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subject:"Option pricing theory"
~isPartOf:"Journal of mathematical finance"
~subject:"Estimation"
~subject:"Volatility"
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Search: subject_exact:"Häufigkeitsverteilung"
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Option pricing theory
Estimation
Volatility
Statistical distribution
27
Statistische Verteilung
27
Theorie
11
Theory
11
Optionspreistheorie
8
Estimation theory
7
Probability theory
7
Schätztheorie
7
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7
Stochastischer Prozess
7
Wahrscheinlichkeitsrechnung
7
Portfolio selection
6
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Volatilität
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Capital income
4
Kapitaleinkommen
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4
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Nichtparametrisches Verfahren
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Nonparametric statistics
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Option trading
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Optionsgeschäft
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Actuarial mathematics
2
Bayes-Statistik
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2
Binomial Distribution
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Börsenkurs
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Density Estimation
2
Jump Diffusion
2
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2
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Mukupa, George M.
2
Offen, Elias R.
2
Cao, Hongduo
1
Chateau, Jean-Pierre D.
1
Elabed, Asma Graja
1
Ensor, Katherine Bennett
1
Ginley, Matthew
1
He, Huaping
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He, Zhi
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Iwaki, Hideki
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Kuang, Yuming
1
Kunda, Douglas
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Lai, Tze Leung
1
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1
Li, Ying
1
Lungu, Edward M.
1
Luo, Lei
1
Masmoudi, Afif
1
Mwaniki, Ivivi Joseph
1
Ngom, Waly
1
Sawaki, Katsushige
1
Scott, David W.
1
Suzuki, Atsuo
1
Zhao, Dianli
1
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1
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Journal of mathematical finance
Journal of econometrics
55
International journal of theoretical and applied finance
33
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
30
Applied economics
25
Journal of banking & finance
22
Discussion paper / Tinbergen Institute
21
International journal of forecasting
21
Computational economics
19
Economic modelling
19
Quantitative finance
19
The journal of derivatives : the official publication of the International Association of Financial Engineers
19
The journal of futures markets
19
Insurance / Mathematics & economics
18
The North American journal of economics and finance : a journal of financial economics studies
18
Finance research letters
17
Economics letters
16
International review of financial analysis
16
Journal of empirical finance
16
Risks : open access journal
16
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
16
International review of economics & finance : IREF
14
Review of derivatives research
14
The European journal of finance
14
Working paper
14
Journal of risk and financial management : JRFM
13
Energy economics
12
Journal of economic dynamics & control
12
Journal of financial econometrics : official journal of the Society for Financial Econometrics
12
Journal of forecasting
12
International journal of financial engineering
11
Journal of international financial markets, institutions & money
11
Research paper series / Swiss Finance Institute
11
Applied economics letters
10
Applied mathematical finance
10
European journal of operational research : EJOR
10
SFB 649 discussion paper
10
Swiss Finance Institute Research Paper
10
The journal of computational finance
10
Econometric reviews
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ECONIS (ZBW)
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1
Equilibrium equity premium in a semi martingale market when jump amplitudes follow a binomial distribution
Mukupa, George M.
;
Offen, Elias R.
- In:
Journal of mathematical finance
8
(
2018
)
3
,
pp. 599-612
Persistent link: https://www.econbiz.de/10011968727
Saved in:
2
A comparative study of equilibrium equity premium under discrete distributions of jump amplitudes
Mukupa, George M.
;
Offen, Elias R.
;
Kunda, Douglas
; …
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 232-246
Persistent link: https://www.econbiz.de/10011543918
Saved in:
3
A new Fama-French 5-factor model based on SSAEPD error and GARCH-type volatility
Zhou, Wentao
;
Li, Liuling
- In:
Journal of mathematical finance
6
(
2016
)
5
,
pp. 711-727
Persistent link: https://www.econbiz.de/10011657593
Saved in:
4
Jump intervals of stock price have power-law distribution : an empirical study
Cao, Hongduo
;
Li, Ying
;
He, Huaping
;
He, Zhi
- In:
Journal of mathematical finance
6
(
2016
)
5
,
pp. 770-777
Persistent link: https://www.econbiz.de/10011657624
Saved in:
5
The pricing of credit derivatives and estimation of default probability
Zhou, Hanghang
;
Zhao, Dianli
- In:
Journal of mathematical finance
5
(
2015
)
3
,
pp. 243-248
Persistent link: https://www.econbiz.de/10011438503
Saved in:
6
State price density estimation and nonparametric pricing of basket options
Kuang, Yuming
;
Lai, Tze Leung
- In:
Journal of mathematical finance
5
(
2015
)
5
,
pp. 448-456
Persistent link: https://www.econbiz.de/10011440200
Saved in:
7
Simulation of leveraged ETF volatility using nonparametric density estimation
Ginley, Matthew
;
Scott, David W.
;
Ensor, Katherine Bennett
- In:
Journal of mathematical finance
5
(
2015
)
5
,
pp. 457-479
Persistent link: https://www.econbiz.de/10011440276
Saved in:
8
Conditional law of the hitting time for a Lévy process in incomplete observation
Ngom, Waly
- In:
Journal of mathematical finance
5
(
2015
)
5
,
pp. 505-524
Persistent link: https://www.econbiz.de/10011440708
Saved in:
9
Modeling returns and unconditional variance in risk neutral world for liquid and illiquid market
Mwaniki, Ivivi Joseph
- In:
Journal of mathematical finance
5
(
2015
)
1
,
pp. 15-25
Persistent link: https://www.econbiz.de/10011398581
Saved in:
10
Game Russian options for double exponential jump diffusion processes
Suzuki, Atsuo
;
Sawaki, Katsushige
- In:
Journal of mathematical finance
4
(
2014
)
1
,
pp. 47-54
Persistent link: https://www.econbiz.de/10010422891
Saved in:
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