FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W1485148575> ?p ?o ?g. }

• W1485148575 abstract "In this paper, we study financial markets with stochastic volatilities driven by fractional Brownian motion with Hurst index H>1/2. Our models include fractional versions of Ornstein-Uhlenbeck, Vasicek, geometric Brownian motion and continuous-time GARCH models. We price variance and volatility swaps for above-mentioned models." @default.
• W1485148575 created "2016-06-24" @default.
• W1485148575 creator A5087178350 @default.
• W1485148575 date "2009-01-01" @default.
• W1485148575 modified "2023-09-26" @default.
• W1485148575 title "Modeling and Pricing of Variance and Volatility Swaps for Stochastic Volatilities Driven by Fractional Brownian Motion" @default.
• W1485148575 cites W1503295912 @default.
• W1485148575 cites W1510986482 @default.
• W1485148575 cites W1571438983 @default.
• W1485148575 cites W1572839564 @default.
• W1485148575 cites W1600624394 @default.
• W1485148575 cites W1981956507 @default.
• W1485148575 cites W1984031927 @default.
• W1485148575 cites W2003427294 @default.
• W1485148575 cites W2011586511 @default.
• W1485148575 cites W2025006397 @default.
• W1485148575 cites W2027654260 @default.
• W1485148575 cites W2031753087 @default.
• W1485148575 cites W2040337767 @default.
• W1485148575 cites W2044965965 @default.
• W1485148575 cites W2064978316 @default.
• W1485148575 cites W2077791698 @default.
• W1485148575 cites W2094206697 @default.
• W1485148575 cites W2100534547 @default.
• W1485148575 cites W2148080284 @default.
• W1485148575 cites W2157858527 @default.
• W1485148575 cites W2423293082 @default.
• W1485148575 cites W3121780766 @default.
• W1485148575 cites W580175455 @default.
• W1485148575 cites W588062318 @default.
• W1485148575 cites W588973965 @default.
• W1485148575 doi "https://doi.org/10.2139/ssrn.1444016" @default.
• W1485148575 hasPublicationYear "2009" @default.
• W1485148575 type Work @default.
• W1485148575 sameAs 1485148575 @default.
• W1485148575 citedByCount "2" @default.
• W1485148575 countsByYear W14851485752013 @default.
• W1485148575 countsByYear W14851485752020 @default.
• W1485148575 crossrefType "journal-article" @default.
• W1485148575 hasAuthorship W1485148575A5087178350 @default.
• W1485148575 hasConcept C10138342 @default.
• W1485148575 hasConcept C101615488 @default.
• W1485148575 hasConcept C105795698 @default.
• W1485148575 hasConcept C108819105 @default.
• W1485148575 hasConcept C112401455 @default.
• W1485148575 hasConcept C121955636 @default.
• W1485148575 hasConcept C136264566 @default.
• W1485148575 hasConcept C149782125 @default.
• W1485148575 hasConcept C162324750 @default.
• W1485148575 hasConcept C165603445 @default.
• W1485148575 hasConcept C175025494 @default.
• W1485148575 hasConcept C187625094 @default.
• W1485148575 hasConcept C196083921 @default.
• W1485148575 hasConcept C201608381 @default.
• W1485148575 hasConcept C2780378061 @default.
• W1485148575 hasConcept C33923547 @default.
• W1485148575 hasConcept C68710425 @default.
• W1485148575 hasConcept C85393063 @default.
• W1485148575 hasConcept C91602232 @default.
• W1485148575 hasConcept C96835011 @default.
• W1485148575 hasConceptScore W1485148575C10138342 @default.
• W1485148575 hasConceptScore W1485148575C101615488 @default.
• W1485148575 hasConceptScore W1485148575C105795698 @default.
• W1485148575 hasConceptScore W1485148575C108819105 @default.
• W1485148575 hasConceptScore W1485148575C112401455 @default.
• W1485148575 hasConceptScore W1485148575C121955636 @default.
• W1485148575 hasConceptScore W1485148575C136264566 @default.
• W1485148575 hasConceptScore W1485148575C149782125 @default.
• W1485148575 hasConceptScore W1485148575C162324750 @default.
• W1485148575 hasConceptScore W1485148575C165603445 @default.
• W1485148575 hasConceptScore W1485148575C175025494 @default.
• W1485148575 hasConceptScore W1485148575C187625094 @default.
• W1485148575 hasConceptScore W1485148575C196083921 @default.
• W1485148575 hasConceptScore W1485148575C201608381 @default.
• W1485148575 hasConceptScore W1485148575C2780378061 @default.
• W1485148575 hasConceptScore W1485148575C33923547 @default.
• W1485148575 hasConceptScore W1485148575C68710425 @default.
• W1485148575 hasConceptScore W1485148575C85393063 @default.
• W1485148575 hasConceptScore W1485148575C91602232 @default.
• W1485148575 hasConceptScore W1485148575C96835011 @default.
• W1485148575 hasLocation W14851485751 @default.
• W1485148575 hasOpenAccess W1485148575 @default.
• W1485148575 hasPrimaryLocation W14851485751 @default.
• W1485148575 hasRelatedWork W1502367340 @default.
• W1485148575 hasRelatedWork W1818596086 @default.
• W1485148575 hasRelatedWork W1876792444 @default.
• W1485148575 hasRelatedWork W1906369480 @default.
• W1485148575 hasRelatedWork W1926706674 @default.
• W1485148575 hasRelatedWork W2058800467 @default.
• W1485148575 hasRelatedWork W2149926685 @default.
• W1485148575 hasRelatedWork W2345857373 @default.
• W1485148575 hasRelatedWork W2492808066 @default.
• W1485148575 hasRelatedWork W2565054503 @default.
• W1485148575 hasRelatedWork W2598781224 @default.
• W1485148575 hasRelatedWork W2609773703 @default.
• W1485148575 hasRelatedWork W2946233207 @default.
• W1485148575 hasRelatedWork W2962913958 @default.
• W1485148575 hasRelatedWork W2962965786 @default.
• W1485148575 hasRelatedWork W2981390120 @default.
• W1485148575 hasRelatedWork W3034040197 @default.

• next