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~isPartOf:"Economic modelling"
~subject:"Estimation"
~subject:"Option pricing"
~subject:"Stochastischer Prozess"
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Estimation
Option pricing
Stochastischer Prozess
Option pricing theory
15
Option trading
15
Optionsgeschäft
15
Optionspreistheorie
15
Derivat
5
Derivative
5
Stochastic process
4
Portfolio selection
3
Portfolio-Management
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Volatility
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Volatilität
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Bank interest margin
2
Black-Scholes model
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Black-Scholes-Modell
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China
2
Credit risk
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Experiment
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Fast Fourier transform
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Insolvency
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Options
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50 ETF
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ARCH model
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ARCH-Modell
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Altersgrenze
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Altersvorsorge
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Bank
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Bank equity valuation
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5
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Chen, Rongda
1
Chen, Shu-chuan
1
Kim, Bara
1
Kim, Hwa-sung
1
Kim, Jerim
1
Lin, Chung-gee
1
Liu, Yi-fang
1
Xiao, Wei-Lin
1
Xu, Hai-chuan
1
Yang, Wei-ning
1
Yu, Lean
1
Zhang, Li-Hua
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Zhang, Wei
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Zhang, Wei-guo
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Economic modelling
International journal of theoretical and applied finance
29
Quantitative finance
28
The journal of futures markets
28
Journal of banking & finance
19
The journal of computational finance
18
Applied mathematical finance
15
Review of derivatives research
15
Finance research letters
13
International journal of financial engineering
13
Journal of economic dynamics & control
13
The North American journal of economics and finance : a journal of financial economics studies
13
Computational economics
12
European journal of operational research : EJOR
11
Finance and stochastics
11
Journal of financial economics
11
Journal of mathematical finance
11
International review of economics & finance : IREF
10
The journal of derivatives : the official publication of the International Association of Financial Engineers
10
Annals of finance
9
Journal of econometrics
9
Applied economics
7
Asia-Pacific financial markets
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
The European journal of finance
7
Insurance / Mathematics & economics
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Operations research
6
Operations research letters
6
Research paper series / Swiss Finance Institute
6
Risks : open access journal
6
International review of financial analysis
5
Journal of financial markets
5
Review of quantitative finance and accounting
5
Applied economics letters
4
Applied financial economics
4
Decisions in economics and finance : DEF ; a journal of applied mathematics
4
Journal of international financial markets, institutions & money
4
Journal of risk and financial management : JRFM
4
SFB 649 Discussion Paper
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ECONIS (ZBW)
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1
Collective behavior and options volatility smile : an agent-based explanation
Liu, Yi-fang
;
Zhang, Wei
;
Xu, Hai-chuan
- In:
Economic modelling
39
(
2014
),
pp. 232-239
Persistent link: https://www.econbiz.de/10010421855
Saved in:
2
Pricing perpetual American CatEPut options when stock prices are correlated with catastrophe losses
Kim, Hwa-sung
;
Kim, Bara
;
Kim, Jerim
- In:
Economic modelling
41
(
2014
),
pp. 15-22
Persistent link: https://www.econbiz.de/10010438507
Saved in:
3
Analyses of retirement benefits with options
Lin, Chung-gee
;
Yang, Wei-ning
;
Chen, Shu-chuan
- In:
Economic modelling
36
(
2014
),
pp. 130-135
Persistent link: https://www.econbiz.de/10010412430
Saved in:
4
A novel nonlinear value-at-risk method for modeling risk of option portfolio with multivariate mixture of normal distributions
Chen, Rongda
;
Yu, Lean
- In:
Economic modelling
35
(
2013
),
pp. 796-804
Persistent link: https://www.econbiz.de/10010336666
Saved in:
5
The double exponential jump diffusion model for pricing European options under fuzzy environments
Zhang, Li-Hua
;
Zhang, Wei-guo
;
Xiao, Wei-Lin
- In:
Economic modelling
29
(
2012
)
3
,
pp. 780-786
Persistent link: https://www.econbiz.de/10009545516
Saved in:
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