Quantitative Finance

Research outputs

  1. 2015
  2. Published

    Implied integrated variance and hedging

    Kaila, R., 2015, In : Quantitative Finance. 15, 9, p. 1515-1530

    Research output: Contribution to journalArticleScientificpeer-review

  3. 2014
  4. Published

    Bayesian analysis of equity-linked savings contracts with American-style options

    Luoma, A., Puustelli, A. & Koskinen, L., 2014, In : Quantitative Finance. 14, 2, p. 343-356 14 p.

    Research output: Contribution to journalArticleScientificpeer-review

  5. 2012
  6. Published

    Reduced form modeling of limit order markets

    Malo, P. & Pennanen, T., 2012, In : Quantitative Finance. 12, 7, p. 1025-1036

    Research output: Contribution to journalArticleScientificpeer-review

  7. 2009
  8. Published

    Diffusive behavior and the modeling of characteristic times in limit order executions

    Eisler, Z., Kertesz, J., Lillo, F. & Mantegna, R. N., 2009, In : Quantitative Finance. 9, 5, p. 547-563

    Research output: Contribution to journalArticleScientificpeer-review

  9. Published

    The Epps effect revisited

    Toth, B. & Kertesz, J., 2009, In : Quantitative Finance. 9, 7, p. 793-802

    Research output: Contribution to journalArticleScientificpeer-review

  10. 2004
  11. Published

    Models of asset returns: changes of pattern from high to low event frequency

    Töyli, J., Sysi-Aho, M. & Kaski, K., Jun 2004, In : Quantitative Finance. 4, 3, p. 373-382 10 p.

    Research output: Contribution to journalArticleScientificpeer-review

  12. Published

    Models of Asset Returns: Changes of Pattern form High Frequency to Low Frequency

    Töyli, J., Sysi-Aho, M. & Kaski, K., 2004, In : Quantitative Finance. 4, p. 373-382

    Research output: Contribution to journalArticleScientificpeer-review

ID: 372452