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~person:"Belke, Ansgar"
~person:"Tankov, Peter"
~subject:"Optionsgeschäft"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Book section"
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Optionsgeschäft
Volatilität
Option pricing theory
15
Optionspreistheorie
15
Stochastic process
9
Stochastischer Prozess
9
Hedging
7
Volatility
5
Martingal
4
Martingale
4
Portfolio selection
4
Portfolio-Management
4
CAPM
3
Derivat
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Derivative
3
Estimation
3
Exchange rate risk
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Schätzung
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quadratic hedging
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1981-2007
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Belke, Ansgar
Tankov, Peter
Wang, Xingchun
29
Cui, Zhenyu
28
Carr, Peter
27
Zhang, Jin E.
21
Fabozzi, Frank J.
20
Kwok, Yue-Kuen
19
Escobar, Marcos
18
Benth, Fred Espen
17
Madan, Dilip B.
17
Takahashi, Akihiko
17
Schoutens, Wim
16
Elliott, Robert J.
15
Siu, Tak Kuen
15
Todorov, Viktor
15
Christoffersen, Peter F.
14
Fusai, Gianluca
14
He, Xin-Jiang
14
Jacobs, Kris
14
Lee, Hangsuck
14
Lin, Shih-kuei
14
Stentoft, Lars
14
Zanette, Antonino
14
Wong, Hoi Ying
13
Wu, Liuren
13
Kim, Sol
12
Skiadopoulos, George
12
Alòs, Elisa
11
Bollerslev, Tim
11
Jacquier, Antoine
11
Kirkby, J. Lars
11
Lorig, Matthew
11
Zhu, Song-Ping
11
Cai, Ning
10
Chiarella, Carl
10
Gatheral, Jim
10
Hobson, David G.
10
Joshi, Mark S.
10
Kim, Jeong-Hoon
10
Kim, Young Shin
10
Lin, Yueh-neng
10
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Ekonomia : the journal of the Cyprus Economic Society
1
Entscheidungsorientierte Volkswirtschaftslehre : Festschrift für Gustav Dieckheuer
1
Frontiers in quantitative finance : volatility and credit risk modeling
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Numerical methods in finance : Bordeaux, June 2010
1
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
1
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ECONIS (ZBW)
6
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1
Implied volatility asymptotics : Black-Scholes and beyond
Tankov, Peter
- In:
Options - 45 years since the publication of the …
,
(pp. 195-212)
.
2023
Persistent link: https://www.econbiz.de/10014366651
Saved in:
2
A new look at short-term implied volatility in asset price models with jumps
Mijatovi´c, Aleksandar
;
Tankov, Peter
- In:
Mathematical finance : an international journal of …
26
(
2016
)
1
,
pp. 149-183
Persistent link: https://www.econbiz.de/10011550267
Saved in:
3
Swing options valuation : a BSDE with constrained jumps approach
Bernhart, Marie
;
Pham, Huyen
;
Tankov, Peter
;
Warin, Xavier
- In:
Numerical methods in finance : Bordeaux, June 2010
,
(pp. 379-400)
.
2012
Persistent link: https://www.econbiz.de/10009577188
Saved in:
4
Pricing
, hedging, and calibration in jump-diffusion models
Tankov, Peter
;
Voltchkova, Ekaterina
- In:
Frontiers in quantitative finance : volatility and …
,
(pp. 129-160)
.
2009
Persistent link: https://www.econbiz.de/10003787598
Saved in:
5
Impact of exchange rate volatility on labour markets : a case of Transatlantic monetary policy coordination?
Belke, Ansgar
;
Kösters, Wim
;
Leschke, Martin
;
Polleit, …
- In:
Entscheidungsorientierte Volkswirtschaftslehre : …
,
(pp. 189-214)
.
2005
Persistent link: https://www.econbiz.de/10003345134
Saved in:
6
Exchange rate uncertainty and the German labour market: a cointegration application of the ARDL approach
Belke, Ansgar
- In:
Ekonomia : the journal of the Cyprus Economic Society
5
(
2001
)
1
,
pp. 8-46
Persistent link: https://www.econbiz.de/10001764402
Saved in:
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