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AuthorCrosby, John (2)Ewald, Christian-Oliver (2)Abhyankar, Abhay (1)Albanese, Claudio (1)Anufriev, Mikhail (1)...view moreDate Issued2010 (6)2009 (20)2008 (17)2007 (10)2006 (6)Journal
Quantitative Finance (59)
Volume9 (20)8 (18)7 (9)10 (6)6 (6)Issue5 (12)2 (9)4 (9)6 (9)7 (7)...view moreDocument Typejournal article (59)Reviewpeer reviewed (59)Publication StatusPostprint (59)

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Price Discovery in the Presence of Boundedly Rational Agents [journal article] 

Author(s): Keiber, Karl Ludwig

Source: Quantitative Finance, 8 (2008) 3. p.235-249

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A Multifactor Volatility Heston Model [journal article] 

Author(s): Grasselli, Martino; Da Fonseca, Jose; Tebaldi, Claudio

Source: Quantitative Finance, 8 (2008) 6. p.591-604

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Pricing and capital requirements for with profit contracts: modelling considerations [journal article] 

Author(s): Ballotta, Laura

Source: Quantitative Finance, 9 (2009) 7. p.803-817

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Analysis of the rebalancing frequency in log-optimal portfolio selection [journal article] 

Author(s): Kuhn, Daniel; Luenberger, David G.

Source: Quantitative Finance, 10 (2010) 2. p.221-234

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Testing asymmetry in financial time series [journal article] 

Author(s): Lisi, Francesco

Source: Quantitative Finance, 7 (2007) 6. p.687-696

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A multi-factor jump-diffusion model for commodities [journal article] 

Author(s): Crosby, John

Source: Quantitative Finance, 8 (2008) 2. p.181-200

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The robustness of modified unit root tests in the presence of GARCH [journal article] 

Author(s): Cook, Steven

Source: Quantitative Finance, 6 (2006) 4. p.359-363

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Volatility transmission patterns and terrorist attacks [journal article] 

Author(s): Soriano, Pilar; Chulia, Helena; Climent, Francisco Jose; Torro, Hipolit

Source: Quantitative Finance, 9 (2009) 5. p.607-619

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A new Technique for Calibrating Stochastic Volatility Models: The Malliavin Gradient Method [journal article] 

Author(s): Ewald, Christian-Oliver; Zhang, Aihua

Source: Quantitative Finance, 6 (2006) 2. p.147-158

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Cash management using multi-stage stochastic programming [journal article] 

Author(s): Ferstl, Robert; Weissensteiner, Alex

Source: Quantitative Finance, 10 (2010) 2. p.209-219

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© 2007 - 2025 Social Science Open Access Repository (SSOAR).
Based on DSpace, Copyright (c) 2002-2022, DuraSpace. All rights reserved.