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subject:"Deutschland"
~subject:"Estimation"
~subject:"Portfolio-Management"
~subject:"USA"
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Search: subject_exact:"Contingent-claims approach"
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Deutschland
Estimation
Portfolio-Management
USA
Option pricing theory
14,314
Optionspreistheorie
14,314
Volatilität
3,818
Volatility
3,812
Theorie
3,363
Theory
3,362
Stochastischer Prozess
3,173
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3,170
Optionsgeschäft
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Derivat
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1,219
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1,076
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927
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925
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844
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706
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621
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620
Real options analysis
619
Realoptionsansatz
619
Monte-Carlo-Simulation
607
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604
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575
Credit risk
569
Statistical distribution
560
Statistische Verteilung
560
Börsenkurs
541
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539
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512
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512
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455
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455
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German
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Härdle, Wolfgang
22
Engle, Robert F.
21
Rosenberg, Joshua V.
16
Korn, Olaf
15
Madan, Dilip B.
15
Platen, Eckhard
14
Todorov, Viktor
14
Jacobs, Kris
13
Fabozzi, Frank J.
11
Korn, Ralf
11
Perrakis, Stylianos
11
Lee, Cheng F.
10
Melʹnikov, Aleksandr V.
10
Schlag, Christian
10
Barone-Adesi, Giovanni
9
Bühler, Wolfgang
9
Christoffersen, Peter F.
9
Fleming, Jeff
9
Alexander, Carol
8
Bollerslev, Tim
8
Craig, Ben R.
8
Heston, Steven L.
8
Skiadopoulos, George
8
Bakshi, Gurdip S.
7
Bates, David S.
7
Branger, Nicole
7
Chance, Don M.
7
Deutsch, Hans-Peter
7
Dumas, Bernard
7
Hafner, Christian M.
7
Joshi, Mark S.
7
Schmeiser, Hato
7
Steiner, Manfred
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Whaley, Robert E.
7
Baule, Rainer
6
Bayraktar, Erhan
6
Bichuch, Maxim
6
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6
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6
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National Bureau of Economic Research
10
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8
Bonn Graduate School of Economics
2
Centre for Analytical Finance <Århus>
2
Ekonomiska forskningsinstitutet <Stockholm>
2
Federal Reserve Bank of Cleveland
2
Federal Reserve Bank of St. Louis
2
Institute of Finance and Accounting <London>
2
Svenska Handelshögskolan <Helsinki>
2
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
2
Transportation, Water, and Telecommunications Department, The World Bank
2
Verlag Dr. Kovač
2
Weltbank
2
École des Hautes Études Commerciales <Lausanne>
2
American Finance Association
1
Bachelier Finance Society
1
Berliner Wissenschafts-Verlag
1
Birkbeck College / Department of Economics
1
Cambridge University Press
1
Chambre de commerce et d'industrie de Paris
1
Commissariat à l'énergie atomique
1
Course of the International School of Mathematics Guido Stampacchia <15, 1992, Erice>
1
Course on Stochastic Processes: Applications in Mathematical Economics <15, 1992, Erice>
1
ESCP-EAP European School of Management
1
Eric Cuvillier <Firma>
1
Expert Meeting on Crisis and Development in Latin America and the Caribbean, Santiago, Chile, 29.4.-3.5.1985
1
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
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Federal Reserve Bank of Chicago
1
Federal Reserve System / Division of Research and Statistics
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FernUniversität in Hagen
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Forschungsstelle für Internationales Management
1
Fuller & Thaler Asset Management, Inc. <San Mateo, Calif.>
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Goethe-Universität Frankfurt am Main
1
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Hydro-Electric Commission through its Energy Management Centre
1
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
1
Institute for Fiscal Studies
1
Institutionen för Skogsekonomi <Ume°a>
1
International Accounting Standards Board
1
International Centre for Trade and Sustainable Development
1
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The journal of futures markets
68
International journal of theoretical and applied finance
44
Journal of banking & finance
44
The journal of derivatives : the official publication of the International Association of Financial Engineers
43
Insurance / Mathematics & economics
35
Mathematical finance : an international journal of mathematics, statistics and financial theory
29
Quantitative finance
28
The review of financial studies
28
Journal of financial economics
27
Journal of economic dynamics & control
26
The journal of finance : the journal of the American Finance Association
25
Finance and stochastics
24
Working paper / National Bureau of Economic Research, Inc.
