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subject:"Option pricing theory"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Estimation"
~type_genre:"Aufsatz in Zeitschrift"
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Option pricing theory
Estimation
Statistical distribution
62
Statistische Verteilung
62
Theorie
28
Theory
28
Optionspreistheorie
24
Stochastic process
20
Stochastischer Prozess
20
Volatility
16
Volatilität
16
Portfolio selection
11
Portfolio-Management
11
Derivat
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Derivative
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Capital income
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Kapitaleinkommen
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Financial market
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Kreditrisiko
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Risikomaß
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Risk measure
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Börsenkurs
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Multivariate Verteilung
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Option pricing
4
Option trading
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Optionsgeschäft
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Probability theory
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Risiko
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Risk
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Share price
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Time series analysis
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Wahrscheinlichkeitsrechnung
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Arunachalam, V.
1
Badescu, Alexandru
1
Barbachan, José Santiago Fajardo
1
Basnarkov, Lasko
1
Bedendo, Mascia
1
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1
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1
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1
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1
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1
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Levendorskij, Sergej Z.
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Lian, Guanghua
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International journal of theoretical and applied finance
Journal of econometrics
38
Applied economics
21
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
21
Quantitative finance
21
The journal of futures markets
20
Insurance / Mathematics & economics
18
Journal of banking & finance
17
International journal of forecasting
16
Computational economics
15
Economic modelling
14
The North American journal of economics and finance : a journal of financial economics studies
14
The journal of derivatives : the official publication of the International Association of Financial Engineers
14
Economics letters
13
Finance research letters
13
Review of derivatives research
13
Risks : open access journal
13
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
13
International journal of financial engineering
11
International review of economics & finance : IREF
11
Journal of economic dynamics & control
11
Applied mathematical finance
10
Journal of empirical finance
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
10
Journal of mathematical finance
10
The European journal of finance
10
Applied economics letters
9
European journal of operational research : EJOR
9
The journal of computational finance
9
Econometric reviews
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
8
International review of financial analysis
8
Journal of international financial markets, institutions & money
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Review of quantitative finance and accounting
8
Energy economics
7
Journal of forecasting
7
Journal of risk
6
Journal of risk and financial management : JRFM
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Applied financial economics
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ECONIS (ZBW)
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1
Option implied VIX, Skew and Kurtosis term structures
Madan, Dilip B.
;
Wang, King
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-13
Persistent link: https://www.econbiz.de/10012662046
Saved in:
2
Dynamic probabilistic forecasting with uncertainty
Benth, Fred Espen
;
Kutrolli, Gleda
;
Stefani, Silvana
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012807773
Saved in:
3
Information flow dependence in financial markets
Michaelsen, Markus
- In:
International journal of theoretical and applied finance
23
(
2020
)
5
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012496727
Saved in:
4
Sinh-acceleration: efficient evaluation of probability distributions, option pricing, and Monte Carlo simulations
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
- In:
International journal of theoretical and applied finance
22
(
2019
)
3
,
pp. 1-49
Persistent link: https://www.econbiz.de/10012019776
Saved in:
5
Defaultable claims in switching models with partial information
Gapeev, Pavel V.
;
Jeanblanc, Monique
- In:
International journal of theoretical and applied finance
22
(
2019
)
4
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012030897
Saved in:
6
Option pricing with heavy-tailed distributions of logarithmic returns
Basnarkov, Lasko
;
Stojkoski, Viktor
;
Utkovski, Zoran
; …
- In:
International journal of theoretical and applied finance
22
(
2019
)
7
,
pp. 1-35
Persistent link: https://www.econbiz.de/10012153313
Saved in:
7
Skewed Lévy models and implied volatility skew
Olivera, Federico de
;
Barbachan, José Santiago Fajardo
; …
- In:
International journal of theoretical and applied finance
21
(
2018
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011854458
Saved in:
8
Index options and volatility derivatives in a Gaussian random field risk-neutral density model
Han, Xixuan
;
Wei, Boyu
;
Yang, Hailiang
- In:
International journal of theoretical and applied finance
21
(
2018
)
4
,
pp. 1-41
Persistent link: https://www.econbiz.de/10011891885
Saved in:
9
Option pricing in the variance-gamma model under the drift jump
Ivanov, Roman V.
- In:
International journal of theoretical and applied finance
21
(
2018
)
4
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011892547
Saved in:
10
Efficient piecewise trees for the generalized Skew Vasicek model with discontinuous drift
Zhuo, Xiaoyang
;
Menoukeu-Pamen, Olivier
- In:
International journal of theoretical and applied finance
20
(
2017
)
4
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011687043
Saved in:
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