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~language:"eng"
~subject:"Stochastischer Prozess"
~subject:"Theorie"
~type_genre:"Book section"
~type_genre:"Reprint"
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Stochastischer Prozess
Theorie
Volatility
1,124
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294
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198
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198
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185
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Chiarella, Carl
5
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Kurz, Mordecai
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3
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3
Barnett, William A.
3
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3
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3
Islam, Roumeen
3
Lee, Cheng F.
3
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3
Renault, Eric
3
Stiglitz, Joseph E.
3
Takayasu, Hideki
3
Xu, Haiyang
3
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2
Bacchetta, Philippe
2
Bellalah, Mondher
2
Benth, Fred Espen
2
Bibby, Bo Martin
2
Bollerslev, Tim
2
Brabazon, Anthony
2
Chauveau, Thierry
2
Christodoulakis, George A.
2
Christoffersen, Peter F.
2
Daníelsson, Jón
2
Davis, Richard A.
2
De Grauwe, Paul
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2
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2
Geman, Hélyette
2
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2
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2
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Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
12
Handbook of financial time series
10
Applied quantitative finance
7
Forecasting volatility in the financial markets
7
Long memory in economics : with 50 tables
6
Tools and techniques
5
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
4
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
3
Advances in risk management
3
Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006]
3
Econometric analysis of financial and economic time series ; part a
3
Financial modelling : with 74 tables : [a selection of the papers presented at the 24th Meeting of the Euro Working Group on Financial Modelling held in Valencia, Spain, on April 8 - 10, 1999]
3
Quantitative fund management
3
Risk management and value : valuation and asset price
3
Statistical methods in finance
3
The complex dynamics of economic interaction : essays in economics and econophysics
3
Advanced mathematical methods for finance
2
Advances in macroeconomic theory
2
Application of operations research to financial markets
2
Artificial economics : the generative method in economics ; [Artificial Economics Conference 2009]
2
Capital flows and the emerging economies : theory, evidence, and controversies ; [a National Bureau of Economic Research conference report]
2
Contemporary issues in macroeconomics : lessons from the crisis and beyond
2
Contemporary quantitative finance : essays in honour of Eckhard Platen
2
Current topics in quantitative finance : with 23 tables
2
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
2
Empirical essays on financial markets, firms, and derivates
2
Essays on quantitative finance in the context of statistical arbitrage
2
Essays on the political economy of Central Bank policy
2
Evolutionary computation in economics and finance : with 66 tables
2
Exchange rate economics : where do we stand?
2
Financial econometrics modeling : derivatives pricing, hedge funds and term structure models
2
Financial engineering
2
Financial engineering, E-commerce and supply chain
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Financial modeling and risk management of energy and environmental instruments and derivates
2
Frontiers in quantitative finance : volatility and credit risk modeling
2
Global financial crisis and it's ramifications on capital markets : opportunities and threats on volatile economic conditions
2
Handbook of heavy tailed distributions in finance
2
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 2
2
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 3
2
Heterogenous agents, interactions and economic performance
2
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ECONIS (ZBW)
337
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Buy rough, sell smooth
Glasserman, Paul
;
He, Pu
- In:
Options - 45 years since the publication of the …
,
(pp. 89-125)
.
2023
Persistent link: https://www.econbiz.de/10014366595
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2
Alternative methods to derive option pricing models : review and comparison
Lee, Cheng F.
;
Chen, Yibing
;
Lee, John
-
2024
Persistent link: https://www.econbiz.de/10015045614
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3
Time-changed GARCH versus GARJI model for extreme events : an empirical study
Kao, Lie Jane
;
Wu, Po-Cheng
;
Lee, Cheng F.
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2024
Persistent link: https://www.econbiz.de/10015046799
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Corporate financial hedging and the cost of equity capital
Ahmed, Hany
;
Guney, Yilmaz
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2024
Persistent link: https://www.econbiz.de/10015046800
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5
Return volatility, skewness, and momentum effects
Huang, Alex
;
Hu, Ming-Che
-
2024
Persistent link: https://www.econbiz.de/10015047461
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6
Comparisons between the Markowitz model and the Black-Litterman model
Teng, Huei-Wen
-
2024
Persistent link: https://www.econbiz.de/10015047743
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7
Empirical performance of the constant elasticity variance option pricing model
Chen, Ren-Raw
;
Lee, Cheng F.
;
Lee, Han-Hsing
-
2024
Persistent link: https://www.econbiz.de/10015049981
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8
Volatility is rough
Gatheral, Jim
;
Jaisson, Thibault
;
Rosenbaum, Mathieu
- In:
Options - 45 years since the publication of the …
,
(pp. 127-172)
.
2023
Persistent link: https://www.econbiz.de/10014366596
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9
The smile of stochastic volatility models
Guyon, Julien
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Options - 45 years since the publication of the …
,
(pp. 213-233)
.
2023
Persistent link: https://www.econbiz.de/10014366652
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10
A general theory of option pricing
Geršôn, Dāwid
- In:
Options - 45 years since the publication of the …
,
(pp. 293-330)
.
2023
Persistent link: https://www.econbiz.de/10014366656
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