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390
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134
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125
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122
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118
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113
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108
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105
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103
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102
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101
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99
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95
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92
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87
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83
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82
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81
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81
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79
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78
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77
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74
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74
Kočenda, Evžen
74
Asai, Manabu
72
Christoffersen, Peter F.
72
Gil-Alaña, Luis A.
72
Buch, Claudia M.
71
Carr, Peter
70
Prokopczuk, Marcel
70
Tiwari, Aviral Kumar
70
Takahashi, Akihiko
69
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68
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64
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40
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Energy economics
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666
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567
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563
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548
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541
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522
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465
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450
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393
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Economics letters
326
Applied economics letters
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Quantitative finance
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Discussion paper / Tinbergen Institute
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Mathematical finance : an international journal of mathematics, statistics and financial theory
297
Applied financial economics
296
Journal of empirical finance
292
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The journal of computational finance
281
Discussion paper / Centre for Economic Policy Research
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Research in international business and finance
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Journal of economic dynamics & control
272
Finance and stochastics
264
The journal of derivatives : the official publication of the International Association of Financial Engineers
251
Journal of international money and finance
249
Journal of international financial markets, institutions & money
247
Journal of risk and financial management : JRFM
244
Journal of financial economics
238
Computational economics
229
The European journal of finance
226
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220
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
207
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
200
CESifo working papers
192
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ECONIS (ZBW)
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RePEc
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EconStor
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USB Cologne (EcoSocSci)
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BASE
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Showing
1
-
10
of
60,617
Sort
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date (newest first)
date (oldest first)
1
A Gaussian approximation scheme for computation of option prices in stochastic
volatility
models
Cheng, Ai-ru Meg
;
Gallant, A. Ronald
;
Ji, Chuanshu
; …
- In:
Journal of econometrics
146
(
2008
)
1
,
pp. 44-58
Persistent link: https://www.econbiz.de/10003778206
Saved in:
2
Stochastic
volatility
and option pricing
Jiang, George J.
- In:
Forecasting volatility in the financial markets
,
(pp. 131-171)
.
2007
Persistent link: https://www.econbiz.de/10003872887
Saved in:
3
MCMC methods for continuous-time financial econometrics
Johannes, Michael
;
Polson, Nicholas G.
-
2010
Persistent link: https://www.econbiz.de/10003900732
Saved in:
4
Exotic option, stochastic
volatility
and incentive scheme
Tang, J.
;
Yau, S. S.-T.
- In:
Computational finance and its applications II : [Second …
,
(pp. 183-192)
.
2006
Persistent link: https://www.econbiz.de/10003410142
Saved in:
5
The evaluation of barrier option prices under stochastic
volatility
Chiarella, Carl
;
Kang, Boda
;
Meyer, Gunter H.
-
2010
Persistent link: https://www.econbiz.de/10008662205
Saved in:
6
Pricing options under stochastic
volatility
: a power series approach
Antonelli, Fabio
;
Scarlatti, Sergio
- In:
Finance and stochastics
13
(
2009
)
2
,
pp. 269-303
Persistent link: https://www.econbiz.de/10003939521
Saved in:
7
A hybrid asymptotic expansion scheme : an application to long-term currency options
Takahashi, Akihiko
;
Takehara, Kohta
- In:
International journal of theoretical and applied finance
13
(
2010
)
8
,
pp. 1179-1221
Persistent link: https://www.econbiz.de/10008906179
Saved in:
8
The role of stochastic
volatility
and return jumps : reproducing
volatility
and higher moments in the KOSPI 200 returns dynamics
Kim, In-joon
;
Baek, In-Seok
;
Noh, Jaesun
;
Kim, Sol
- In:
Review of quantitative finance and accounting
29
(
2007
)
1
,
pp. 69-110
Persistent link: https://www.econbiz.de/10003600092
Saved in:
9
Simulation von Schluss-, Minimal- und Maximalwerten spezieller Preisprozesse mit Anwendungen in der Optionsbewertung
Becker, Martin
-
2008
-
1. Aufl.
Persistent link: https://www.econbiz.de/10003684371
Saved in:
10
The evaluation of American compound option prices under stochastic
volatility
using the sparse grid approach
Chiarella, Carl
;
Kang, Boda
-
2009
Persistent link: https://www.econbiz.de/10003857524
Saved in:
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