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~isPartOf:"Finance and stochastics"
~subject:"Konferenz"
~subject:"Optionspreistheorie"
~subject:"Risiko"
~subject:"Theory"
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Konferenz
Optionspreistheorie
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Stochastic process
196
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196
Theorie
130
Option pricing theory
80
Volatility
47
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Kabanov, Jurij M.
5
Alòs, Elisa
4
Fukasawa, Masaaki
4
Benth, Fred Espen
3
Björk, Tomas
3
Choulli, Tahir
3
Filipović, Damir
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Fouque, Jean-Pierre
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Jeanblanc, Monique
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Karatzas, Ioannis
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3
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2
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2
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2
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2
Cont, Rama
2
Delbaen, Freddy
2
Deng, Jun
2
Figueroa-López, José E.
2
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2
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Kallsen, Jan
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Kim, Donghan
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2
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Finance and stochastics
European journal of operational research : EJOR
519
International journal of theoretical and applied finance
292
Insurance / Mathematics & economics
230
Quantitative finance
157
Computers & operations research : and their applications to problems of world concern ; an international journal
146
International journal of production research
133
Journal of econometrics
132
Operations research
131
Operations research letters
119
Applied mathematical finance
113
Journal of economic dynamics & control
111
Mathematical finance : an international journal of mathematics, statistics and financial theory
111
Risks : open access journal
109
Mathematics of operations research
100
The journal of computational finance
100
Computational economics
96
International journal of production economics
82
Discussion paper / Tinbergen Institute
81
International journal of financial engineering
74
Journal of mathematical finance
72
Finance research letters
69
INFORMS journal on computing : JOC
67
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
66
Economics letters
64
Computational Management Science : CMS
61
Journal of economic theory
61
Mathematical methods of operations research
61
Econometric reviews
60
Economic modelling
59
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
57
Journal of banking & finance
56
Annals of finance
55
Energy economics
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SpringerLink / Bücher
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Transportation research / E : an international journal
52
Management science : journal of the Institute for Operations Research and the Management Sciences
51
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
51
Discussion papers of interdisciplinary research project 373
49
Research paper series / Swiss Finance Institute
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ECONIS (ZBW)
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1
Asymptotic arbitrage and numéraire portfolios in large financial markets
Rochlin, Dmitri B.
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 173-194
Persistent link: https://www.econbiz.de/10003716254
Saved in:
2
Valuation of default-sensitive claims under imperfect information
Coculescu, Delia
;
Geman, Hélyette
;
Jeanblanc, Monique
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 195-218
Persistent link: https://www.econbiz.de/10003716260
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3
Dynamic risk measures : time consistency and risk measures from BMO martingales
Bion-Nadal, Jocelyne
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 219-244
Persistent link: https://www.econbiz.de/10003716264
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4
Long run forward rates and long yields of bonds and options in heterogeneous equilibria
Malamud, Semyon
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 245-264
Persistent link: https://www.econbiz.de/10003716265
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5
Stochastic flow approach to Dupire's formula
Jourdain, B.
- In:
Finance and stochastics
11
(
2007
)
4
,
pp. 521-535
Persistent link: https://www.econbiz.de/10003645525
Saved in:
6
On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility
Alòs, Elisa
;
León, Jorge A.
;
Vives, Josep
- In:
Finance and stochastics
11
(
2007
)
4
,
pp. 571-589
Persistent link: https://www.econbiz.de/10003645538
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7
Consistent variance curve models
Buehler, Hans
- In:
Finance and stochastics
10
(
2006
)
2
,
pp. 178-203
Persistent link: https://www.econbiz.de/10003334916
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8
Comparison of option prices in seminartingale models
Bergenthum, Jan
;
Rüschendorf, Ludger
- In:
Finance and stochastics
10
(
2006
)
2
,
pp. 222-249
Persistent link: https://www.econbiz.de/10003334918
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9
Option pricing for pure jump processes with Markov switching compensators
Elliott, Robert J. R.
;
Osakwe, Carlton-James U.
- In:
Finance and stochastics
10
(
2006
)
2
,
pp. 250-275
Persistent link: https://www.econbiz.de/10003334921
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10
American and European options in multi-factor jump-diffusion models, near expiry
Levendorskij, Sergej Z.
- In:
Finance and stochastics
12
(
2008
)
4
,
pp. 541-560
Persistent link: https://www.econbiz.de/10003899270
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