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~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Decisions in economics and finance : DEF ; a journal of applied mathematics"
~isPartOf:"Finance and stochastics"
~isPartOf:"Working papers"
~subject:"Schätztheorie"
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Search: subject_exact:"Optionspreistheorie"
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Schätztheorie
Option pricing theory
352
Optionspreistheorie
352
Theorie
137
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137
Stochastic process
117
Stochastischer Prozess
117
Volatility
77
Volatilität
77
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61
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61
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38
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36
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Estimation theory
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Markov chain
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Option pricing
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Search theory
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Albeverio, Sergio
1
Alòs, Elisa
1
Cacace, Filippo
1
Cordoni, Francesco
1
Di Persio, Luca
1
Fujii, Masaaki
1
Fukasawa, Masaaki
1
Gao, Kun
1
Gaß, Maximilian
1
Germani, Alfredo
1
Glau, Kathrin
1
Hafner, Christian M.
1
Hayashi, Masafumi
1
Härdle, Wolfgang
1
Jacquier, Antoine
1
Kenmoe, Romuald N.
1
Lee, Roger
1
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1
Mair, Maximilian
1
Mancino, Maria Elvira
1
Marie, Nicolas
1
Mijatovi´c, Aleksandar
1
Miura, Masakazu
1
Papi, Marco
1
Pellegrini, Gregorio
1
Sanfelici, Simona
1
Shiohama, Takayuki
1
Söhl, Jakob
1
Takahashi, Akihiko
1
Tamaki, Kenichiro
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Wang, Tai-Ho
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Zanger, Daniel Z.
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Asia-Pacific financial markets
Decisions in economics and finance : DEF ; a journal of applied mathematics
Finance and stochastics
Working papers
Journal of econometrics
13
International journal of theoretical and applied finance
11
Quantitative finance
7
Computational economics
6
European journal of operational research : EJOR
6
International journal of financial engineering
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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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
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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
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SFB 649 Discussion Paper
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Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
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ECONIS (ZBW)
15
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1
Nonparametric estimation for i.i.d. paths of a martingale-driven model with application to non-autonomous financial models
Marie, Nicolas
- In:
Finance and stochastics
27
(
2023
)
1
,
pp. 97-126
Persistent link: https://www.econbiz.de/10013489500
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
Chebyshev interpolation for parametric option pricing
Gaß, Maximilian
;
Glau, Kathrin
;
Mahlstedt, Mirco
; …
- In:
Finance and stochastics
22
(
2018
)
3
,
pp. 701-731
Persistent link: https://www.econbiz.de/10011945899
Saved in:
6
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:
7
Asymptotics of implied volatility to arbitrary order
Gao, Kun
;
Lee, Roger
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 349-392
Persistent link: https://www.econbiz.de/10010340727
Saved in:
8
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:
9
Confidence sets in nonparametric calibration of exponential Lévy models
Söhl, Jakob
- In:
Finance and stochastics
18
(
2014
)
3
,
pp. 617-649
Persistent link: https://www.econbiz.de/10010395982
Saved in:
10
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
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