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~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Decisions in economics and finance : DEF ; a journal of applied mathematics"
~isPartOf:"Economics letters"
~isPartOf:"Working papers"
~subject:"Schätztheorie"
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Search: subject_exact:"Optionspreistheorie"
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Schätztheorie
Option pricing theory
161
Optionspreistheorie
161
Volatility
48
Volatilität
48
Stochastic process
44
Stochastischer Prozess
44
Option trading
39
Optionsgeschäft
39
Theorie
35
Theory
35
Black-Scholes model
20
Black-Scholes-Modell
20
Derivat
18
Derivative
18
CAPM
15
Monte Carlo simulation
12
Monte-Carlo-Simulation
12
Credit risk
11
Estimation theory
11
Kreditrisiko
11
Option pricing
11
Stochastic volatility
9
Estimation
8
Schätzung
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Yield curve
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Zinsstruktur
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Experiment
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Portfolio selection
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Portfolio-Management
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Statistische Verteilung
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Unvollkommener Markt
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Asymptotic expansion
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English
11
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Albeverio, Sergio
1
Alòs, Elisa
1
Cacace, Filippo
1
Cordoni, Francesco
1
Di Persio, Luca
1
Fujii, Masaaki
1
Germani, Alfredo
1
Hayashi, Masafumi
1
Hwang, Eunju
1
Jacquier, Antoine
1
Kenmoe, Romuald N.
1
Mancino, Maria Elvira
1
Mijatovi´c, Aleksandar
1
Miura, Masakazu
1
Papi, Marco
1
Pellegrini, Gregorio
1
Sanfelici, Simona
1
Shin, Dong-wan
1
Shiohama, Takayuki
1
Takahashi, Akihiko
1
Tamaki, Kenichiro
1
Wang, Tai-Ho
1
Wey, Matthew A.
1
Xu, Zheng
1
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Asia-Pacific financial markets
Decisions in economics and finance : DEF ; a journal of applied mathematics
Economics letters
Working papers
Journal of econometrics
13
International journal of theoretical and applied finance
11
Finance and stochastics
7
Quantitative finance
7
Computational economics
6
European journal of operational research : EJOR
6
International journal of financial engineering
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
The journal of computational finance
6
Journal of banking & finance
5
SFB 649 discussion paper
5
Discussion papers of interdisciplinary research project 373
4
Finance research letters
4
Journal of economic dynamics & control
4
Journal of risk and financial management : JRFM
4
Risks : open access journal
4
SFB 649 Discussion Paper
4
The journal of futures markets
4
Working paper
4
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
4
Applied economics
3
Economic modelling
3
Journal of empirical finance
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Review of derivatives research
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Advances in quantitative analysis of finance and accounting : a research annual
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Applied mathematical finance
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CARF working paper
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CORE discussion paper : DP
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Computational management science
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ECONIS (ZBW)
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1
A derivation of the Black-Litterman formula and its symmetry property
Wey, Matthew A.
- In:
Economics letters
231
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014461242
Saved in:
2
Volatility and volatility-linked derivatives : estimation,modeling, and pricing
Alòs, Elisa
;
Mancino, Maria Elvira
;
Wang, Tai-Ho
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 321-349
Persistent link: https://www.econbiz.de/10012127219
Saved in:
3
On parameter estimation of Heston's stochastic volatilitymodel : a polynomial filtering method
Cacace, Filippo
;
Germani, Alfredo
;
Papi, Marco
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 503-525
Persistent link: https://www.econbiz.de/10012127257
Saved in:
4
Asymptotic expansion for some local volatility models arising in finance
Albeverio, Sergio
;
Cordoni, Francesco
;
Di Persio, Luca
; …
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 527-573
Persistent link: https://www.econbiz.de/10012127266
Saved in:
5
Perturbative expansion technique for non-linear FBSDEs with interacting particle method
Fujii, Masaaki
;
Takahashi, Akihiko
- In:
Asia-Pacific financial markets
22
(
2015
)
3
,
pp. 283-304
Persistent link: https://www.econbiz.de/10011524810
Saved in:
6
Large deviations for the extended Heston model : the large-time case
Jacquier, Antoine
;
Mijatovi´c, Aleksandar
- In:
Asia-Pacific financial markets
21
(
2014
)
3
,
pp. 263-280
Persistent link: https://www.econbiz.de/10010511579
Saved in:
7
A bootstrap test for jumps in financial economics
Hwang, Eunju
;
Shin, Dong-wan
- In:
Economics letters
125
(
2014
)
1
,
pp. 74-78
Persistent link: https://www.econbiz.de/10010504752
Saved in:
8
An application of nonparametric volatility estimators to option pricing
Kenmoe, Romuald N.
;
Sanfelici, Simona
- In:
Decisions in economics and finance : DEF ; a journal of …
37
(
2014
)
2
,
pp. 393-412
Persistent link: https://www.econbiz.de/10010412432
Saved in:
9
Estimation of parametric homogeneous stochastic volatility pricing formulae based on option data
Xu, Zheng
- In:
Economics letters
120
(
2013
)
3
,
pp. 369-373
Persistent link: https://www.econbiz.de/10010128844
Saved in:
10
Asymptotic expansion for term structures of defaultable bonds with non-Gaussian dependent innovations
Miura, Masakazu
;
Tamaki, Kenichiro
;
Shiohama, Takayuki
- In:
Asia-Pacific financial markets
20
(
2013
)
4
,
pp. 311-344
Persistent link: https://www.econbiz.de/10010345916
Saved in:
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