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~subject:"Option pricing theory"
~subject:"Statistical test"
~subject:"Stochastic process"
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Option pricing theory
Statistical test
Stochastic process
Stochastischer Prozess
669
Theorie
430
Theory
430
Mathematical programming
108
Mathematische Optimierung
108
Optionspreistheorie
92
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91
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91
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60
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60
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48
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48
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39
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31
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31
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31
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28
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26
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26
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25
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25
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23
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23
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23
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23
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22
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22
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20
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20
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19
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19
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18
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18
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2,811
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669
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444
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337
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90
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81
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81
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63
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47
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26
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Chiarella, Carl
6
Römisch, Werner
6
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5
Benth, Fred Espen
4
Consigli, Giorgio
4
David, Paul A.
4
Heitsch, Holger
4
Kang, Boda
4
Metz, Rainer
4
Moriggia, Vittorio
4
Račev, Svetlozar T.
4
Runggaldier, Wolfgang J.
4
Sørensen, Michael
4
Baier, Daniel
3
Barndorff-Nielsen, Ole E.
3
Barnett, William A.
3
Eberlein, Ernst
3
Elliott, Robert J.
3
Infanger, Gerd
3
Kuhn, Daniel
3
MacLean, Leonard C.
3
Maggioni, Francesca
3
Mordecki, Ernesto
3
Morton, David P.
3
Pattanaik, Prasanta K.
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Pichler, Alois
3
Samuelson, Paul Anthony
3
Schwartz, Eduardo S.
3
Songsak Sriboonchitta
3
Tankov, Peter
3
Valkeila, Esko
3
Vitali, Sebastiano
3
Xu, Haiyang
3
Xu, Susan H.
3
Albornoz, Víctor M.
2
Azaron, Amir
2
Barth, Jörn
2
Bibby, Bo Martin
2
Brown, Scott
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Advanced mathematical methods for finance
13
Handbook of financial time series
13
Contemporary quantitative finance : essays in honour of Eckhard Platen
10
Stochastic programming : the state of the art ; in honor of Georg B. Dantzig
10
Stochastic optimization: theory and applications
9
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
7
Dynamic stochastic optimization : [this volume includes a selection of papers presented at the IFIP/IIASA/GAMM-Workshop on "Dynamic Stochastic Optimization" held at the International Institute for Systems Analysis (IIASA), Laxenburg, Austria, March 11 - 14, 2002]/ Kurt Marti ... (eds.)
7
Mathematical control theory and finance
7
Mathematical modeling and numerical methods in finance : special volume
7
Computational methods in decision-making, economics and finance
6
Handbook of heavy tailed distributions in finance
6
Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
6
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
6
Optimization under uncertainty ; Vol. 1
6
Reliability and quality management in stochastic systems
6
Coping with uncertainty : modeling and policy issues
5
Financial engineering
5
Operations research proceedings 2007 : selected papers of the Annual International Conference of the German Operations Research Society (GOR) ; Saarbrücken, September 5 - 7, 2007
5
Optimization in the energy industry : [symposium with the title "Stochastic Optimization in the Energy Industry"]
5
Simulation
5
Financial modelling : proceedings of the 23rd Meeting of the EURO Working Group
4
From stochastic calculus to mathematical finance : the Shiryaev Festschrift ; [Second Bachelier Colloquium on Stochastic Calculus and Probability, Metabief, France, January 9 - 15, 2005]
4
Innovative Modellierung und Optimierung von Energiesystemen
4
Numerical methods in finance
4
Operations research proceedings 2002 : selected papers of the International Conference on Operations Research (SOR 2002) ; Klagenfurt, September 2 - 5, 2002 ; with 51 tables
4
Operations research proceedings 2010 : selected papers of the annual International Conference of the German Operations Research Society (GOR) at Universität der Bundeswehr München, September 1 - 3, 2010
4
Optimal financial decision making under uncertainty
4
Optimality and risk - modern trends in mathematical finance : the Kabanov Festschrift
4
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
4
Options : classic approaches to pricing and modelling
4
Selected papers of the Symposium on Operations Research (SOR'97) : Jena, September 3 - 5, 1997
4
The Oxford handbook of computational economics and finance
4
Trends in mathematical economics : dialogues between Southern Europe and Latin America
4
Advanced Mathematical Methods for Economic Efficiency Analysis : Theory and Empirical Applications
3
Advances of OR in commodities and financial modeling
3
Annals of operations research ; volume 254, numbers 1/2 (July 2017)
3
Annals of operations research ; volume 302, number 1 (July 2021)
3
Application of operations research (OR) in disaster relief operations (DRO), part I and part II
3
Application of operations research to financial markets
3
Benders decomposition and its application in engineering
3
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ECONIS (ZBW)
669
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1
An invitation to stochastic differential equations in healthcare
Breda, Dimitri
;
Canci, Jung Kyu
;
D'Ambrosio, Raffaele
- In:
Quantitative Models in Life Science Business : From …
,
(pp. 97-110)
.
2023
Persistent link: https://www.econbiz.de/10014226389
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2
Risk determination for digital currency portfolio optimization based on Gaussian mixture clustering and Barra multi-factor stock selection model
Ma, Zhipeng
;
Liu, Jian
;
Xiong, Xiaoxiong
;
Fang, Mingxin
- In:
Internet finance and digital economy : advances in …
,
(pp. 289-316)
.
2024
Persistent link: https://www.econbiz.de/10014534114
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3
Fixed point theory and insurance loss modeling : an unlikely pairing
Sakib, S. M. Nazmuz
- In:
Advancement in business analytics tools for higher …
,
(pp. 129-153)
.
2023
Persistent link: https://www.econbiz.de/10014364757
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4
Buy rough, sell smooth
Glasserman, Paul
;
He, Pu
- In:
Options - 45 years since the publication of the …
,
(pp. 89-125)
.
2023
Persistent link: https://www.econbiz.de/10014366595
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5
Volatility is rough
Gatheral, Jim
;
Jaisson, Thibault
;
Rosenbaum, Mathieu
- In:
Options - 45 years since the publication of the …
,
(pp. 127-172)
.
2023
Persistent link: https://www.econbiz.de/10014366596
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6
The smile of stochastic volatility models
Guyon, Julien
- In:
Options - 45 years since the publication of the …
,
(pp. 213-233)
.
2023
Persistent link: https://www.econbiz.de/10014366652
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7
A general theory of option pricing
Geršôn, Dāwid
- In:
Options - 45 years since the publication of the …
,
(pp. 293-330)
.
2023
Persistent link: https://www.econbiz.de/10014366656
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8
Asymptotic properties of the least squares estimator in local to unity processes with fractional Gaussian noise
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 73-95)
.
2023
Persistent link: https://www.econbiz.de/10014313249
Saved in:
9
A sequential test for a unit root in monitoring a p-th order autoregressive process
Hitomi, Kohtaro
;
Nagai, Keiji
;
Nishiyama, Yoshihiko
; …
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 115-153)
.
2023
Persistent link: https://www.econbiz.de/10014313472
Saved in:
10
Stochastic DEA
Jradi, Samah
;
Ruggiero, John
- In:
Advanced Mathematical Methods for Economic Efficiency …
,
(pp. 131-142)
.
2023
Persistent link: https://www.econbiz.de/10014316959
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