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~isPartOf:"Applied mathematical finance"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Finance and stochastics"
~isPartOf:"SFB 649 discussion paper"
~person:"Shiraya, Kenichiro"
~source:"econis"
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Search: subject_exact:"Optionspreistheorie"
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Option pricing theory
4
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Shiraya, Kenichiro
Härdle, Wolfgang
22
Belomestny, Denis
16
Benth, Fred Espen
8
Carr, Peter
8
Eberlein, Ernst
8
Schoenmakers, John
7
Cui, Zhenyu
6
Hobson, David G.
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Sircar, Kaushik Ronnie
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López Cabrera, Brenda
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Alòs, Elisa
4
Chiarella, Carl
4
Cox, Alexander M. G.
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Detlefsen, Kai
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Escobar, Marcos
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Howison, Sam
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Kallsen, Jan
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Li, Lingfei
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Linetsky, Vadim
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Madan, Dilip B.
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Milʹstejn, Grigorij N.
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Obłój, Jan
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Reiß, Markus
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Sabino, Piergiacomo
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Siu, Tak Kuen
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Applied mathematical finance
European journal of operational research : EJOR
Finance and stochastics
SFB 649 discussion paper
CARF working paper
4
The journal of futures markets
3
Asia-Pacific financial markets
1
International journal of financial engineering
1
International journal of theoretical and applied finance
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Mathematics of operations research
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ECONIS (ZBW)
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Constructing copulas using corrected Hermite polynomial expansion for estimating cross foreign exchange volatility
Shiraya, Kenichiro
;
Yamakami, Tomohisa
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1195-1214
Persistent link: https://www.econbiz.de/10014456946
Saved in:
2
A general control variate method for Lévy models in finance
Shiraya, Kenichiro
;
Uenishi, Hiroki
;
Yamazaki, Akira
- In:
European journal of operational research : EJOR
284
(
2020
)
3
,
pp. 1190-1200
Persistent link: https://www.econbiz.de/10012238947
Saved in:
3
Estimating the Hurst parameter from short term volatility swaps : a Malliavin calculus approach
Alòs, Elisa
;
Shiraya, Kenichiro
- In:
Finance and stochastics
23
(
2019
)
2
,
pp. 423-447
Persistent link: https://www.econbiz.de/10012023744
Saved in:
4
A general control variate method for multi-dimensional SDEs : an application to multi-asset options under local stochastic volatility with jumps models in finance
Shiraya, Kenichiro
;
Takahashi, Akihiko
- In:
European journal of operational research : EJOR
258
(
2017
)
1
,
pp. 358-371
Persistent link: https://www.econbiz.de/10011642221
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