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Option pricing theory
107
Optionspreistheorie
107
Stochastic process
50
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50
Volatility
39
Volatilität
39
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30
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Kim, Junseok
5
Aghdam, Y. Esmaeelzade
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Jeong, Darae
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Lee, Chaeyoung
3
Villani, Giovanni
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1
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Computational economics
Journal of econometrics
596
International journal of theoretical and applied finance
471
The journal of futures markets
267
Mathematical finance : an international journal of mathematics, statistics and financial theory
258
The journal of computational finance
256
Applied mathematical finance
246
CEMMAP working papers / Centre for Microdata Methods and Practice
245
Journal of banking & finance
226
Finance and stochastics
222
The journal of derivatives : the official publication of the International Association of Financial Engineers
206
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205
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
202
European journal of operational research : EJOR
195
Econometric theory
177
Economics letters
175
Insurance / Mathematics & economics
171
Review of derivatives research
170
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144
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SFB 649 discussion paper
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International journal of financial engineering
117
Energy economics
111
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111
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108
Risks : open access journal
108
NBER working paper series
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Applied economics
102
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
102
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96
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The North American journal of economics and finance : a journal of financial economics studies
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Working paper / Department of Econometrics and Business Statistics, Monash University
94
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
89
NBER Working Paper
89
The European journal of finance
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1
Option implied risk-neutral density estimation : a robust and flexible method
Kundu, Arindam
;
Kumar, Sumit
;
Tomar, Nutan Kumar
- In:
Computational economics
54
(
2019
)
2
,
pp. 705-728
Persistent link: https://www.econbiz.de/10012134345
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2
A Markov decision process model for optimal trade of options using statistical data
Nasir, Ali
;
Khursheed, Ambreen
;
Ali, Kazim
;
Mustafa, Faisal
- In:
Computational economics
58
(
2021
)
2
,
pp. 327-346
Persistent link: https://www.econbiz.de/10012615007
Saved in:
3
A computationally efficient, consistent bootstrap for inference with non-parametric DEA estimators
Kneip, Alois
;
Simar, Léopold
;
Wilson, Paul W.
- In:
Computational economics
38
(
2011
)
4
,
pp. 483-515
Persistent link: https://www.econbiz.de/10009356871
Saved in:
4
Nonparametric testing for long-run neutrality with applications to US money and output data
Lee, Jin
- In:
Computational economics
40
(
2012
)
2
,
pp. 183-202
Persistent link: https://www.econbiz.de/10009627469
Saved in:
5
Implied severity density estimation : an extended semiparametric method to compute credit value at risk
Baixauli, J. Samuel
;
Alvarez, Susana
- In:
Computational economics
40
(
2012
)
2
,
pp. 115-129
Persistent link: https://www.econbiz.de/10009627482
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6
The estimation of environmental Kuznets curve in China : nonparametric panel approach
Chen, Linna
;
Shiyi, Chen
- In:
Computational economics
46
(
2015
)
3
,
pp. 405-420
Persistent link: https://www.econbiz.de/10011443726
Saved in:
7
A non-parametric test for partial monotonicity in multiple regression
Beek, Misha van
;
Daniels, Hennie A. M.
- In:
Computational economics
44
(
2014
)
1
,
pp. 87-100
Persistent link: https://www.econbiz.de/10010396230
Saved in:
8
Generating random optimising choices
Heufer, Jan
- In:
Computational economics
44
(
2014
)
3
,
pp. 295-305
Persistent link: https://www.econbiz.de/10010489079
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9
Censored nonparametric time-series analysis with autoregressive error models
Aydin, Dursun
;
Yilmaz, Ersin
- In:
Computational economics
58
(
2021
)
2
,
pp. 169-202
Persistent link: https://www.econbiz.de/10012614970
Saved in:
10
Estimating the long-memory parameter in nonstationary processes using wavelets
Boubaker, Heni
;
Péguin-Feissolle, Anne
- In:
Computational economics
42
(
2013
)
3
,
pp. 291-306
Persistent link: https://www.econbiz.de/10010189026
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