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~subject:"Konferenz"
~subject:"Theorie"
~subject:"Volatilität"
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Konferenz
Theorie
Volatilität
Stochastic process
167
Stochastischer Prozess
167
Option pricing theory
103
Optionspreistheorie
103
Volatility
89
Theory
54
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36
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36
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29
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126
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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
Abergel, Frédéric
2
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2
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2
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2
Cheang, Gerald H. L.
2
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2
Cheng, Yuyang
2
Endres, Sylvia
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
Jaisson, Thibault
2
Kim, Jeong-Hoon
2
Madan, Dilip B.
2
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2
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2
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2
Smith, Benjamin
2
Sornette, Didier
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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
Zagst, Rudi
2
Ziveyi, Jonathan
2
AbaOud, Mohammed A.
1
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1
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International Conference on Stochastic Programming <15., 2019, Trondheim>
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Quantitative finance
European journal of operational research : EJOR
507
International journal of theoretical and applied finance
218
Insurance / Mathematics & economics
176
Journal of econometrics
175
Finance and stochastics
152
Computers & operations research : and their applications to problems of world concern ; an international journal
146
International journal of production research
130
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120
Operations research letters
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Journal of economic dynamics & control
105
Mathematical finance : an international journal of mathematics, statistics and financial theory
99
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93
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87
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85
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81
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79
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79
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78
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73
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68
INFORMS journal on computing : JOC
65
The journal of computational finance
65
Computational Management Science : CMS
59
Finance research letters
59
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
57
Journal of economic theory
56
Journal of mathematical finance
56
SpringerLink / Bücher
55
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51
International journal of financial engineering
51
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49
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49
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Bond market completeness under stochastic strings with distribution-valued strategies
Bueno-Guerrero, Alberto
;
Moreno, Manuel
;
Navas, Javier F.
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 197-211
Persistent link: https://www.econbiz.de/10013167731
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2
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
Saved in:
3
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
Saved in:
4
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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5
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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6
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
Saved in:
7
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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8
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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9
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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10
Introduction to the Proceedings of the 15th International Conference on Stochastic Programming 2019 (ICSP 2019) : discrete stochastic optimization in finance : editorial
Consigli, Giorgio
;
Kopa, Miloš
;
Pichler, Alois
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 28-30
Persistent link: https://www.econbiz.de/10012872492
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