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Stochastic process
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McAleer, Michael
70
Phillips, Peter C. B.
60
Koopman, Siem Jan
53
Chiarella, Carl
49
Barndorff-Nielsen, Ole E.
42
Platen, Eckhard
42
Sethi, Suresh
42
Cui, Zhenyu
39
Escudero, Laureano F.
39
Asai, Manabu
37
Chan, Joshua
37
Takahashi, Akihiko
37
Yu, Jun
36
Benth, Fred Espen
35
Shephard, Neil G.
35
Fabozzi, Frank J.
34
Todorov, Viktor
34
Escobar, Marcos
33
Post, Thierry
33
Madan, Dilip B.
32
Elliott, Robert J.
29
Carr, Peter
27
Gendreau, Michel
27
Hainaut, Donatien
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Siu, Tak Kuen
27
Clark, Todd E.
26
Račev, Svetlozar T.
26
Mumtaz, Haroon
25
Linton, Oliver
24
Nguyen, Duy
24
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23
Grasselli, Martino
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Zhang, Qing
23
Fouque, Jean-Pierre
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Alòs, Elisa
21
Kohlmann, Michael
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Marcellino, Massimiliano
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Springer International Publishing
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Aarhus Universitet / Centre for Non-Linear Economic Modelling
1
Agricultural Land Markets - Efficiency and Regulation
1
Australian National University / Research School of Pacific and Asian Studies / Economics Division
1
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European journal of operational research : EJOR
524
International journal of theoretical and applied finance
297
Insurance / Mathematics & economics
219
Finance and stochastics
180
Journal of econometrics
177
Quantitative finance
160
Computers & operations research : and their applications to problems of world concern ; an international journal
146
International journal of production research
129
Operations research
129
Operations research letters
117
Applied mathematical finance
115
Journal of economic dynamics & control
113
Mathematical finance : an international journal of mathematics, statistics and financial theory
111
Risks : open access journal
110
The journal of computational finance
103
Mathematics of operations research
98
Computational economics
97
Discussion paper / Tinbergen Institute
97
International journal of production economics
79
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
79
International journal of financial engineering
75
Journal of mathematical finance
75
Econometric reviews
74
Economics letters
71
Finance research letters
71
INFORMS journal on computing : JOC
65
Energy economics
62
Annals of finance
61
Computational Management Science : CMS
61
Economic modelling
61
Journal of banking & finance
61
Mathematical methods of operations research
61
Journal of economic theory
57
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
54
Research paper series / Swiss Finance Institute
53
Working paper
53
Transportation research / E : an international journal
52
Discussion papers of interdisciplinary research project 373
51
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
50
Management science : journal of the Institute for Operations Research and the Management Sciences
49
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ECONIS (ZBW)
12,848
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1
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1
Optionsbewertung mit stochastischer Volatilität : Implementation des Heston-Modells
Muck, Matthias
;
Rudolf, Markus
- In:
Wirtschaftswissenschaftliches Studium : WiSt ; …
35
(
2006
)
6
,
pp. 325-330
Persistent link: https://www.econbiz.de/10003324884
Saved in:
2
Exotic option pricing in Heston's stochastic
volatility
model
Griebsch, Susanne A.
-
2008
Persistent link: https://www.econbiz.de/10003881039
Saved in:
3
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:
4
Conditional density models for asset pricing
Filipović, Damir
;
Hughston, Lane P.
;
Macrina, Andrea
-
2010
along with the specification of (a) the initial density, and (b) the
volatility
structure of the density. The
volatility
…
Persistent link: https://www.econbiz.de/10008797695
Saved in:
5
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:
6
Exotic derivatives under stochastic
volatility
models with jumps
Mijatovi´c, Aleksandar
;
Pistorius, Martijn
- In:
Advanced mathematical methods for finance
,
(pp. 455-508)
.
2011
Persistent link: https://www.econbiz.de/10008991275
Saved in:
7
Option smiling when investors' estimates of asset
volatility
disagree
Lin, Chien-chih
- In:
Applied economics
46
(
2014
)
31/33
,
pp. 3812-3827
Persistent link: https://www.econbiz.de/10010419898
Saved in:
8
Rare disasters, credit, and option market puzzles
Christoffersen, Peter F.
;
Du, Du
;
Elkamhi, Redouane
- In:
Management science : journal of the Institute for …
63
(
2017
)
5
,
pp. 1341-1364
Persistent link: https://www.econbiz.de/10011684726
Saved in:
9
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:
10
Robust static hedging of barrier options in stochastic
volatility
models
Maruhn, Jan H.
;
Sachs, Ekkehard
- In:
Mathematical methods of operations research
70
(
2009
)
3
,
pp. 405-433
Persistent link: https://www.econbiz.de/10003909254
Saved in:
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