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Option pricing theory
Statistische Verteilung
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7
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7
Bollerslev, Tim
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Cui, Zhenyu
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Kim, Young Shin
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Račev, Svetlozar T.
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Rockinger, Michael
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Takahashi, Akihiko
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Carr, Peter
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Craig, Ben R.
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Orosi, Greg
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Vilsmeier, Johannes
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Vitiello, Luiz
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Wang, King
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Ñíguez, Trino-Manuel
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Guirguis, Michel
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Härdle, Wolfgang K.
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Keller, Joachim G.
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Kim, Sol
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Leduc, Guillaume
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Melick, William Robert
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Mora-Valencia, Andrés
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Necula, Ciprian
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Oosterlee, Cornelis Willebrordus
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Poon, Ser-Huang
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Reimer, Matthias
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Shiratsuka, Shigenori
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Springer International Publishing
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Center for Economic Research <Minneapolis, Minn.>
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Course on Stochastic Processes: Applications in Mathematical Economics <15, 1992, Erice>
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Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
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International journal of theoretical and applied finance
27
Quantitative finance
17
Journal of econometrics
16
The journal of futures markets
16
The journal of derivatives : the official publication of the International Association of Financial Engineers
15
Applied mathematical finance
13
Review of derivatives research
13
Computational economics
10
Finance and stochastics
10
Journal of economic dynamics & control
10
Journal of banking & finance
9
The journal of computational finance
9
European journal of operational research : EJOR
8
International journal of financial engineering
8
Journal of mathematical finance
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
8
Insurance / Mathematics & economics
7
The North American journal of economics and finance : a journal of financial economics studies
7
Finance research letters
6
Review of quantitative finance and accounting
6
Risks : open access journal
6
Journal of financial and quantitative analysis : JFQA
5
Journal of risk and financial management : JRFM
5
SFB 649 discussion paper
5
Discussion paper / B
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Mathematics and financial economics
4
Research paper series / Swiss Finance Institute
4
The journal of finance : the journal of the American Finance Association
4
Asia-Pacific journal of financial studies
3
CREATES research paper
3
Computational Management Science : CMS
3
Decisions in economics and finance : DEF ; a journal of applied mathematics
3
Economic modelling
3
Economics letters
3
International review of economics & finance : IREF
3
Journal of empirical finance
3
Journal of financial economics
3
Journal of risk
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SpringerLink / Bücher
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ECONIS (ZBW)
700
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1
Option prices for risk-neutral density estimation using nonparametric methods through big data and large-scale problems
Monteiro, Ana M.
;
Santos, António A. F.
- In:
The journal of futures markets
42
(
2022
)
1
,
pp. 152-171
Persistent link: https://www.econbiz.de/10012796300
Saved in:
2
Recovering risk neutral densities from option prices : a new approach
Rompolis, Leonidas S.
;
Tzavalis, Elias
- In:
Journal of financial and quantitative analysis : JFQA
43
(
2008
)
4
,
pp. 1037-1053
Persistent link: https://www.econbiz.de/10003811375
Saved in:
3
Financial decision-making under distribution uncertainty
Kacperczyk, Marcin
-
2004
Persistent link: https://www.econbiz.de/10003386915
Saved in:
4
Inferring risk-averse probability distributions from option prices using implied binomial trees
Arnold, Tom
;
Crack, Timothy Falcon
;
Schwartz, Adam
- In:
Financial econometrics modeling : derivatives pricing, …
,
(pp. 35-52)
.
2011
Persistent link: https://www.econbiz.de/10008988015
Saved in:
5
Estimating probability distributions of future asset prices : empirical transformations from option-implied risk-neutral to real-world density functions
Vincent-Humphreys, Rupert de
;
Noss, Joseph
-
2012
Persistent link: https://www.econbiz.de/10009559811
Saved in:
6
Momentum profit fluctuations in seasonal conditions due to default probability
Lee, Nicholas Rueilin
;
Liu, Jung Fang
;
Lin, Yih-Bey
; …
- In:
The empirical economics letters : a monthly …
13
(
2014
)
6
,
pp. 715-722
Persistent link: https://www.econbiz.de/10010520042
Saved in:
7
Analytical valuation of autocallable notes
Guillaume, Tristan
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011333447
Saved in:
8
VarGamma stresstests
Osband, Kent
- In:
Journal of investment management : JOIM
11
(
2013
)
2
,
pp. 92-107
Persistent link: https://www.econbiz.de/10009763897
Saved in:
9
Measure, probability, and mathematical finance : a problem oriented approach
Gan, Guojun
;
Ma, Chaoqun
;
Xie, Hong
-
2014
Persistent link: https://www.econbiz.de/10010361562
Saved in:
10
Moment-implied densities : properties and applications
Ghysels, Eric
;
Wang, Fangfang
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
1
,
pp. 88-111
Persistent link: https://www.econbiz.de/10010380476
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