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~subject:"Option pricing theory"
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Option pricing theory
Cox process
35
Stochastic process
13
Stochastischer Prozess
13
Theorie
10
Theory
10
Markov chain
7
Markov-Kette
6
Credit derivatives
4
Credit risk
4
HJM model
4
Kreditrisiko
4
Monte Carlo method
4
CDS option
3
Mixed Poisson process
3
Optionspreistheorie
3
Probability theory
3
Wahrscheinlichkeitsrechnung
3
point process
3
Cox-process observations
2
Credit Default Swap
2
Credit Default Swaption
2
Doubly stochastic poisson process
2
Employee departure
2
Employee share option
2
Hawkes process
2
Incomplete information
2
Insurance claims counts
2
Jump-diffusion
2
Log Gaussian Cox Process
2
Markov chain Monte Carlo
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Monte Carlo simulation
2
Monte-Carlo-Simulation
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NYSE
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New York Stock Exchange
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Performance linked options
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Poisson process
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Hainaut, Donatien
1
Jang, Hyun Jin
1
Jang, Jiwook
1
Park, Jong Jun
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Szimayer, Alexander
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Insurance / Mathematics & economics
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International journal of theoretical and applied finance
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ECONIS (ZBW)
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Multivariate claim processes with rough intensities : properties and estimation
Hainaut, Donatien
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 269-287
Persistent link: https://www.econbiz.de/10013471245
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2
Catastrophe insurance derivatives pricing using a
Cox
process
with jump diffusion CIR intensity
Jang, Jiwook
;
Park, Jong Jun
;
Jang, Hyun Jin
- In:
International journal of theoretical and applied finance
21
(
2018
)
7
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011956976
Saved in:
3
Some asymptotic results on non-standard likelihood ratio tests, and
Cox
process
modeling in finance
Szimayer, Alexander
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001758056
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