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~isPartOf:"Advanced series on statistical science & applied probability"
~isPartOf:"Annals of operations research"
~isPartOf:"Journal of banking & finance"
~subject:"Markov-Kette"
~subject:"Option trading"
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Search: subject_exact:"Bernoulli-Prozess"
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Markov-Kette
Option trading
Stochastic process
155
Stochastischer Prozess
155
Theorie
66
Theory
66
Volatility
37
Volatilität
37
Option pricing theory
34
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34
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Benth, Fred Espen
2
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Zhao, Yiqiang Q.
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1
Alfa, Attahiru Sule
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1
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1
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1
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Advanced series on statistical science & applied probability
Annals of operations research
Journal of banking & finance
International journal of theoretical and applied finance
47
European journal of operational research : EJOR
46
Quantitative finance
34
Insurance / Mathematics & economics
28
Finance and stochastics
22
Journal of econometrics
21
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19
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Asia-Pacific financial markets
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International journal of production research
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Econometric reviews
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Economic theory : official journal of the Society for the Advancement of Economic Theory
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Review of quantitative finance and accounting
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Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
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Mathematical methods of operations research : ZOR
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The European journal of finance
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Applied economics
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Computers & operations research : and their applications to problems of world concern ; an international journal
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ECONIS (ZBW)
26
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1
Stochastic models and algorithms dedicated to the 60th birthday of Professor Eugene A. Feinberg
Kapodistria, Stella
(
ed.
);
Katehakis, Michael N.
(
ed.
); …
-
2022
Persistent link: https://www.econbiz.de/10013438723
Saved in:
2
Detecting money market bubbles
Baldeaux, Jan
;
Ignatieva, Ekaterina
;
Platen, Eckhard
- In:
Journal of banking & finance
87
(
2018
),
pp. 369-379
Persistent link: https://www.econbiz.de/10011962562
Saved in:
3
Annals of operations research ; volume 271, number 2 (December 2018)
2018
Persistent link: https://www.econbiz.de/10011963718
Saved in:
4
From the Samuelson volatility effect to a Samuelson correlation effect : an analysis of crude oil calendar spread options
Schneider, Lorenz
;
Tavin, Bertrand
- In:
Journal of banking & finance
95
(
2018
),
pp. 185-202
Persistent link: https://www.econbiz.de/10011966746
Saved in:
5
Smiling twice : the Heston++ model
Pacati, Claudio
;
Pompa, Gabriele
;
Renò, Roberto
- In:
Journal of banking & finance
96
(
2018
),
pp. 185-206
Persistent link: https://www.econbiz.de/10011967200
Saved in:
6
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:
7
Optimal delta hedging for options
Hull, John
;
White, Alan
- In:
Journal of banking & finance
82
(
2017
),
pp. 180-190
Persistent link: https://www.econbiz.de/10011816799
Saved in:
8
Equity index variance : evidence from flexible parametric jump-diffusion models
Kaeck, Andreas
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of banking & finance
83
(
2017
),
pp. 85-103
Persistent link: https://www.econbiz.de/10011816827
Saved in:
9
Discrete stochastic autoregressive volatility
Cordis, Adriana S.
;
Kirby, Chris
- In:
Journal of banking & finance
43
(
2014
),
pp. 160-178
Persistent link: https://www.econbiz.de/10010410013
Saved in:
10
Analytical pricing of discrete arithmetic Asian options with mean reversion and jumps
Chung, Shing Fung
;
Wong, Hoi Ying
- In:
Journal of banking & finance
44
(
2014
),
pp. 130-140
Persistent link: https://www.econbiz.de/10010410368
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