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Publications by Reiner Franke

Estimation of a Structural Stochastic Volatility Model of Asset Pricing

Computational Economics
Computer Science ApplicationsEconomicsEconometricsFinance
2010English

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Solving Asset Pricing Models With Stochastic Volatility

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Effects of Idiosyncratic Volatility in Asset Pricing

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Stochastic Volatility Jump-Diffusion Model for Option Pricing

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A General Stochastic Volatility Model for the Pricing of Interest Rate Derivatives

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Derivatives Pricing Under Beta Stochastic Volatility Model Using ADI Schemes

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The Memory of Stock Return Volatility: Asset Pricing Implications

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Bayesian Estimation of a Dynamic Stochastic General Equilibrium Model With Asset Prices

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Option Pricing Under Stochastic Volatility of Us Reits

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Two Stochastic Volatility Processes - American Option Pricing

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