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~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Decisions in economics and finance : DEF ; a journal of applied mathematics"
~isPartOf:"Working papers"
~subject:"Portfolio selection"
~subject:"Schätztheorie"
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Search: subject_exact:"Optionspreistheorie"
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Portfolio selection
Schätztheorie
Option pricing theory
134
Optionspreistheorie
134
Stochastic process
37
Stochastischer Prozess
37
Volatility
37
Volatilität
37
Option trading
33
Optionsgeschäft
33
Theorie
31
Theory
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Experiment
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Platen, Eckhard
2
Albeverio, Sergio
1
Alòs, Elisa
1
Baldeaux, Jan
1
Cacace, Filippo
1
Ceci, Claudia
1
Cordoni, Francesco
1
Di Persio, Luca
1
Fujii, Masaaki
1
Gerardi, Anna
1
Germani, Alfredo
1
Hayashi, Masafumi
1
Heath, David C.
1
Jacquier, Antoine
1
Ji, Qin
1
Kenmoe, Romuald N.
1
Liang, Jin
1
Ma, Jun Mei
1
Mancino, Maria Elvira
1
Mijatovi´c, Aleksandar
1
Miura, Masakazu
1
Miura, Ryozo
1
Papi, Marco
1
Pellegrini, Gregorio
1
Sanfelici, Simona
1
Shiohama, Takayuki
1
Takahashi, Akihiko
1
Tamaki, Kenichiro
1
Wang, Tai-Ho
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Wang, Tao
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Asia-Pacific financial markets
Decisions in economics and finance : DEF ; a journal of applied mathematics
Working papers
International journal of theoretical and applied finance
44
Insurance / Mathematics & economics
32
Mathematical finance : an international journal of mathematics, statistics and financial theory
28
Finance and stochastics
27
Journal of economic dynamics & control
26
Quantitative finance
25
International journal of financial engineering
20
European journal of operational research : EJOR
19
Applied mathematical finance
16
Journal of banking & finance
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Journal of econometrics
14
The journal of computational finance
14
Journal of mathematical finance
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Journal of risk and financial management : JRFM
12
Mathematics and financial economics
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Research paper series / Swiss Finance Institute
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Risks : open access journal
11
Finance research letters
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Review of derivatives research
10
International review of financial analysis
9
SpringerLink / Bücher
9
The journal of derivatives : JOD
9
Economic modelling
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SFB 649 discussion paper
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The North American journal of economics and finance : a journal of financial economics studies
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Mathematical methods of operations research
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Scandinavian actuarial journal
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Astin bulletin : the journal of the International Actuarial Association
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Computational Management Science : CMS
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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The European journal of finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Annals of finance
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Chapman & Hall/CRC financial mathematics series
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1
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:
2
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:
3
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:
4
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:
5
Credit derivative evaluation and CVA under the benchmark approach
Baldeaux, Jan
;
Platen, Eckhard
- In:
Asia-Pacific financial markets
22
(
2015
)
3
,
pp. 305-331
Persistent link: https://www.econbiz.de/10011524811
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
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:
8
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:
9
Utility indifference valuation for jump risky assets
Ceci, Claudia
;
Gerardi, Anna
- In:
Decisions in economics and finance : DEF ; a journal of …
34
(
2011
)
2
,
pp. 85-120
Persistent link: https://www.econbiz.de/10009375096
Saved in:
10
Valuation of portfolio credit derivatives with default intensities using the Vasicek model
Liang, Jin
;
Ma, Jun Mei
;
Wang, Tao
;
Ji, Qin
- In:
Asia-Pacific financial markets
18
(
2011
)
1
,
pp. 33-54
Persistent link: https://www.econbiz.de/10009237750
Saved in:
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