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~subject:"Optionspreistheorie"
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Optionspreistheorie
Theorie
75
Theory
75
Volatility
37
Volatilität
37
Capital income
29
Kapitaleinkommen
29
Estimation theory
25
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25
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23
Portfolio selection
21
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21
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17
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17
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15
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15
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14
Option pricing theory
13
Maximum likelihood estimation
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Yield curve
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Zinsstruktur
12
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
Derivat
9
Derivative
9
Jumps
9
Noise Trading
9
Noise trading
9
Risikoprämie
9
Risk premium
9
Zeitreihenanalyse
9
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8
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7
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7
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4
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4
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2
Graue Literatur
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2
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English
13
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Aït-Sahalia, Yacine
13
Duarte, Jefferson
2
Hansen, Lars Peter
2
Lo, Andrew W.
2
Fan, Jianqing
1
Li, Chen Xu
1
Li, Chenxu
1
Peng, Heng
1
Wang, Yubo
1
Xiu, Dacheng
1
Yared, Francis
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Journal of econometrics
4
Working paper / National Bureau of Economic Research, Inc.
4
Handbooks in finance
2
The journal of finance : the journal of the American Finance Association
2
Journal of the American Statistical Association : JASA
1
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ECONIS (ZBW)
13
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1
Nonparametric estimation of state-price densities implicit in financial asset prices
Aït-Sahalia, Yacine
;
Lo, