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~isPartOf:"Computational Management Science : CMS"
~isPartOf:"Econometric theory"
~isPartOf:"Journal of the American Statistical Association : JASA"
~isPartOf:"Mathematics and financial economics"
~subject:"Option pricing theory"
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Search: subject_exact:"Wahrscheinlichkeitsverteilung"
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Option pricing theory
Statistical distribution
100
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100
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44
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44
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Computational Management Science : CMS
Econometric theory
Journal of the American Statistical Association : JASA
Mathematics and financial economics
International journal of theoretical and applied finance
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ECONIS (ZBW)
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1
Estimates of derivatives of (log) densities and related objects
Pinkse, Joris
;
Schurter, Karl
- In:
Econometric theory
39
(
2023
)
2
,
pp. 321-356
Persistent link: https://www.econbiz.de/10014306313
Saved in:
2
Multivariate tempered stable additive subordination for financial models
Semeraro, Patrizia
- In:
Mathematics and financial economics
16
(
2022
)
4
,
pp. 685-712
Persistent link: https://www.econbiz.de/10013438877
Saved in:
3
On the probability of default in a market with price clustering and jump risk
Song, Shiyu
;
Wang, Yongjin
;
Xu, Guangli
- In:
Mathematics and financial economics
14
(
2020
)
2
,
pp. 225-247
Persistent link: https://www.econbiz.de/10012240142
Saved in:
4
Implied volantility and state price density estimation : arbitrage analysis
Kopa, Miloš
;
Vitali, Sebastiano
;
Tichý, Tomáš
; …
- In:
Computational Management Science : CMS
14
(
2017
)
4
,
pp. 559-583
Persistent link: https://www.econbiz.de/10011758973
Saved in:
5
A simple trinomial lattice approach for the skew-extended CIR models
Zhuo, Xiaoyang
;
Xu, Guangli
;
Zhang, Haoyan
- In:
Mathematics and financial economics
11
(
2017
)
4
,
pp. 499-526
Persistent link: https://www.econbiz.de/10011900587
Saved in:
6
On volatility smile and an investment strategy with out-of-the-money calls
Talponen, Jarno
- In:
Mathematics and financial economics
10
(
2016
)
2
,
pp. 113-125
Persistent link: https://www.econbiz.de/10011485897
Saved in:
7
A moment matching approach to log-normal portfolio optimization
Çetinkaya, Elçin
;
Thiele, Aurélie
- In:
Computational Management Science : CMS
13
(
2016
)
4
,
pp. 501-520
Persistent link: https://www.econbiz.de/10011669589
Saved in:
8
Nonparametric transition-based tests for jump diffusions
Aït-Sahalia, Yacine
;
Fan, Jianqing
;
Peng, Heng
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
487
,
pp. 1102-1116
Persistent link: https://www.econbiz.de/10003902802
Saved in:
9
Density functionals, with an option-pricing application
Abadir, Karim Maher
;
Rockinger, Michael
- In:
Econometric theory
19
(
2003
)
5
,
pp. 778-811
Persistent link: https://www.econbiz.de/10001802812
Saved in:
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