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isPartOf:"SFB 649 discussion paper"
~isPartOf:"Journal of banking & finance"
~person:"Alexander, Carol"
~person:"Leippold, Markus"
~subject:"Monte Carlo simulation"
~subject:"Stochastic process"
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Search: subject_exact:"Stochastisches Modell"
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Monte Carlo simulation
Stochastic process
Option pricing theory
4
Optionspreistheorie
4
Stochastischer Prozess
4
Option pricing
2
Volatility
2
Volatilität
2
American options
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Hyper-exponential jump-diffusion model
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Option trading
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Optionsgeschäft
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Schätztheorie
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Stochastic liquidity
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Theorie
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Theory
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USA
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Alexander, Carol
Leippold, Markus
Reiß, Markus
10
Härdle, Wolfgang
8
Belomestny, Denis
6
Bibinger, Markus
4
Branger, Nicole
4
Gapeev, Pavel V.
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Hautsch, Nikolaus
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Meyer-Gohde, Alexander
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Horst, Ulrich
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Baldeaux, Jan
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Feng, Guohua
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Jirak, Moritz
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Kaeck, Andreas
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Kupper, Michael
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Lan, Hong
2
López Cabrera, Brenda
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Muck, Matthias
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Neuhoff, Daniel
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Ou, Yangguoyi
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Platen, Eckhard
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Schoenmakers, John
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Trabs, Mathias
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Weron, Rafał
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Arismendi Zambrano, Juan Carlos
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Barbachan, José Santiago Fajardo
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SFB 649 discussion paper
Journal of banking & finance
Research paper series / Swiss Finance Institute
4
Swiss Finance Institute Research Paper
4
Discussion paper / ICMA Centre, Henley Business School, University of Reading
2
Econometric reviews
1
European financial management : the journal of the European Financial Management Association
1
ICMA Centre Discussion Papers in Finance
1
International review of financial analysis
1
Journal of econometrics
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Journal of economic dynamics & control
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Journal of financial economics
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University of Reading Henley Business School ICMA Centre Discussion Paper in Finance
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ECONIS (ZBW)
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1
Discrete-time option pricing with stochastic liquidity
Leippold, Markus
;
Schärer, Steven
- In:
Journal of banking & finance
75
(
2017
),
pp. 1-16
Persistent link: https://www.econbiz.de/10011742148
Saved in:
2
Pricing and disentanglement of American puts in the hyper-exponential jump-diffusion model
Leippold, Markus
;
Vasiljević, Nikola
- In:
Journal of banking & finance
77
(
2017
),
pp. 78-94
Persistent link: https://www.econbiz.de/10011814354
Saved in:
3
Collateral smile
Leippold, Markus
;
Su, Lujing
- In:
Journal of banking & finance
58
(
2015
),
pp. 15-28
Persistent link: https://www.econbiz.de/10011543849
Saved in:
4
Volatility dynamics for the S&P 500 : further evidence from non-affine, multi-factor jump diffusions
Kaeck, Andreas
;
Alexander, Carol
- In:
Journal of banking & finance
36
(
2012
)
11
,
pp. 3110-3121
Persistent link: https://www.econbiz.de/10009672975
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