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~subject:"Stochastischer Prozess"
~type_genre:"Aufsatz im Buch"
~type_genre:"Aufsatz in Zeitschrift"
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Stochastischer Prozess
Fertilität
6
Fertility
5
Stochastic process
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Volatility
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Volatilität
5
Europa
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Europe
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Option pricing theory
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Demografischer Übergang
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1960-2000
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Pospíšil, Jan
5
Sobotka, Tomáš
5
Merino, Raúl
2
Vives, Josep
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Mrázek, Milan
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Sottinen, Tommi
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Ziegler, Philipp
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International journal of theoretical and applied finance
2
Applied mathematical finance
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
European journal of operational research : EJOR
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ECONIS (ZBW)
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1
Decomposition formula for rough Volterra stochastic volatility models
Merino, Raúl
;
Pospíšil, Jan
;
Sobotka, Tomáš
; …
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-47
Persistent link: https://www.econbiz.de/10012650356
Saved in:
2
Robustness and sensitivity analyses for stochastic volatility models under uncertain data structure
Pospíšil, Jan
;
Sobotka, Tomáš
;
Ziegler, Philipp
- In:
Empirical economics : a journal of the Institute for …
57
(
2019
)
6
,
pp. 1935-1958
Persistent link: https://www.econbiz.de/10012215941
Saved in:
3
Decomposition formula for jump diffusion models
Merino, Raúl
;
Pospíšil, Jan
;
Sobotka, Tomáš
; …
- In:
International journal of theoretical and applied finance
21
(
2018
)
8
,
pp. 1-36
Persistent link: https://www.econbiz.de/10011970979
Saved in:
4
On calibration of stochastic and fractional stochastic volatility models
Mrázek, Milan
;
Pospíšil, Jan
;
Sobotka, Tomáš
- In:
European journal of operational research : EJOR
254
(
2016
)
3
,
pp. 1036-1046
Persistent link: https://www.econbiz.de/10011522408
Saved in:
5
Market calibration under a long memory stochastic volatility model
Pospíšil, Jan
;
Sobotka, Tomáš
- In:
Applied mathematical finance
23
(
2016
)
5/6
,
pp. 323-343
Persistent link: https://www.econbiz.de/10011704252
Saved in:
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