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Option pricing theory
Stochastischer Prozess
17,224
Stochastic process
16,783
Theorie
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Theory
15,936
Auktionstheorie
11,088
Auction theory
10,787
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10,668
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10,345
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3,372
Optionspreistheorie
3,292
Auction
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Markov-Kette
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Markov chain
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USA
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VAR-Modell
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Risiko
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Cui, Zhenyu
35
Chiarella, Carl
29
Takahashi, Akihiko
27
Carr, Peter
23
Madan, Dilip B.
23
Nguyen, Duy
22
Alòs, Elisa
19
Elliott, Robert J.
19
Fabozzi, Frank J.
19
Hainaut, Donatien
19
Oosterlee, Cornelis W.
18
Escobar, Marcos
16
Wang, Xingchun
16
Kim, Young Shin
15
Grasselli, Martino
14
Jacquier, Antoine (Jack)
14
Lorig, Matthew
14
Schoutens, Wim
14
Forde, Martin
13
Fouque, Jean-Pierre
13
Hess, Markus
13
Levendorskij, Sergej Z.
13
Račev, Svetlozar T.
13
Shiraya, Kenichiro
13
Siu, Tak Kuen
13
Wong, Hoi Ying
13
Yamada, Toshihiro
13
Yamazaki, Akira
13
Ziveyi, Jonathan
13
Benth, Fred Espen
12
Eberlein, Ernst
12
Gatheral, Jim
12
Grzelak, Lech A.
12
Kang, Boda
12
Kirkby, J. Lars
12
Kirkby, Justin
12
Ewald, Christian-Oliver
11
Filipović, Damir
11
He, Xin-Jiang
11
Jacquier, Antoine
11
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National Bureau of Economic Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Centre for Analytical Finance <Århus>
3
Chambre de commerce et d'industrie de Paris
2
Queen Mary College / Department of Economics
2
Weierstraß-Institut für Angewandte Analysis und Stochastik
2
Australian National University / Faculty of Economics and Commerce
1
Bachelier Finance Society
1
Centre for Economic Policy Research
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Eberhard Karls Universität Tübingen
1
Econometrisch Instituut <Rotterdam>
1
Federal Reserve Bank of Cleveland
1
International Center for Financial Asset Management and Engineering
1
Society of Actuaries
1
Springer International Publishing
1
Swiss Finance Institute
1
Taylor and Francis.
1
Universitat Pompeu Fabra / Departament d'Economia i Empresa
1
University of Cambridge / Department of Applied Economics
1
University of Exeter / Department of Economics
1
Universität Ulm
1
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International journal of theoretical and applied finance
209
Quantitative finance
104
Applied mathematical finance
88
The journal of computational finance
87
Finance and stochastics
80
Insurance / Mathematics & economics
67
Mathematical finance : an international journal of mathematics, statistics and financial theory
62
European journal of operational research : EJOR
58
International journal of financial engineering
55
Computational economics
48
Journal of mathematical finance
47
Risks : open access journal
43
Review of derivatives research
41
The journal of futures markets
40
Finance research letters
39
Journal of economic dynamics & control
38
The North American journal of economics and finance : a journal of financial economics studies
33
Journal of banking & finance
31
Journal of econometrics
28
Annals of finance
27
Research paper series / Swiss Finance Institute
26
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
24
Asia-Pacific financial markets
22
Energy economics
21
Journal of risk and financial management : JRFM
21
The European journal of finance
21
Mathematical finance : an international journal of mathematics, statistics and financial economics
20
The journal of derivatives : the official publication of the International Association of Financial Engineers
18
Economic modelling
17
Mathematics and financial economics
16
Operations research letters
16
Decisions in economics and finance : DEF ; a journal of applied mathematics
15
Journal of financial economics
15
Mathematics of operations research
15
Review of quantitative finance and accounting
14
SFB 649 discussion paper
14
Applied economics
13
Mathematical methods of operations research
12
Swiss Finance Institute Research Paper
12
Discussion paper / B
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ECONIS (ZBW)
3,241
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1
Enlargement of filtration and additional information in pricing models : Bayesian approach
Gasbarra, Dario
;
Valkeila, Esko
;
Vostrikova, Lioudmilla
- In:
From stochastic calculus to mathematical finance : the …
,
(pp. 257-285)
.
2006
Persistent link: https://www.econbiz.de/10003287165
Saved in:
2
MCMC methods for continuous-time financial econometrics
Johannes, Michael
;
Polson, Nicholas G.
-
2010
Persistent link: https://www.econbiz.de/10003900732
Saved in:
3
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:
4
Bayesian DEJD model and detection of asymmetry in jump sizes
Kostrzewski, Maciej
- In:
Central European journal of economic modelling and …
7
(
2015
)
1
,
pp. 43-70
Persistent link: https://www.econbiz.de/10011305742
Saved in:
5
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:
6
Bayesian estimation of a stochastic volatility model using option and spot prices : application of a Bivariate Kalman Filter
Forbes, Catherine Scipione
;
Martin, Gael M.
;
Wright, Jill
-
2003
Persistent link: https://www.econbiz.de/10001854495
Saved in:
7
Bayesian estimation of a stochastic volatility model using option and spot prices
Forbes, Catherine Scipione
;
Martin, Gael M.
;
Wright, Jill
-
2002
Persistent link: https://www.econbiz.de/10001704968
Saved in:
8
Self-exciting jumps in the oil market : bayesian estimation and dynamic hedging
Gonzato, Luca
;
Sgarra, Carlo
- In:
Energy economics
99
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012939406
Saved in:
9
Dynamic price jumps : the performance of high frequency tests and measures, and the robustness of inference
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2018
Persistent link: https://www.econbiz.de/10012583570
Saved in:
10
Bayesian SVLEDEJ model for detecting jumps in logarithmic growth rates of one month forward gas contract prices
Kostrzewski, Maciej
- In:
Central European journal of economic modelling and …
8
(
2016
)
3
,
pp. 161-179
Persistent link: https://www.econbiz.de/10011634897
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