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~subject:"Option pricing theory"
~subject:"Stochastic process"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Analysis of variance"
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Option pricing theory
Stochastic process
Analysis of variance
724
Varianzanalyse
715
Theorie
243
Theory
243
Volatility
165
Volatilität
165
Portfolio selection
147
Portfolio-Management
147
Estimation theory
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142
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108
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108
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106
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94
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86
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77
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77
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65
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65
analysis of variance
58
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41
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41
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38
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38
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38
Optionspreistheorie
37
CAPM
36
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34
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34
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34
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34
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34
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58
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Aufsatz in Zeitschrift
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58
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23
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58
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Anuradha, N.
2
Dar, Amir Ahmad
2
Drimus, Gabriel
2
Hoogland, J. K.
2
Kim, Jeong-Hoon
2
Kwok, Yue-Kuen
2
Lo, C. F.
2
Neumann, C. D. D.
2
Shen, Yang
2
Wong, Hoi Ying
2
Zheng, Wendong
2
Aistleitner, Christoph
1
Amara, Jomana
1
Amaya, Diego
1
Angelini, Flavio
1
Bayraksan, Güzin
1
Bondarenko, Oleg
1
Branger, Nicole
1
Bégin, Jean-François
1
Cao, Jiling
1
Chakrabarti, Prasenjit
1
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1
Chen, Ren-Raw
1
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1
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1
Christensen, Kim
1
Christoffersen, Peter F.
1
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1
Cuthbert, James R.
1
Erlenmaier, Ulrich
1
Farkas, Walter
1
Fonseca, José da
1
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1
Gallant, A. Ronald
1
Gauthier, Geneviève
1
Gersbach, Hans
1
Gourier, Elise
1
Grasselli, Martino
1
Han, Bingyan
1
Hartkopf, Jan Patrick
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International journal of theoretical and applied finance
6
Journal of econometrics
4
Applied mathematical finance
3
Finance research letters
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
The journal of computational finance
3
European journal of operational research : EJOR
2
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2
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2
Operations research letters
2
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2
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1
Applied economics letters
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Economic modelling
1
Insurance / Mathematics & economics
1
International journal of enterprise network management
1
International journal of financial engineering
1
International journal of intelligent enterprise
1
International journal of production research
1
International journal of services, economics and management
1
Journal of financial econometrics
1
Journal of financial markets
1
Journal of international financial markets, institutions & money
1
Journal of mathematical finance
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematics and financial economics
1
Multinational finance journal
1
Quantitative finance
1
Review of Pacific Basin financial markets and policies
1
Review of derivatives research
1
Review of finance : journal of the European Finance Association
1
The European journal of finance
1
The econometrics journal
1
The review of economics and statistics
1
The review of financial studies
1
The review of income and wealth : journal of the International Association for Research in Income and Wealth
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ECONIS (ZBW)
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11
Multi-objective optimisation of Mahua oil transesterification using response surface methodology and grey relational analysis
Rajan, R. R. Neela
;
Rajesh, R.
- In:
International journal of enterprise network management
8
(
2017
)
4
,
pp. 340-360
Persistent link: https://www.econbiz.de/10011853417
Saved in:
12
A simple closed-form approximation for constant elasticity of variance spread options
Lo, C. F.
;
Zheng, X. F.
- In:
International journal of financial engineering
7
(
2020
)
4
,
pp. 1-13
Persistent link: https://www.econbiz.de/10012603776
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13
Rough stochastic elasticity of variance and option pricing
Cao, Jiling
;
Kim, Jeong-Hoon
;
Kim, See-Woo
;
Zhang, WenJun
- In:
Finance research letters
37
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012485014
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14
Robust time-consistent mean-variance portfolio selection problem with multivariate stochastic volatility
Yan, Tingjin
;
Han, Bingyan
;
Pun, Chi Seng
;
Wong, Hoi Ying
- In:
Mathematics and financial economics
14
(
2020
)
4
,
pp. 699-724
Persistent link: https://www.econbiz.de/10012321867
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15
Use of Taguchi method for optimisation of process parameters of option pricing model
Dar, Amir Ahmad
;
Anuradha, N.
- In:
International journal of services, economics and management
11
(
2020
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10012256810
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16
Singular diffusions, constant elasticity of variance processes and logarithmic rates of return
Liu, Siqi
;
Melia, Adrian
;
Song, Xiaojing
;
Tippett, Mark
- In:
The European journal of finance
26
(
2020
)
9
,
pp. 837-853
Persistent link: https://www.econbiz.de/10012207313
Saved in:
17
Studies on European call option of binomial option pricing model using Taguchi's L27 orthogonal array
Dar, Amir Ahmad
;
Anuradha, N.
- In:
International journal of intelligent enterprise
7
(
2020
)
1/2/3
,
pp. 234-249
Persistent link: https://www.econbiz.de/10012177415
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18
Comparing high-dimensional conditional covariance matrices : implications for portfolio selection
Moura, Guilherme Valle
;
Santos, André A. P.
;
Ruiz, Esther
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012521005
Saved in:
19
Sparse Bayesian time-varying covariance estimation in many dimensions
Kastner, Gregor
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 98-115
Persistent link: https://www.econbiz.de/10012303382
Saved in:
20
The realized empirical distribution function of stochastic variance with application to goodness-of-fit testing
Christensen, Kim
;
Thyrsgaard, Martin
;
Veliyev, Bezirgen
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 556-583
Persistent link: https://www.econbiz.de/10012304092
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