24
Review of derivatives research
23
The journal of computational finance
22
Journal of financial and quantitative analysis : JFQA
21
Journal of econometrics
19
Applied mathematical finance
18
International journal of financial engineering
18
European journal of operational research : EJOR
17
International review of financial analysis
17
Finance research letters
16
Research paper series / Swiss Finance Institute
16
Journal of empirical finance
15
Journal of mathematical finance
15
SpringerLink / Bücher
15
The European journal of finance
14
Journal of risk and financial management : JRFM
13
Review of quantitative finance and accounting
12
SFB 649 discussion paper
12
The journal of fixed income
12
International review of economics & finance : IREF
11
Management science : journal of the Institute for Operations Research and the Management Sciences
11
Mathematics and financial economics
11
Real estate economics : journal of the American Real Estate and Urban Economics Association
11
The journal of real estate finance and economics
11
Gabler Edition Wissenschaft
10
NBER working paper series
10
Risks : open access journal
10
Working paper
10
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ECONIS (ZBW)
2,561
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1
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2,561
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1
Asset pricing and hedging in financial markets with fixed and proportional transaction costs
Babaei, Esmaeil
- In:
Annals of finance
20
(
2024
)
2
,
pp. 259-275
Persistent link: https://www.econbiz.de/10014566422
Saved in:
2
Effectiveness of deterministic option pricing models : new evidence from Nifty and Bank Nifty Index options
Singh, Vipul Kumar
;
Kumar, Pawan
- In:
The journal of asset management : a major new, …
25
(
2024
)
2
,
pp. 172-189
Persistent link: https://www.econbiz.de/10014511683
Saved in:
3
Construction and hedging of equity index options portfolios
Wysocki, Maciej
;
Ślepaczuk, Robert
-
2024
Persistent link: https://www.econbiz.de/10014634884
Saved in:
4
On practitioners closed-form GARCH option pricing
Mozumder, Sharif
;
Frijns, Bart
;
Talukdar, Bakhtear
; …
- In:
International review of financial analysis
94
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014543999
Saved in:
5
Leveraging prices from credit and equity option markets for portfolio risk management
Bégin, Jean-François
;
Boudreault, Mathieu
; …
- In:
The journal of futures markets
44
(
2024
)
1
,
pp. 122-147
Persistent link: https://www.econbiz.de/10014475433
Saved in:
6
A new bivariate approach for modeling the interaction between stock volatility and interest rate : an application to S&P500 returns and options
Ballestra, Luca Vincenzo
;
D'Innocenzo, Enzo
;
Guizzardi, …
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1185-1194
Persistent link: https://www.econbiz.de/10014456945
Saved in:
7
What can volatility smiles tell us about the too big to fail problem?
Ngo, Phong T. H.
;
Puente-Moncayo, Diego L.
- In:
Journal of financial and quantitative analysis : JFQA
59
(
2024
)
2
,
pp. 863-895
Persistent link: https://www.econbiz.de/10014520129
Saved in:
8
Using interpolated implied volatility for analysing exogenous market changes
Maciak, Matúš
;
Vitali, Sebastiano
- In:
Computational management science
21
(
2024
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014636790
Saved in:
9
Modeling price and variance jump clustering using the marked Hawkes process
Chen, Jian
;
Clements, Michael P.
;
Urquhart, Andrew
- In:
Journal of financial econometrics
22
(
2024
)
3
,
pp. 743-772
Persistent link: https://www.econbiz.de/10015045178
Saved in:
10
A review of new developments in finance with deep learning : deep hedging and deep calibration
Shinozaki, Yuji
-
2024
Persistent link: https://www.econbiz.de/10015053520
Saved in:
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