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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:"Schätztheorie"
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Search: subject_exact:"Optionspreistheorie"
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Schätztheorie
Option pricing theory
134
Optionspreistheorie
134
Stochastic process
37
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37
Volatility
37
Volatilität
37
Option trading
33
Optionsgeschäft
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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
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
Shiohama, Takayuki
1
Takahashi, Akihiko
1
Tamaki, Kenichiro
1
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Asia-Pacific financial markets
Decisions in economics and finance : DEF ; a journal of applied mathematics
Working papers
Journal of econometrics
13
International journal of theoretical and applied finance
11
Finance and stochastics
7
Quantitative finance
7
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
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The journal of computational finance
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Computational economics
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Journal of banking & finance
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SFB 649 discussion paper
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Discussion papers of interdisciplinary research project 373
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Finance research letters
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Journal of economic dynamics & control
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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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Economic modelling
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Economics letters
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Journal of empirical finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Review of derivatives research
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Advances in quantitative analysis of finance and accounting : a research annual
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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
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:
6
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:
7
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:
8
Coefficients of asymptotic expansions of SDE with jumps
Hayashi, Masafumi
- In:
Asia-Pacific financial markets
17
(
2010
)
4
,
pp. 373-389
Persistent link: https://www.econbiz.de/10009237753
Saved in:
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