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~person:"Elliott, Robert J."
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Option pricing theory
48
Optionspreistheorie
48
Theorie
30
Theory
30
Markov chain
27
Markov-Kette
27
Stochastic process
26
Stochastischer Prozess
26
CAPM
17
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15
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15
Portfolio selection
10
Portfolio-Management
10
Hedging
9
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9
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9
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8
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7
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Derivat
7
Derivative
7
Financial economics
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Financial market
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Finanzmarkt
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Kapitalmarkttheorie
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Option trading
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Optionsgeschäft
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Risiko
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Financial analysis
6
Finanzanalyse
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Esscher transform
5
Financial investment
5
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5
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4
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57
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48
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48
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70
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Elliott, Robert J.
Verhoef, Erik T.
249
Knieps, Günter
178
Madan, Dilip B.
140
Platen, Eckhard
137
Fabozzi, Frank J.
133
Peitz, Martin
113
Chiarella, Carl
108
Proost, Stef
107
Hens, Thorsten
106
Bergemann, Dirk
102
Härdle, Wolfgang
95
Zhang, Lu
94
Jarrow, Robert A.
90
Zaremba, Adam
90
Carr, Peter
86
Jacobs, Kris
79
Cochrane, John H.
77
Rouwendal, Jan
75
Schjelderup, Guttorm
75
Campbell, John Y.
74
Cui, Zhenyu
74
Hansen, Lars Peter
73
Valletti, Tommaso M.
73
Schoutens, Wim
72
Armstrong, Mark
70
Haucap, Justus
70
Jeon, Doh-Shin
70
Joshi, Mark S.
69
Robotti, Cesare
69
Harvey, Campbell R.
68
Kind, Hans Jarle
68
Rietveld, Piet
68
Takahashi, Akihiko
68
Ferson, Wayne E.
67
Levy, Daniel
66
Spann, Martin
66
Foros, Øystein
65
Stentoft, Lars
65
Prokopczuk, Marcel
64
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Chambre de commerce et d'industrie de Paris
1
Institute of Economic Research, Kyoto University
1
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International journal of theoretical and applied finance
7
Annals of finance
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Applied mathematical finance
4
The journal of futures markets
3
Asia-Pacific financial markets
2
Energy economics
2
Insurance / Mathematics & economics
2
International Series in Operations Research & Management Science
2
International series in operations research & management science
2
Journal of economic dynamics & control
2
Les cahiers de recherche / HEC Paris
2
SpringerLink / Bücher
2
The European journal of finance
2
Advances in finance and stochastics : essays in honour of Dieter Sondermann
1
Annals of Finance
1
Annals of operations research
1
Discussion paper / Institute for Economic Research, Queen's University
1
Energy Economics
1
European journal of operational research : EJOR
1
Finance and Stochastics
1
Finance and stochastics
1
Financial markets and portfolio management
1
Geld, Finanzwirtschaft, Banken und Versicherungen : 1996 ; Beiträge zum 7. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 11.- 13. Dezember 1996
1
International journal of financial engineering
1
International journal of theoretical and applied finance : IJTAF
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of banking & finance
1
KIER Working Papers
1
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
1
Mathematical modeling and numerical methods in finance : special volume
1
New methods in fixed income modeling : fixed income modeling
1
Oberwolfach
1
Quantitative finance
1
Review of accounting studies
1
Review of futures markets
1
Rodney L. White Center for Financial Research
1
Springer finance
1
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ECONIS (ZBW)
70
RePEc
4
Showing
1
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10
of
74
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1
Hedging options in a hidden Markov-switching local-volatility model via stochastic flows and a Monte-Carlo method
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 925-950
Persistent link: https://www.econbiz.de/10014293270
Saved in:
2
Two price economic equilibria and financial market bid/ask prices
Elliott, Robert J.
;
Madan, Dilip B.
;
Siu, Tak Kuen
- In:
Annals of finance
17
(
2021
)
1
,
pp. 27-43
Persistent link: https://www.econbiz.de/10012489935
Saved in:
3
A stochastic control approach to bid-ask price modelling
Dela Vega, Engel John C.
;
Elliott, Robert J.
- In:
International journal of theoretical and applied …
25
(
2022
)
4/5
,
pp. 1-30
Persistent link: https://www.econbiz.de/10013371064
Saved in:
4
Approximate
pricing
of American exchange options with jumps
Lian, Guanghua
;
Elliott, Robert J.
;
Kalev, Petko S.
; …
- In:
The journal of futures markets
42
(
2022
)
6
,
pp. 983-1001
Persistent link: https://www.econbiz.de/10013287907
Saved in:
5
A generalized Esscher transform for option valuation with regime switching risk
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 691-705
Persistent link: https://www.econbiz.de/10013367853
Saved in:
6
Bitcoin option
pricing
with a SETAR-GARCH model
Siu, Tak Kuen
;
Elliott, Robert J.
- In:
The European journal of finance
27
(
2021
)
6
,
pp. 564-595
Persistent link: https://www.econbiz.de/10012484403
Saved in:
7
Deliberate premarket underpricing : new evidence on IPO
pricing
using machine learning
Pirayesh Neghab, Davood
;
Bradrania, Reza
;
Elliott, Robert J.
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 902-927
Persistent link: https://www.econbiz.de/10014475077
Saved in:
8
Option
pricing
using a regime switching stochastic discount factor
Elliott, Robert J.
;
Hamada, Ahmed S.
- In:
International journal of theoretical and applied finance
17
(
2014
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10010364754
Saved in:
9
Binomial models in finance : with 25 tables
Hoek, John van der
;
Elliott, Robert J.
-
2006
Persistent link: https://www.econbiz.de/10002734174
Saved in:
10
American option
pricing
and filtering with a hidden regime-switching jump diffusion
Siu, Tak Kuen
;
Elliott, Robert J.
- In:
The journal of derivatives : JOD
29
(
2022
)
3
,
pp. 106-123
Persistent link: https://www.econbiz.de/10013174827
Saved in:
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