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Accounting for Stochastic Inte...
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McAleer, Michael
424
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256
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159
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145
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142
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134
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123
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123
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121
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119
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116
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103
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102
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102
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101
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99
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98
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97
Ma, Feng
94
Platen, Eckhard
91
Hautsch, Nikolaus
84
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83
Hammoudeh, Shawkat
83
Gil-Alaña, Luis A.
82
Bekaert, Geert
81
Todorov, Viktor
81
Takahashi, Akihiko
79
Carr, Peter
78
Christoffersen, Peter F.
77
Bahmani-Oskooee, Mohsen
76
Podolskij, Mark
76
Tiwari, Aviral Kumar
76
Asai, Manabu
75
Benth, Fred Espen
75
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74
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71
Kočenda, Evžen
71
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19
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Reserve Bank of Australia
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Finance research letters
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629
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Economics letters
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Journal of financial economics
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CESifo working papers
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257
Journal of international financial markets, institutions & money
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ECONIS (ZBW)
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EconStor
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Showing
31
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40
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date (oldest first)
31
Conjoint analysis of option and
volatility
models : empirical evidence from recent financial upheavals in India
Singh, Vipul Kumar
- In:
Journal of emerging market finance
14
(
2015
)
3
,
pp. 258-289
Persistent link: https://www.econbiz.de/10011430608
Saved in:
32
Hedging strategy comparisons of
volatility
index options using diffusion models
Lin, Jun-Biao
- In:
The international journal of business and finance …
9
(
2015
)
3
,
pp. 59-69
Persistent link: https://www.econbiz.de/10011285427
Saved in:
33
Pricing an American call under stochastic
volatility
and interest rates
Kang, Boda
;
Meyer, Gunter H.
- In:
Nonlinear economic dynamics and financial modelling : …
,
(pp. 291-314)
.
2014
Persistent link: https://www.econbiz.de/10011286580
Saved in:
34
Understanding delta-hedged option returns in stochastic
volatility
environments
Sasaki, Hiroshi
- In:
Asia-Pacific financial markets
22
(
2015
)
2
,
pp. 151-184
Persistent link: https://www.econbiz.de/10011377526
Saved in:
35
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
3
,
pp. 1081-1145
Persistent link: https://www.econbiz.de/10011378591
Saved in:
36
Efficiently pricing double barrier derivatives in stochastic
volatility
models
Escobar, Marcos
;
Hieber, Peter
;
Scherer, Matthias
- In:
Review of derivatives research
17
(
2014
)
2
,
pp. 191-216
Persistent link: https://www.econbiz.de/10010529630
Saved in:
37
Pricing VIX options with stochastic
volatility
and random jumps
Lian, Guang-hua
;
Zhu, Song-ping
- In:
Decisions in economics and finance : DEF ; a journal of …
36
(
2013
)
1
,
pp. 71-88
Persistent link: https://www.econbiz.de/10009729063
Saved in:
38
The performance of model based option trading strategies
Eraker, Bjørn
- In:
Review of derivatives research
16
(
2013
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009729949
Saved in:
39
Semi-static hedging of barrier options under poisson jumps
Carr, Peter
- In:
International journal of theoretical and applied finance
14
(
2011
)
7
,
pp. 1091-1111
Persistent link: https://www.econbiz.de/10009407668
Saved in:
40
Prices of barrier and first-touch digital options in Lévy-driven models, near barrier
Boyarchenko, Mitya
;
Innocentis, Marco de
;
Levendorskij, …
- In:
International journal of theoretical and applied finance
14
(
2011
)
7
,
pp. 1045-1090
Persistent link: https://www.econbiz.de/10009407673
Saved in:
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