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Theory
Theorie
46
Option pricing theory
18
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16
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liquidity
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systemic risk
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Cont, Rama
45
Kotlicki, Artur
4
Minca, Andreea
4
Valderrama, Laura
4
Cucuringu, Mihai
3
Prenzel, Felix
3
Tankov, Peter
3
Wagalath, Lakshithe
3
Amini, Hamed
2
Glukhov, Vacslav
2
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2
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2
de Larrard, Adrien
2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Santos, Edson Bastos e
1
Savescu, Ioana
1
Sirignano, Justin
1
Spitz, Thomas
1
Stoikov, Sasha
1
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1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Journal of banking & finance
2
Quantitative finance
2
Chapman & Hall/CRC financial mathematics series
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Finance and stochastics
1
Frontiers in quantitative finance : volatility and credit risk modeling
1
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1
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1
Long memory in economics : with 50 tables
1
Macroeconomic dynamics
1
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1
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ECONIS (ZBW)
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1
Model uncertainty and its impact on the pricing of derivative instruments
Cont, Rama
- In:
Mathematical finance : an international journal of …
16
(
2006
)
3
,
pp. 519-547
Persistent link: https://www.econbiz.de/10003338693
Saved in:
2
Volatility clustering in financial markets : empirical facts and agent-based models
Cont, Rama
- In:
Long memory in economics : with 50 tables
,
(pp. 289-309)
.
2006
Persistent link: https://www.econbiz.de/10003375648
Saved in:
3
Forward equations for portfolio credit derivatives
Cont, Rama
;
Savescu, Ioana
- In:
Frontiers in quantitative finance : volatility and …
,
(pp. 269-293)
.
2009
Persistent link: https://www.econbiz.de/10003787608
Saved in:
4
Constant proportion portfolio insurance in the presence of jumps in asset prices
Cont, Rama
;
Tankov, Peter
- In:
Mathematical finance : an international journal of …
19
(
2009
)
3
,
pp. 379-401
Persistent link: https://www.econbiz.de/10003882496
Saved in:
5
The price impact of order book events
Cont, Rama
;
Kukanov, Arseniy
;
Stoikov, Sasha
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 47-88
Persistent link: https://www.econbiz.de/10010233613
Saved in:
6
Integro-differential equations for option prices in exponential Lévy models
Cont, Rama
;
Voltchkova, Ekaterina
- In:
Finance and stochastics
9
(
2005
)
3
,
pp. 299-325
Persistent link: https://www.econbiz.de/10002946674
Saved in:
7
Credit derivatives and structured credit : a guide for investors
Bruyère, Richard
-
2006
Persistent link: https://www.econbiz.de/10003106500
Saved in:
8
Herd behavior and aggregate fluctuations in financial markets
Cont, Rama
;
Bouchaud, Jean-Philippe
- In:
Macroeconomic dynamics
4
(
2000
)
2
,
pp. 170-196
Persistent link: https://www.econbiz.de/10001500432
Saved in:
9
Financial modelling with jump processes
Cont, Rama
;
Tankov, Peter
-
2004
Persistent link: https://www.econbiz.de/10001790344
Saved in:
10
Non-parametric calibration of jump-diffusion option pricing models
Cont, Rama
;
Tankov, Peter
- In:
The journal of computational finance
7
(
2004
)
3
,
pp. 1-49
Persistent link: https://www.econbiz.de/10002060727
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