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Option trading
Volatilität
1,206
Volatility
1,163
Stochastischer Prozess
1,050
Stochastic process
1,023
Stochastic volatility
999
stochastic volatility
960
Optionspreistheorie
895
Option pricing theory
870
option pricing
678
Option pricing
618
Theorie
433
Schätzung
395
Estimation
384
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383
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243
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231
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227
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223
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205
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205
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196
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195
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187
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164
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162
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161
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154
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151
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148
Schätztheorie
147
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146
Stochastische Volatilität
144
ARCH model
141
Estimation theory
141
Börsenkurs
140
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136
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Gourier, Elise
4
Kirkby, J. Lars
4
McAleer, Michael
4
Cui, Zhenyu
3
Escobar, Marcos
3
Farkas, Walter
3
Fusai, Gianluca
3
Marazzina, Daniele
3
Nguyen, Duy
3
Andersen, Torben
2
Asai, Manabu
2
Ballestra, Luca Vincenzo
2
Bayer, Christian
2
Brignone, Riccardo
2
Chang, Chia-Lin
2
Chi, Yeguang
2
Corsi, Fulvio
2
Deng, Geng
2
Dulaney, Tim
2
Eraker, Bjørn
2
Fusari, Nicola
2
Hao, Wenyan
2
Harčariková, Monika
2
Hernández, Rodrigo
2
Hieber, Peter
2
Huitema, Robert
2
Kim, Sol
2
Kyriakou, Ioannis
2
Lai, Yongzeng
2
Lian, Guanghua
2
Maré, E.
2
McCann, Craig
2
Necula, Ciprian
2
Pascucci, Andrea
2
Racicot, François-Éric
2
Rojas-Bernal, Alejandro
2
Romo, Jacinto Marabel
2
Rostan, Alexandra
2
Rostan, Pierre
2
Sasaki, Hiroshi
2
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Christian-Albrechts-Universität zu Kiel
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Quantitative finance
10
Applied mathematical finance
9
International journal of theoretical and applied finance
8
Review of derivatives research
8
International journal of financial engineering
7
The journal of computational finance
7
European journal of operational research : EJOR
6
Journal of banking & finance
6
The journal of futures markets
6
Computational economics
5
Finance research letters
5
Journal of econometrics
4
Journal of economic dynamics & control
4
Journal of risk
4
The North American journal of economics and finance : a journal of financial economics studies
4
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3
Applied economics
3
Discussion paper / Tinbergen Institute
3
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3
Journal of derivatives & hedge funds
3
Journal of financial econometrics
3
Journal of financial economics
3
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3
Mathematics and financial economics
3
Research paper series / Swiss Finance Institute
3
Risks : open access journal
3
Theoretical economics letters
3
Applied economics letters
2
Asia-Pacific financial markets
2
Decisions in economics and finance : DEF ; a journal of applied mathematics
2
International Journal of Financial Markets and Derivatives : IJFMD
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of financial markets
2
Journal of mathematical finance
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Mathematical finance
2
Mathematical finance : an international journal of mathematics, statistics and financial economics
2
Mathematical methods of operations research : ZOR
2
Modern economy
2
Montenegrin journal of economics
2
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ECONIS (ZBW)
223
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1
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
3
,
pp. 1081-1145
Persistent link: https://www.econbiz.de/10011378591
Saved in:
2
Double barrier options in regime-switching hyper-exponential jump-diffusion models
Boyarchenko, Mitya
;
Bojarčenko, Svetlana I.
- In:
International journal of theoretical and applied finance
14
(
2011
)
7
,
pp. 1005-1043
Persistent link: https://www.econbiz.de/10009407678
Saved in:
3
Perpetual options on multiple underlyings
Duck, Peter W.
;
Evatt, Geoffrey W.
;
Johnson, Paul V.
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 174-200
Persistent link: https://www.econbiz.de/10010352003
Saved in:
4
Static hedging of standard options
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 3-46
Persistent link: https://www.econbiz.de/10010233614
Saved in:
5
On the importance of the traders' rules for pricing options : evidence from intraday data
Kim, Sol
;
Lee, Changjun
- In:
Asia-Pacific journal of financial studies
43
(
2014
)
6
,
pp. 873-894
Persistent link: https://www.econbiz.de/10010476863
Saved in:
6
The continuous limit of weak GARCH
Alexander, Carol
;
Lazar, Emese
- In:
Econometric reviews
40
(
2021
)
2
,
pp. 197-216
Persistent link: https://www.econbiz.de/10012483807
Saved in:
7
A general framework for pricing Asian options under stochastic volatility on parallel architecture
Corsaro, Stefania
;
Kyriakou, Ioannis
;
Marazzina, Daniele
; …
- In:
European journal of operational research : EJOR
272
(
2019
)
3
,
pp. 1082-1095
Persistent link: https://www.econbiz.de/10011942796
Saved in:
8
The CTMC–Heston model : calibration and exotic option pricing with SWIFT
Leitao, Álvaro
;
Kirkby, J. Lars
;
Ortiz-Garcia, Luis
- In:
The journal of computational finance
24
(
2021
)
4
,
pp. 71-114
Persistent link: https://www.econbiz.de/10012544164
Saved in:
9
Jumps in commodity prices : new approaches for pricing plain vanilla options
Crosby, John
;
Frau, Carme
- In:
Energy economics
114
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013477538
Saved in:
10
Option pricing under market maker's inventory risk : a case study of China
Deng, Zhijian
;
Yao, Yuhang
- In:
Finance research letters
66
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10015057717
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