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~person:"Bayer, Christian"
~subject:"Behavioural finance"
~subject:"Black-Scholes model"
~subject:"Index futures"
~subject:"Option trading"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Book section"
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Behavioural finance
Black-Scholes model
Index futures
Option trading
Volatility
Option pricing theory
5
Optionsgeschäft
5
Optionspreistheorie
5
Experiment
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Search theory
2
Suchtheorie
2
Affine jump models
1
Basket option
1
Basket options
1
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Black-Scholes
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Black-Scholes-Modell
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Characteristic function approximations
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Dynamic programming
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Dynamische Optimierung
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Error bounds
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Fourier option pricing
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Hamilton-Jabcobi-Bellman
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Linear regression
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Markov chain
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Markov-Kette
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Markovian projection
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Monte Carlo
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Optimal stopping
1
Option pricing
1
Project management
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Projektmanagement
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Stochastic process
1
Stochastischer Prozess
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Volatilität
1
adaptive sparse grid quadrature
1
basket and rainbow options
1
damping parameters
1
multivariate Lévy models
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Bayer, Christian
Ryu, Doojin
24
Wang, Xingchun
22
Zhang, Jin E.
18
Carr, Peter
16
Lee, Hangsuck
15
Kang, Jangkoo
12
Kwok, Yue-Kuen
12
Cui, Zhenyu
11
Fusai, Gianluca
11
Zanette, Antonino
11
Lung, Peter P.
10
Madan, Dilip B.
10
Wu, Liuren
10
Chang, Chuang-chang
9
Doran, James S.
9
Escobar, Marcos
9
Fodor, Andy
9
Schoutens, Wim
9
Benth, Fred Espen
8
Cai, Ning
8
Fabozzi, Frank J.
8
He, Xin-Jiang
8
Joshi, Mark S.
8
Kirkby, J. Lars
8
Orosi, Greg
8
Poteshman, Allen M.
8
Ruan, Xinfeng
8
Siu, Tak Kuen
8
Stentoft, Lars
8
Truong, Cameron
8
Yang, Heejin
8
Alexander, Carol
7
Dai, Min
7
Ederington, Louis H.
7
Elliott, Robert J.
7
Hobson, David G.
7
Jackwerth, Jens Carsten
7
Kim, Sol
7
Kit, Pong Wong
7
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Quantitative finance
3
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
The journal of computational finance : JFC
1
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ECONIS (ZBW)
5
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1
Optimal damping with a hierarchical adaptive quadrature for efficient Fourier pricing of multi-asset options in Lévy models
Bayer, Christian
;
Ben Hammouda, Chiheb
;
Papapantoleon, …
- In:
The journal of computational finance : JFC
27
(
2023
)
3
,
pp. 43-86
Persistent link: https://www.econbiz.de/10014487037
Saved in:
2
Dynamic programming for optimal stopping via pseudo-regression
Bayer, Christian
;
Redmann, Martin
;
Schoenmakers, John
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 29-44
Persistent link: https://www.econbiz.de/10012424631
Saved in:
3
Pricing American options by exercise rate optimization
Bayer, Christian
;
Tempone, Raúl
;
Wolfers, Sören
- In:
Quantitative finance
20
(
2020
)
11
,
pp. 1749-1760
Persistent link: https://www.econbiz.de/10012295635
Saved in:
4
Implied stopping rules for American basket options from Markovian projection
Bayer, Christian
;
Häppölä, Juho
;
Tempone, Raúl
- In:
Quantitative finance
19
(
2019
)
3
,
pp. 371-390
Persistent link: https://www.econbiz.de/10012194659
Saved in:
5
Option pricing in affine generalized Merton models
Bayer, Christian
;
Schoenmakers, John
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 219-239)
.
2016
Persistent link: https://www.econbiz.de/10011800363
Saved in:
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