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~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Decisions in economics and finance : DEF ; a journal of applied mathematics"
~isPartOf:"The journal of computational finance"
~isPartOf:"Working papers"
~subject:"Schätztheorie"
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Search: subject_exact:"Optionspreistheorie"
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Schätztheorie
Option pricing theory
388
Optionspreistheorie
388
Stochastic process
124
Stochastischer Prozess
124
Volatility
102
Volatilität
102
Theorie
98
Theory
98
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91
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91
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55
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stochastic volatility
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Takahashi, Akihiko
2
Albeverio, Sergio
1
Alòs, Elisa
1
Badouraly Kassim, Laetitia
1
Cacace, Filippo
1
Cordoni, Francesco
1
Coskun, Sema
1
Desmettre, Sascha
1
Di Persio, Luca
1
Fujii, Masaaki
1
Germani, Alfredo
1
Guyon, Julien
1
Hayashi, Masafumi
1
Higham, Desmond J.
1
Jacquier, Antoine
1
Kenmoe, Romuald N.
1
Korn, Ralf
1
Koster, Frank
1
Lelong, Jérôme
1
Loumrhari, Imane
1
Mancino, Maria Elvira
1
Mao, Xuerong
1
Mijatovi´c, Aleksandar
1
Miura, Masakazu
1
Papi, Marco
1
Pellegrini, Gregorio
1
Rehmet, Achim
1
Sanfelici, Simona
1
Shiohama, Takayuki
1
Tamaki, Kenichiro
1
Tsuzuki, Yukihiro
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Asia-Pacific financial markets
Decisions in economics and finance : DEF ; a journal of applied mathematics
The journal of computational finance
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
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
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Risks : open access journal
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SFB 649 Discussion Paper
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The journal of futures markets
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Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
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Advances in quantitative analysis of finance and accounting : a research annual
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ECONIS (ZBW)
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1
Application of the Heath-Platen estimator in the Fong-Vasicek short rate model
Coskun, Sema
;
Korn, Ralf
;
Desmettre, Sascha
- In:
The journal of computational finance
23
(
2019
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012064963
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
Monte Carlo payoff smoothing for pricing autocallable instruments
Koster, Frank
;
Rehmet, Achim
- In:
The journal of computational finance
21
(
2017/2018
)
4
,
pp. 59-77
Persistent link: https://www.econbiz.de/10011848407
Saved in:
6
Calibration of local correlation models to basket smiles
Guyon, Julien
- In:
The journal of computational finance
21
(
2017
)
1
,
pp. 1-51
Persistent link: https://www.econbiz.de/10011691606
Saved in:
7
A new improvement scheme for approximation methods of probability density functions
Takahashi, Akihiko
;
Tsuzuki, Yukihiro
- In:
The journal of computational finance
19
(
2016
)
4
,
pp. 73-94
Persistent link: https://www.econbiz.de/10011603189
Saved in:
8
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:
9
Importance sampling for jump processes and applications to finance
Badouraly Kassim, Laetitia
;
Lelong, Jérôme
; …
- In:
The journal of computational finance
19
(
2015/2016
)
2
,
pp. 109-139
Persistent link: https://www.econbiz.de/10011442676
Saved in:
10
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
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