:
3
Pricing and hedging
volatility
smile under multifactor interest rate models
Kuo, I.-doun
- In:
Review of quantitative finance and accounting
36
(
2011
)
1
,
pp. 83-104
Persistent link: https://www.econbiz.de/10009271374
Saved in:
4
Pricing vulnerable options with stochastic
volatility
and stochastic interest rate
Ma, Chaoqun
;
Yue, Shengjie
;
Wu, Hui
;
Ma, Yong
- In:
Computational economics
56
(
2020
)
2
,
pp. 391-429
Persistent link: https://www.econbiz.de/10012272041
Saved in:
5
Lévy processes in finance : a remedy to the non-stationarity of continuous martingales
Leblanc, Boris
- In:
Finance and stochastics
2
(
1998
)
4
,
pp. 399-408
Persistent link: https://www.econbiz.de/10001247134
Saved in:
6
Leverage and feedback effects on multifactor Wishart stochastic
volatility
for option pricing
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 436-446
Persistent link: https://www.econbiz.de/10011499703
Saved in:
7
Exotic option pricing in Heston's stochastic
volatility
model
Griebsch, Susanne A.
-
2008
Persistent link: https://www.econbiz.de/10003881039
Saved in:
8
Put-call symmetry : extensions and applications
Carr, Peter
;
Lee, Roger
- In:
Mathematical finance : an international journal of …
19
(
2009
)
4
,
pp. 523-560
Persistent link: https://www.econbiz.de/10003937125
Saved in:
9
A simple approach to pricing American options under the Heston stochastic
volatility
model
Beliaeva, Natalia A.
;
Nawalkha, Sanjay K.
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
4
,
pp. 25-43
Persistent link: https://www.econbiz.de/10003985507
Saved in:
10
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
-
2012
Persistent link: https://www.econbiz.de/10009524097
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