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- Andrea Pascucci (section Research outcomes over time)de/entity/Q3602789 2009-02-12 Paper Analysis of an uncertain volatility model 2008-11-20 Paper Path dependent volatility 2008-09-04 Paper Free boundary and optimal stopping...10 bytes (16 words) - 13:42, 28 January 2024
- Luiz Koodi Hotta (section Research outcomes over time)heteroscedastic time series models 2014-12-12 Paper Polyhazard models with dependent causes 2014-11-12 Paper Non-parametric volatility estimation in continuous...10 bytes (18 words) - 23:32, 10 December 2023
- Operator Expansion Method for Time-Dependent Acoustic Obstacle Scattering 2004-01-20 Paper A new formalism for time-dependent electromagnetic scattering from...10 bytes (19 words) - 18:50, 9 December 2023
- Per Aslak Mykland (section Research outcomes over time)high frequency volatility estimation with dependent microstructure noise 2016-08-10 Paper Edgeworth expansions for realized volatility and related estimators...10 bytes (18 words) - 09:38, 9 December 2023
- Nawdha Thakoor (section Research outcomes over time)with time-changed Lévy processes 2018-11-14 Paper RBF-FD schemes for option valuation under models with price-dependent and stochastic volatility 2018-08-15...10 bytes (16 words) - 18:51, 11 December 2023
- Jianqing Fan (section Research outcomes over time)for multivariate failure time data 2009-12-07 Paper Gaining efficiency via weighted estimators for multivariate failure time data 2009-12-07 Paper Approximating...10 bytes (17 words) - 15:40, 7 December 2023
- Mei Choi Chiu (section Research outcomes over time)business opportunity 2023-07-10 Paper Time-consistent mean-variance reinsurance-investment problem with long-range dependent mortality rate 2023-03-13 Paper...10 bytes (19 words) - 01:35, 11 December 2023
- Jun Wang (section Research outcomes over time)price time series by finite-range interacting biased voter system 2015-03-05 Paper Volatility degree forecasting of stock market by stochastic time strength...10 bytes (17 words) - 14:40, 11 December 2023
- Kenneth Vetzal (section Research outcomes over time)methods for American options with stochastic volatility 1999-08-22 Paper A survey of stochastic continuous time models of the term structure of interest rates...10 bytes (17 words) - 15:07, 8 December 2023
- Oliver B. Linton (section Research outcomes over time)cross-section and time series information 2021-02-01 Paper A coupled component DCS-EGARCH model for intraday and overnight volatility 2020-06-18 Paper Estimation...10 bytes (19 words) - 04:48, 9 December 2023
- Nizar Touzi (section Research outcomes over time)random terminal time 2020-09-29 Paper Comparison of Viscosity Solutions of Semilinear Path-Dependent PDEs 2020-01-22 Paper Continuous-Time Principal-Agent...10 bytes (17 words) - 00:53, 10 December 2023
- Jia-Wen Gu (section Research outcomes over time)strategy with stochastic volatility in a limit order book market 2020-07-08 Paper Constrained Utility Deviation-Risk Optimization and Time-Consistent HJB Equation...10 bytes (17 words) - 23:32, 12 December 2023
- Tony S. Wirjanto (section Research outcomes over time)Paper Time-Deformation Modeling of Stock Returns Directed by Duration Processes 2022-05-31 Paper Comparison of asymmetric stochastic volatility models...10 bytes (18 words) - 21:56, 11 December 2023
- Carl Chiarella (section Research outcomes over time)investor sentiment in limit order markets 2018-11-19 Paper Volatility swaps and volatility options on discretely sampled realized variance 2018-11-02 Paper...10 bytes (17 words) - 22:32, 8 December 2023
- derivatives 2015-09-14 Paper Time Series Modelling With Semiparametric Factor Dynamics 2015-06-22 Paper Localized Realized Volatility Modeling 2015-06-17 Paper...10 bytes (19 words) - 11:25, 8 December 2023
- Peter Takáč (section Research outcomes over time)behavior of strongly monotone time-periodic dynamical processes with symmetry 1993-04-01 Paper Large-Time Behavior of a Time-Periodic Cooperative System...10 bytes (16 words) - 19:37, 8 December 2023
- On Estimation of Volatility Surface and Prediction of Future Spot Volatility 2007-02-15 Paper A filtering approach to tracking volatility from prices observed...10 bytes (19 words) - 20:56, 8 December 2023
- coefficients in porous media 2021-04-14 Paper A Numerical Approach to Price Path Dependent Asian Options 2020-08-03 Paper A Splitting Numerical Method for Primary...10 bytes (17 words) - 20:40, 11 December 2023
- Olivier Torrès (section Research outcomes over time)Publication Date of Publication Type MMC techniques for limited dependent variables models: implementation by the branch-and-bound algorithm 2016-04-25...10 bytes (16 words) - 03:53, 10 December 2023
- Meng-Chen Hsieh (section Research outcomes over time)duration-driven long range dependent processes 2016-05-27 Paper Long memory in intertrade durations, counts and realized volatility of NYSE stocks 2010-09-20...10 bytes (17 words) - 22:11, 10 December 2023
