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~subject:"Optionsgeschäft"
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Optionsgeschäft
Asymptotic expansion
92
Covariance matrix
76
asymptotic expansion
51
covariance matrix
50
Option pricing theory
38
Optionspreistheorie
38
Estimation theory
34
Schätztheorie
34
Stochastic process
30
Stochastischer Prozess
30
Theorie
28
Malliavin calculus
27
Theory
27
TRACE
26
Volatility
25
Volatilität
25
Correlation
23
Portfolio selection
23
Portfolio-Management
23
Korrelation
22
Capital income
13
Kapitaleinkommen
13
Experiment
12
Deep learning
10
transparency
10
Trace
9
Monte Carlo simulation
8
Option trading
8
Schätzung
8
Analysis
7
Analysis of variance
7
CDS
7
Corporate bond
7
Credit risk
7
Determinant
7
Mathematical analysis
7
Unternehmensanleihe
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Varianzanalyse
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bonds
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English
8
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Takahashi, Akihiko
2
Arguin, Louis-Pierre
1
Feng, Runhuan
1
Feng, Y.
1
Fujii, Masaaki
1
Fukasawa, Masaaki
1
Grosse-Erdmann, Karl-Goswin
1
Heuwelyckx, Fabien
1
Li, Chenxu
1
Liu, Nien-Lin
1
Sato, Seisho
1
Shiraya, Kenichiro
1
Volkmer, Hans W.
1
Wang, Tai-Ho
1
Ye, Yongxin
1
Zhang, S. M.
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International journal of theoretical and applied finance
3
Asia-Pacific financial markets
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
European journal of operational research : EJOR
1
Journal of economic dynamics & control
1
Quantitative finance
1
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ECONIS (ZBW)
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1
Volatility derivatives and model-free implied leverage
Fukasawa, Masaaki
- In:
International journal of theoretical and applied finance
17
(
2014
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10010363969
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2
An FBSDE approach to American option pricing with an interacting particle method
Fujii, Masaaki
;
Sato, Seisho
;
Takahashi, Akihiko
- In:
Asia-Pacific financial markets
22
(
2015
)
3
,
pp. 239-260
Persistent link: https://www.econbiz.de/10011524808
Saved in:
3
The pricing of lookback options and binomial approximation
Grosse-Erdmann, Karl-Goswin
;
Heuwelyckx, Fabien
- In:
Decisions in economics and finance : DEF ; a journal of …
39
(
2016
)
1
,
pp. 33-67
Persistent link: https://www.econbiz.de/10011451641
Saved in:
4
Conditional Asian options
Feng, Runhuan
;
Volkmer, Hans W.
- In:
International journal of theoretical and applied finance
18
(
2015
)
6
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011403926
Saved in:
5
Pricing and exercising American options : an asymptotic expansion approach
Li, Chenxu
;
Ye, Yongxin
- In:
Journal of economic dynamics & control
107
(
2019
),
pp. 1-32
Persistent link: https://www.econbiz.de/10012312643
Saved in:
6
A general control variate method for multi-dimensional SDEs : an application to multi-asset options under local stochastic volatility with jumps models in finance
Shiraya, Kenichiro
;
Takahashi, Akihiko
- In:
European journal of operational research : EJOR
258
(
2017
)
1
,
pp. 358-371
Persistent link: https://www.econbiz.de/10011642221
Saved in:
7
Most-likely-path in Asian option pricing under local voluntility models
Arguin, Louis-Pierre
;
Liu, Nien-Lin
;
Wang, Tai-Ho
- In:
International journal of theoretical and applied finance
21
(
2018
)
5
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011903764
Saved in:
8
American option pricing under the double Heston model based on asymptotic expansion
Zhang, S. M.
;
Feng, Y.
- In:
Quantitative finance
19
(
2019
)
2
,
pp. 211-226
Persistent link: https://www.econbiz.de/10012194649
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