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~subject:"Börsenkurs"
~subject:"Financial market"
~subject:"Option pricing theory"
~type:"book"
~type_genre:"Accompanied by computer file"
~type_genre:"Forschungsbericht"
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Search: subject_exact:"Volatility"
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Börsenkurs
Financial market
Option pricing theory
Volatilität
34
Volatility
33
Theorie
21
Theory
21
Optionspreistheorie
13
Stochastic process
9
Stochastischer Prozess
9
Black-Scholes model
6
Black-Scholes-Modell
6
Estimation
5
Markov-Kette
5
Schätzung
5
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5
USA
5
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5
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4
CAPM
4
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4
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4
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4
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3
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3
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2
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3
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1
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Book / Working Paper
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Accompanied by computer file
Forschungsbericht
Graue Literatur
2,093
Non-commercial literature
2,093
Working Paper
1,987
Arbeitspapier
1,971
Hochschulschrift
313
Thesis
244
Collection of articles written by one author
73
Sammlung
73
Collection of articles of several authors
56
Sammelwerk
56
Aufsatzsammlung
28
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28
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28
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22
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19
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12
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12
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11
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9
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9
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8
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8
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5
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5
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3
Festschrift
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Frey, Rüdiger
3
Szimayer, Alexander
3
Dimitroff, Georgi
2
Leisen, Dietmar
2
Matsui, Hiroyuki
2
Nakajima, Yoshihiro
2
Shiozawa, Yoshinori
2
Taniguchi, Kazuhisa
2
Dimitroff, Geogri
1
Elagin, Mstislav
1
Forbes, Catherine Scipione
1
Hashimoto, Fumihiko
1
Hashimoto, Humihiko
1
Heid, Frank
1
Hsu, Chiente
1
Kock, Johan de
1
Koyama, Yusuke
1
Koyama, Yūsuke
1
Külpmann, Mathias
1
Laurent, Jean-Paul
1
Lorenz, Stefan
1
Martin, Gael M.
1
Ruckdeschel, Peter
1
Sayer, Tilman
1
Schoffer, Olaf
1
Sibbertsen, Philipp
1
Sinclair, Euan
1
Sinclair, Euan Fraser Fitzpatrick
1
Spokojnyj, Vladimir G.
1
Wagner, Andreas
1
Wright, Jill
1
Zhu, Jianwei
1
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1
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Discussion paper / B
6
Berichte des Fraunhofer ITWM
4
Lecture notes in economics and mathematical systems : LNEMS
3
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
2
Agent based social systems : ABSS
1
Discussion paper / A
1
Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik
1
Springer Series on Agent Based Social Systems
1
SpringerLink / Bücher
1
Wiley trading
1
Working paper / Department of Econometrics and Business Statistics, Monash University
1
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ECONIS (ZBW)
21
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date (oldest first)
1
Pricing American options in the Heston model : a close look on incorporating correlation
Ruckdeschel, Peter
;
Sayer, Tilman
;
Szimayer, Alexander
-
2011
Persistent link: https://www.econbiz.de/10009688311
Saved in:
2
Calibrating and completing the volatility cube in the SABR model
Dimitroff, Georgi
;
Kock, Johan de
-
2011
Persistent link: https://www.econbiz.de/10009688312
Saved in:
3
Bayesian estimation of a stochastic volatility model using option and spot prices : application of a Bivariate Kalman Filter
Forbes, Catherine Scipione
;
Martin, Gael M.
;
Wright, Jill
-
2003
Persistent link: https://www.econbiz.de/10001854495
Saved in:
4
Long-memory in volatilities of German stock returns
Sibbertsen, Philipp
-
2001
Persistent link: https://www.econbiz.de/10001675715
Saved in:
5
Quanto option pricing in the parsimonious Heston model
Dimitroff, Georgi
;
Szimayer, Alexander
;
Wagner, Andreas
-
2009
Persistent link: https://www.econbiz.de/10009688320
Saved in:
6
A parsimonious multi-asset Heston model : calibration and derivative pricing
Szimayer, Alexander
;
Dimitroff, Geogri
;
Lorenz, Stefan
-
2009
Persistent link: https://www.econbiz.de/10009688323
Saved in:
7
Ist die Hebelwirkung der Grund für Asymmetrie in ARCH- und GARCH-Modellen?
Schoffer, Olaf
-
2000
Persistent link: https://www.econbiz.de/10001575009
Saved in:
8
Locally time homogeneous time series modelling
Elagin, Mstislav
;
Spokojnyj, Vladimir G.
-
2008
Persistent link: https://www.econbiz.de/10003805435
Saved in:
9
Artificial market experiments with the U-Mart system
Shiozawa, Yoshinori
(
ed.
);
Nakajima, Yoshihiro
(
ed.
); …
-
2008
-
1. Ed.
Persistent link: https://www.econbiz.de/10003557323
Saved in:
10
Volatility trading
Sinclair, Euan Fraser Fitzpatrick
-
2008
Persistent link: https://www.econbiz.de/10003676946
Saved in:
1
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