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Monte Carlo simulation
Optionspreistheorie
14,815
Option pricing theory
14,356
Theorie
10,519
Theory
10,321
Hedging
10,237
Markov chain
7,879
Markov-Kette
7,586
Volatilität
5,380
Volatility
5,315
Stochastischer Prozess
4,152
Derivat
4,094
Stochastic process
4,093
Derivative
4,091
Portfolio-Management
3,455
Portfolio selection
3,432
Optionsgeschäft
3,119
Option trading
3,094
Schätzung
2,792
Estimation
2,762
USA
2,113
United States
2,078
Risikomanagement
1,827
Risk management
1,805
Risk
1,531
Risiko
1,528
Monte-Carlo-Simulation
1,456
Kapitaleinkommen
1,443
Capital income
1,437
CAPM
1,385
Börsenkurs
1,271
Share price
1,254
Zinsstruktur
1,207
Black-Scholes-Modell
1,203
Yield curve
1,190
ARCH-Modell
1,176
ARCH model
1,163
Black-Scholes model
1,149
Prognoseverfahren
1,110
Forecasting model
1,101
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513
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429
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Article
904
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547
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840
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840
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332
Graue Literatur
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19
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11
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1,438
German
6
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5
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1
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Joshi, Mark S.
23
Dijk, Herman K. van
21
Tsionas, Efthymios G.
19
Frühwirth-Schnatter, Sylvia
17
Stentoft, Lars
15
Chib, Siddhartha
14
Koopman, Siem Jan
13
Zhang, Xibin
13
Koop, Gary
12
Martin, Gael M.
12
Omori, Yasuhiro
12
Shevchenko, Pavel V.
12
Chiarella, Carl
11
Kohn, Robert
11
Gerlach, Richard
10
Hoogerheide, Lennart
10
Leon-Gonzalez, Roberto
10
Li, Yong
10
Peters, Gareth
10
Schoenmakers, John
10
Wang, Xiaoqun
10
Yu, Jun
10
Boivin, Jean
9
Chen, Cathy W. S.
9
Forbes, Catherine Scipione
9
McAleer, Michael
9
Robert, Christian P.
9
Strachan, Rodney W.
9
Weber, Andrea
9
Winter-Ebmer, Rudolf
9
Bos, Charles S.
8
Grzelak, Lech A.
8
Oosterlee, Cornelis W.
8
Pamminger, Christoph
8
Reesor, R. Mark
8
Bauwens, Luc
7
Belomestny, Denis
7
Kaufmann, Sylvia
7
King, Maxwell L.
7
Kneib, Thomas
7
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Centre for Analytical Finance <Århus>
5
Econometrisch Instituut <Rotterdam>
2
National Bureau of Economic Research
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
University of British Columbia / Finance Division
2
University of Strathclyde / Department of Economics
2
Centre for Growth and Business Cycle Research <Manchester>
1
Columbia University / Graduate School of Business
1
Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften
1
Instituto Valenciano de Investigaciones Económicas
1
Judge Institute of Management Studies
1
Massachusetts Institute of Technology / Department of Economics
1
State University of New York at Albany / Department of Economics
1
Universitat Pompeu Fabra / Departament d'Economia i Empresa
1
University of Chicago / Graduate School of Business / Department of Economics
1
University of York / Department of Economics and Related Studies
1
Weierstraß-Institut für Angewandte Analysis und Stochastik
1
Westfälische Wilhelms-Universität Münster
1
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Journal of econometrics
47
The journal of computational finance
44
Quantitative finance
32
Discussion paper / Tinbergen Institute
31
International journal of theoretical and applied finance
31
Computational economics
24
European journal of operational research : EJOR
23
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
23
Working paper / Department of Econometrics and Business Statistics, Monash University
19
Energy economics
17
Risks : open access journal
17
Finance and stochastics
15
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
15
Applied mathematical finance
14
Journal of risk and financial management : JRFM
14
Série des documents de travail / Centre de Recherche en Économie et Statistique
14
Econometric reviews
13
Journal of economic dynamics & control
13
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
13
Mathematical finance : an international journal of mathematics, statistics and financial theory
12
International journal of forecasting
11
Management science : journal of the Institute for Operations Research and the Management Sciences
11
Economics letters
10
Journal of forecasting
10
Working paper
10
Applied economics
9
Insurance / Mathematics & economics
9
The North American journal of economics and finance : a journal of financial economics studies
9
The journal of futures markets
9
Finance research letters
8
International journal of financial engineering
8
Journal of mathematical finance
8
Journal of the American Statistical Association : JASA
8
Mathematics of operations research
8
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
8
Econometric Institute research papers
7
Journal of applied econometrics
7
Journal of empirical finance
7
Applied economics letters
6
Asia-Pacific financial markets
6
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ECONIS (ZBW)
1,441
EconStor
5
RePEc
5
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1
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1
Hedging
options in a hidden Markov-switching local-volatility model via stochastic flows and a Monte-Carlo method
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 925-950
Persistent link: https://www.econbiz.de/10014293270
Saved in:
2
Bewertung amerikanischer Optionen mit Hilfe von regressionsbasierten Monte-Carlo-Verfahren
Todorović, Nebojša
-
2007
Persistent link: https://www.econbiz.de/10003635108
Saved in:
3
MCMC methods for continuous-time financial econometrics
Johannes, Michael
;
Polson, Nicholas G.
-
2010
Persistent link: https://www.econbiz.de/10003900732
Saved in:
4
The role of stochastic volatility and return jumps : reproducing volatility and higher moments in the KOSPI 200 returns dynamics
Kim, In-joon
;
Baek, In-Seok
;
Noh, Jaesun
;
Kim, Sol
- In:
Review of quantitative finance and accounting
29
(
2007
)
1
,
pp. 69-110
Persistent link: https://www.econbiz.de/10003600092
Saved in:
5
Bayesian estimation of asymmetric jump-diffusion processes
Frame, Samuel J.
;
Ramezani, Cyrus A.
- In:
Annals of financial economics
9
(
2014
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10010512597
Saved in:
6
Monte Carlo derivative pricing with partial information in a class of doubly stochastic poisson processes with marks
Centanni, Silvia
;
Minozzo, Marco
- In:
International journal of theoretical and applied finance
15
(
2012
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10009624500
Saved in:
7
Default probability estimation via pair copula constructions
Dalla Valle, Luciana
;
De Giuli, Maria Elena
;
Tarantola, …
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 298-311
Persistent link: https://www.econbiz.de/10011435851
Saved in:
8
A common jump factor stochastic volatility model
Laurini, Márcio Poletti
;
Mauad, Roberto Baltieri
- In:
Finance research letters
12
(
2015
),
pp. 2-10
Persistent link: https://www.econbiz.de/10011551744
Saved in:
9
Stochastic volatility models for asset returns with leverage, skewness and heavy-tails via scale mixture
Huang, Jing-Zhi
;
Xu, Li
- In:
The quarterly journal of finance
4
(
2014
)
3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10010473521
Saved in:
10
The pricing of single name credit default swap based on jump-diffusion process and volatility with Markov regime shift
Liu, Xianghua
;
Xiao, Xueping
- In:
International journal of services technology and management
20
(
2014
)
1/2/3
,
pp. 71-84
Persistent link: https://www.econbiz.de/10010505392
Saved in:
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