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subject:"Deutschland"
~isPartOf:"Economic modelling"
~subject:"Interest rate derivative"
~subject:"Statistische Verteilung"
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Deutschland
Interest rate derivative
Statistische Verteilung
Option pricing theory
49
Optionspreistheorie
49
Stochastic process
17
Stochastischer Prozess
17
Volatility
17
Volatilität
17
Option trading
16
Optionsgeschäft
16
Derivat
9
Derivative
9
Option pricing
5
Options
5
Portfolio selection
5
Portfolio-Management
5
ARCH model
4
ARCH-Modell
4
Real options analysis
4
Realoptionsansatz
4
Black-Scholes model
3
Black-Scholes-Modell
3
Currency option
3
Devisenoption
3
Estimation theory
3
Experiment
3
Fast Fourier transform
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Financial market
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Finanzmarkt
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Forecasting model
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Hedging
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Interest rate
3
Prognoseverfahren
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Regime-switching
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Risiko
3
Risk
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Schätztheorie
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Statistical distribution
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Stochastic volatility
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Chen, Rongda
1
Li, Hongyi
1
Liu, Guifang
1
Marins, Jaqueline Terra Moura
1
Shen, Yang
1
Siu, Tak Kuen
1
Vicente, José Valentim Machado
1
Wu, Xinyu
1
Xie, Haibin
1
Xu, Weijun
1
Yu, Lean
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Economic modelling
International journal of theoretical and applied finance
42
The journal of derivatives : the official publication of the International Association of Financial Engineers
29
The journal of computational finance
27
Review of derivatives research
22
The journal of futures markets
21
Applied mathematical finance
19
Quantitative finance
19
Journal of banking & finance
17
International journal of financial engineering
16
Journal of econometrics
16
Finance and stochastics
12
Gabler Edition Wissenschaft
12
Journal of mathematical finance
12
Computational economics
11
SFB 649 discussion paper
11
European journal of operational research : EJOR
10
Journal of economic dynamics & control
10
Risks : open access journal
9
The North American journal of economics and finance : a journal of financial economics studies
9
Finance research letters
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
8
SpringerLink / Bücher
8
Discussion papers of interdisciplinary research project 373
7
Review of quantitative finance and accounting
7
Europäische Hochschulschriften / 5
6
Insurance / Mathematics & economics
6
Kredit und Kapital
6
Lecture notes in economics and mathematical systems : LNEMS
6
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
Advances in futures and options research : a research annual
5
Applied economics
5
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
5
Journal of financial and quantitative analysis : JFQA
5
Journal of financial economics
5
Mathematics and financial economics
5
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
5
The journal of finance : the journal of the American Finance Association
5
The journal of fixed income
5
CFS working paper series
4
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ECONIS (ZBW)
5
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1
A conditional autoregressive range model with gamma distribution for financial volatility modelling
Xie, Haibin
;
Wu, Xinyu
- In:
Economic modelling
64
(
2017
),
pp. 349-356
Persistent link: https://www.econbiz.de/10011761274
Saved in:
2
Do the central bank actions reduce interest rate volatility?
Marins, Jaqueline Terra Moura
;
Vicente, José Valentim …
- In:
Economic modelling
65
(
2017
),
pp. 129-137
Persistent link: https://www.econbiz.de/10011813619
Saved in:
3
A novel jump diffusion model based on SGT distribution and its applications
Xu, Weijun
;
Liu, Guifang
;
Li, Hongyi
- In:
Economic modelling
59
(
2016
),
pp. 74-92
Persistent link: https://www.econbiz.de/10011647763
Saved in:
4
A novel nonlinear value-at-risk method for modeling risk of option portfolio with multivariate mixture of normal distributions
Chen, Rongda
;
Yu, Lean
- In:
Economic modelling
35
(
2013
),
pp. 796-804
Persistent link: https://www.econbiz.de/10010336666
Saved in:
5
Pricing bond options under a Markovian regime-switching Hull-White model
Shen, Yang
;
Siu, Tak Kuen
- In:
Economic modelling
30
(
2013
),
pp. 933-940
Persistent link: https://www.econbiz.de/10009710001
Saved in:
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