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~person:"Escobar, Marcos"
~person:"Fodor, Andy"
~person:"Verousis, Thanos"
~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Option trading
37
Optionsgeschäft
37
Option pricing theory
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Optionspreistheorie
15
Volatility
14
Volatilität
14
Handelsvolumen der Börse
11
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options
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Escobar, Marcos
Fodor, Andy
Verousis, Thanos
McAleer, Michael
8
Todorov, Viktor
8
Wang, Xingchun
8
Carr, Peter
7
Cui, Zhenyu
7
Fusari, Nicola
7
Kirkby, J. Lars
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Nguyen, Duy
7
Elliott, Robert J.
6
Lee, Hangsuck
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5
Benth, Fred Espen
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Brignone, Riccardo
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Chang, Chia-Lin
5
He, Xin-Jiang
5
Kyriakou, Ioannis
5
Levendorskij, Sergej Z.
5
Shiraya, Kenichiro
5
Zagst, Rudi
5
Alòs, Elisa
4
Farkas, Walter
4
Fusai, Gianluca
4
Li, Chenxu
4
Lieberman, Offer
4
Ma, Yong
4
Phillips, Peter C. B.
4
Sgarra, Carlo
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Siu, Tak Kuen
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Antonelli, Fabio
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Asai, Manabu
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Bojarčenko, Svetlana I.
3
Boyarchenko, Mitya
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Boyarchenko, Svetlana
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Cai, Ning
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Chan, Leunglung
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Chan, Tat Lung
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Drimus, Gabriel
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Figueroa-López, José E.
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Review of derivatives research
2
Applied mathematical finance
1
International journal of theoretical and applied finance
1
Journal / The Capco Institute : journal of financial transformation
1
The journal of computational finance
1
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ECONIS (ZBW)
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1
Pricing multiple barrier derivatives under stochastic volatility
Escobar, Marcos
;
Panz, Sven
;
Zagst, Rudi
- In:
The journal of computational finance
24
(
2020
)
2
,
pp. 77-101
Persistent link: https://www.econbiz.de/10012543622
Saved in:
2
Stochastic covariance and dimension reduction in the pricing of basket options
Escobar, Marcos
;
Krause, Daniel
;
Zagst, Rudi
- In:
Review of derivatives research
19
(
2016
)
3
,
pp. 165-200
Persistent link: https://www.econbiz.de/10011927967
Saved in:
3
Pricing two-asset barrier options under stochastic correlation via perturbation
Escobar, Marcos
;
Götz, Barbara
;
Neykova, Daniela
; …
- In:
International journal of theoretical and applied finance
18
(
2015
)
3
,
pp. 1-44
Persistent link: https://www.econbiz.de/10011403748
Saved in:
4
Closed-form pricing of two-asset barrier options with stochastic covariance
Götz, Barbara
;
Escobar, Marcos
;
Zagst, Rudi
- In:
Applied mathematical finance
21
(
2014
)
3/4
,
pp. 363-397
Persistent link: https://www.econbiz.de/10010499671
Saved in:
5
Efficiently pricing double barrier derivatives in stochastic volatility models
Escobar, Marcos
;
Hieber, Peter
;
Scherer, Matthias
- In:
Review of derivatives research
17
(
2014
)
2
,
pp. 191-216
Persistent link: https://www.econbiz.de/10010529630
Saved in:
6
A general structural approach for credit modeling under stochastic volatility
Escobar, Marcos
;
Friedrich, Tim
;
Seco, Luis
;
Zagst, Rudi
- In:
Journal / The Capco Institute : journal of financial …
32
(
2011
),
pp. 123-132
Persistent link: https://www.econbiz.de/10009629244
Saved in:
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