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~subject:"Option pricing theory"
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Option pricing theory
Mean Reversion
478
Mean reversion
478
Theorie
183
Theory
181
Estimation
107
Schätzung
107
Börsenkurs
95
Share price
95
Volatility
86
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86
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81
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81
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80
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80
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77
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76
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72
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72
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72
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68
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68
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47
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47
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46
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37
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37
Welt
35
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35
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33
Behavioural finance
33
Derivat
32
Derivative
32
mean reversion
29
Efficient market hypothesis
28
Effizienzmarkthypothese
28
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26
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26
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25
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14
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57
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English
72
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Wong, Hoi Ying
5
Chung, Shing Fung
3
Lange, Rutger-Jan
3
Madan, Dilip B.
3
Teulings, Coen N.
3
Cummins, Mark
2
Dokučaev, Nikolaj G.
2
Funahashi, Hideharu
2
Kiely, Greg
2
Lo, C. F.
2
Lutz, Björn
2
Murphy, Bernard
2
Pun, Chi Seng
2
Schmeck, Maren Diane
2
Tsekrekos, Andrianos E.
2
Alexandridis, A.
1
Almeida, Caio
1
Bakshi, Gurdip S.
1
Bao, Qunfang
1
Bao, Yong
1
Bastin-Pinto, Carlos
1
Brandão, Luiz Eduardo Teixeira
1
Brockhaus, Oliver
1
Cantia, Catalin
1
Chao, Wan-ling
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1
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1
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1
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1
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1
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1
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1
Dia, Baye M.
1
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1
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1
Fanelli, Viviana
1
Felpel, Mike
1
Florescu, Ionuţ
1
Gan, Siqing
1
Gapeev, Pavel V.
1
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Applied mathematical finance
5
International journal of theoretical and applied finance
5
International journal of financial engineering
4
Journal of mathematical finance
3
The European journal of finance
3
The journal of futures markets
3
Computational Management Science : CMS
2
Discussion paper / Tinbergen Institute
2
European journal of operational research : EJOR
2
Journal of banking & finance
2
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2
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2
The North American journal of economics and finance : a journal of financial economics studies
2
American journal of agricultural economics
1
Annals of finance
1
Asia-Pacific financial markets
1
Computational economics
1
Computers & operations research : and their applications to problems of world concern ; an international journal
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion papers / CEPR
1
Economics letters
1
Economics, management and financial markets
1
Finance research letters
1
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
1
IMA journal of management mathematics
1
Insurance / Mathematics & economics
1
International journal of business
1
Journal of economics
1
Journal of emerging market finance
1
Journal of financial and quantitative analysis : JFQA
1
Lecture Notes in Economics and Mathematical Systems
1
Lecture notes in economics and mathematical systems : LNEMS
1
Mathematics and financial economics
1
Mineral economics : raw materials report
1
Quantitative finance
1
Research in international business and finance
1
Robert H. Smith School Research Paper
1
SpringerLink / Bücher
1
The North American journal of economics and finance : a journal of theory and practice
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
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61
Option pricing with mean reversion and stochastic volatility
Wong, Hoi Ying
;
Lo, Yu Wai
- In:
European journal of operational research : EJOR
197
(
2009
)
1
,
pp. 179-187
Persistent link: https://www.econbiz.de/10003828865
Saved in:
62
Pricing of swing options in a
mean
reverting
model with jumps
Kjaer, Mats
- In:
Applied mathematical finance
15
(
2008
)
5/6
,
pp. 479-502
Persistent link: https://www.econbiz.de/10003815253
Saved in:
63
Path-dependent currency options with mean reversion
Wong, Hoi Ying
;
Lau, Ka Yung
- In:
The journal of futures markets
28
(
2008
)
3
,
pp. 275-293
Persistent link: https://www.econbiz.de/10003699322
Saved in:
64
On an approximation method for pricing a high-dimensional basket options on assets with
mean-reverting
prices
Li, Xun
;
Wu, Zhenyu
- In:
Computers & operations research : and their …
35
(
2008
)
1
,
pp. 76-89
Persistent link: https://www.econbiz.de/10003665818
Saved in:
65
Modelling the temperature time-dependent speed of mean reversion in the context of weather derivatives pricing
Zapranis, Achilleas
;
Alexandridis, A.
- In:
Applied mathematical finance
15
(
2008
)
3/4
,
pp. 355-386
Persistent link: https://www.econbiz.de/10003751370
Saved in:
66
A new approach for computing option prices of the Hull-White type with stepwise reversion and volatility finctions
Jin, Hui
;
Gotoh, Jun-ya
;
Sumita, Ushio
- In:
The journal of derivatives : the official publication …
15
(
2007
)
1
,
pp. 67-85
Persistent link: https://www.econbiz.de/10003611518
Saved in:
67
Mean-reverting
market model : speculative opportunities and non-arbitrage
Dokučaev, Nikolaj G.
- In:
Applied mathematical finance
14
(
2007
)
4
,
pp. 319-337
Persistent link: https://www.econbiz.de/10003543044
Saved in:
68
Currency barrier option pricing with mean reversion
Hui, Cho H.
;
Lo, C. F.
- In:
The journal of futures markets
26
(
2006
)
10
,
pp. 939-958
Persistent link: https://www.econbiz.de/10003391970
Saved in:
69
Stochastic volatility and option pricing in the Brazilian stock market : an empirical investigation
Almeida, Caio
;
Dana, Samy
- In:
Journal of emerging market finance
4
(
2005
)
2
,
pp. 169-206
Persistent link: https://www.econbiz.de/10003094790
Saved in:
70
Stochastic volatility and the
mean
reverting
process
Sabanis, Sotirios
- In:
The journal of futures markets
23
(
2003
)
1
,
pp. 33-47
Persistent link: https://www.econbiz.de/10001745957
Saved in:
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