| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A TAYLOR FORMULA TO PRICE AND HEDGE EUROPEAN CONTINGENT CLAIMS |
1 |
1 |
1 |
3 |
3 |
5 |
6 |
16 |
| A comparison result for FBSDE with applications to decisions theory |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
16 |
| Assessing the Impact of Credit Risk on Equity Options via Information Contents and Compound Options |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Asset pricing with a forward-backward stochastic differential utility |
0 |
0 |
1 |
56 |
0 |
0 |
1 |
117 |
| Asset pricing with endogenous aspirations |
0 |
0 |
0 |
69 |
1 |
1 |
1 |
462 |
| Asymptotic results for the Fourier estimator of the integrated quarticity |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
9 |
| COMPUTATION OF VOLATILITY IN STOCHASTIC VOLATILITY MODELS WITH HIGH FREQUENCY DATA |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
8 |
| Dynamic Principal Component Analysis of Multivariate Volatility via Fourier Analysis |
1 |
1 |
2 |
35 |
1 |
2 |
3 |
107 |
| Estimating Covariance via Fourier Method in the Presence of Asynchronous Trading and Microstructure Noise |
0 |
0 |
1 |
21 |
1 |
2 |
5 |
80 |
| Estimation of quarticity with high-frequency data |
0 |
0 |
0 |
8 |
1 |
1 |
2 |
58 |
| Fourier Spot Volatility Estimator: Asymptotic Normality and Efficiency with Liquid and Illiquid High-Frequency Data |
0 |
0 |
0 |
1 |
0 |
1 |
3 |
8 |
| Fourier series method for measurement of multivariate volatilities |
1 |
2 |
5 |
679 |
2 |
3 |
11 |
1,895 |
| Fourier volatility forecasting with high-frequency data and microstructure noise |
0 |
0 |
0 |
58 |
0 |
0 |
0 |
131 |
| High-frequency volatility of volatility estimation free from spot volatility estimates |
0 |
0 |
1 |
9 |
0 |
0 |
3 |
29 |
| Identifying financial instability conditions using high frequency data |
0 |
0 |
3 |
14 |
1 |
2 |
9 |
47 |
| Is the Variance Swap Rate Affine in the Spot Variance? Evidence from S&P500 Data |
0 |
1 |
1 |
4 |
0 |
2 |
2 |
13 |
| Nonparametric Malliavin–Monte Carlo Computation of Hedging Greeks |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
11 |
| Quantitative developments in financial volatility—theory and practice |
0 |
0 |
0 |
4 |
1 |
1 |
2 |
15 |
| Robustness of Fourier estimator of integrated volatility in the presence of microstructure noise |
0 |
0 |
0 |
85 |
1 |
2 |
6 |
203 |
| Spot volatility estimation using the Laplace transform |
0 |
0 |
0 |
17 |
0 |
0 |
1 |
53 |
| The Price‐Volatility Feedback Rate: An Implementable Mathematical Indicator of Market Stability |
0 |
0 |
1 |
44 |
0 |
1 |
3 |
117 |
| The Role of a Firm’s Net Cash Payouts in Leland’s (1994) Model |
0 |
0 |
0 |
15 |
0 |
0 |
0 |
57 |
| Volatility and volatility-linked derivatives: estimation, modeling, and pricing |
0 |
1 |
10 |
15 |
0 |
2 |
14 |
47 |
| Total Journal Articles |
3 |
6 |
26 |
1,145 |
12 |
25 |
72 |
3,499 |
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