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~isPartOf:"Quantitative finance"
~subject:"Konferenz"
~subject:"Portfolio selection"
~subject:"Volatilität"
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Konferenz
Portfolio selection
Volatilität
Stochastic process
167
Stochastischer Prozess
167
Option pricing theory
103
Optionspreistheorie
103
Volatility
89
Theorie
54
Theory
54
Portfolio-Management
36
Stochastic volatility
29
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23
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20
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11
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117
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Escobar, Marcos
5
Gatheral, Jim
4
Felpel, Mike
3
Kienitz, Jörg
3
McWalter, Thomas A.
3
Radoičić, Radoš
3
Rosenbaum, Mathieu
3
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2
Alòs, Elisa
2
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2
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2
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2
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2
Forde, Martin
2
Friz, Peter K.
2
Garces, Len Patrick Dominic M.
2
Gudkov, Nikolay
2
Guyon, Julien
2
Hainaut, Donatien
2
Horvath, Blanka Nora
2
Kim, Jeong-Hoon
2
Ma, Jingtang
2
Madan, Dilip B.
2
Muguruza, Aitor
2
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2
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2
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2
Sornette, Didier
2
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2
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2
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2
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2
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2
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2
AbaOud, Mohammed A.
1
Abi Jaber, Eduardo
1
Agarwal, Ankush
1
Alfeus, Mesias
1
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Quantitative finance
International journal of theoretical and applied finance
183
Insurance / Mathematics & economics
113
Journal of econometrics
109
European journal of operational research : EJOR
99
Finance and stochastics
85
Applied mathematical finance
77
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Journal of economic dynamics & control
62
Discussion paper / Tinbergen Institute
61
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
61
Computational economics
60
Finance research letters
57
The journal of computational finance
54
Journal of mathematical finance
51
International journal of financial engineering
48
Annals of finance
47
Journal of banking & finance
47
Risks : open access journal
47
Econometric reviews
44
Research paper series / Swiss Finance Institute
39
Working paper
38
Journal of risk and financial management : JRFM
35
Journal of empirical finance
34
Economics letters
32
Journal of financial econometrics : official journal of the Society for Financial Econometrics
32
The journal of futures markets
32
The North American journal of economics and finance : a journal of financial economics studies
31
Wirtschaftswissenschaft
31
Energy economics
30
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
29
Economic modelling
28
Review of derivatives research
28
Mathematics and financial economics
27
Mathematical methods of operations research
25
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
Applied economics
24
CAMA working paper series
24
SpringerLink / Bücher
23
CREATES research paper
22
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ECONIS (ZBW)
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The SINC way : a fast and accurate approach to Fourier pricing
Baschetti, Fabio
;
Bormetti, Giacomo
;
Romagnoli, Silvia
; …
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 427-446
Persistent link: https://www.econbiz.de/10013167768
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2
A fast algorithm for simulation of rough volatility models
Ma, Jingtang
;
Wu, Haofei
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 447-462
Persistent link: https://www.econbiz.de/10013167769
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3
Short-dated smile under rough volatility : asymptotics and numerics
Friz, Peter K.
;
Gassiat, Paul
;
Pigato, Paolo
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 463-480
Persistent link: https://www.econbiz.de/10013167770
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4
Robust control in a rough environment
Han, Bingyan
;
Wong, Hoi Ying
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 481-500
Persistent link: https://www.econbiz.de/10013167772
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5
Additive normal tempered stable processes for equity derivatives and power-law scaling
Azzone, Michele
;
Baviera, Roberto
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 501-518
Persistent link: https://www.econbiz.de/10013167773
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6
Performance measurement for option portfolios in a stochastic volatility framework
Baule, Rainer
;
Entrop, Oliver
;
Wessels, Sebastian
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 519-539
Persistent link: https://www.econbiz.de/10013167776
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7
Tempered stable processes with time-varying exponential tails
Kim, Young Shin
;
Roh, Kum-Hwan
;
Douady, Raphaël
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 541-561
Persistent link: https://www.econbiz.de/10013167779
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8
Optimal trade execution for Gaussian signals with power-law resilience
Forde, Martin
;
Sánchez-Betancourt, Leandro
;
Smith, Benjamin
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 585-596
Persistent link: https://www.econbiz.de/10013167782
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9
The value and cost of more stages in stochastic programing : a statistical analysis on a set of portfolio choice problems
Birge, John R.
;
Blomvall, Jörgen
;
Ekblom, Jonas
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 95-112
Persistent link: https://www.econbiz.de/10012872523
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10
Lifetime consumption and investment with housing, deferred annuities and home equity release
Jang, Chul
;
Owadally, Iqbal
;
Clare, Andrew D.
;
Kashif, …
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 129-145
Persistent link: https://www.econbiz.de/10012872527
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