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~type_genre:"Aufsatz in Zeitschrift"
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Modelling and measuring volati...
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Volatility
794
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CBN journal of applied statistics
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Financial innovation : FIN
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Revista de métodos cuantitativos para la economía y la empresa
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International Journal of Financial Studies : open access journal
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The journal of futures markets
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Applied mathematical finance
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SERIEs : Journal of the Spanish Economic Association
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Economic modelling
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Risks : open access journal
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Energy economics
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Finance research letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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The journal of computational finance
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DIW-Wochenbericht : Wirtschaft, Politik, Wissenschaft
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Journal of banking & finance
15
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Contemporary economics
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Economics letters
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International journal of forecasting
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Atlantic review of economics : AROE
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Annals of finance
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Baltic journal of economics
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ECONIS (ZBW)
1,629
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71
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71
Poisson voting games under proportional rule
De Sinopoli, Francesco
;
Meroni, Claudia
- In:
Social choice and welfare
58
(
2022
)
3
,
pp. 507-526
Persistent link: https://www.econbiz.de/10013197666
Saved in:
72
European option pricing using Gumbel distribution
Purohit, Seema Uday
;
Lalit, Prasad Narahar
- In:
International journal of financial engineering
9
(
2022
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10013188781
Saved in:
73
Pricing multi-asset American option with stochastic correlation coefficient under variance gamma asset price dynamic
Mehrdoust, Farshied
;
Samimi, Oldouz
- In:
Annals of financial economics
15
(
2020
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012643021
Saved in:
74
First steps towards an equilibrium theory for Lévy financial markets
Herzberg, Frederik
- In:
Annals of finance
9
(
2013
)
3
,
pp. 543-572
Persistent link: https://www.econbiz.de/10009776388
Saved in:
75
Degradation data analysis and remaining useful life estimation : a review on Wiener-process-based methods
Zhang, Zhengxin
;
Si, Xiaosheng
;
Hu, Changhua
;
Lei, Yaguo
- In:
European journal of operational research : EJOR
271
(
2018
)
3
,
pp. 775-796
Persistent link: https://www.econbiz.de/10011903215
Saved in:
76
The risk of failure : trial and error learning and long-run performance
Callander, Steven
;
Matouschek, Niko
- In:
American economic journal : a journal of the American …
11
(
2019
)
1
,
pp. 44-78
Persistent link: https://www.econbiz.de/10011981546
Saved in:
77
Pricing currency call options
Abraham, Rebecca
- In:
Theoretical economics letters
8
(
2018
)
11
,
pp. 2271-2289
Persistent link: https://www.econbiz.de/10011911640
Saved in:
78
Real-option valuation in multiple dimensions using poisson optional stopping times
Lange, Rutger-Jan
;
Ralph, Daniel
;
Støre, Kristian
- In:
Journal of financial and quantitative analysis : JFQA
55
(
2020
)
2
,
pp. 653-677
Persistent link: https://www.econbiz.de/10012195609
Saved in:
79
Jump and volatility dynamics for the S&P 500 : evidence for infinite-activity jumps with non-affine volatility dynamics from stock and option markets
Yang, Hanxue
;
Kanniainen, Juho
- In:
Review of finance : journal of the European Finance …
21
(
2017
)
2
,
pp. 811-844
Persistent link: https://www.econbiz.de/10011803307
Saved in:
80
Pricing and hedging variable annuities in a Lévy market : a risk management perspective
Kélani, Abdou
;
Quittard-Pinon, François
- In:
The journal of risk and insurance : the journal of the …
84
(
2017
)
1
,
pp. 209-238
Persistent link: https://www.econbiz.de/10011658207
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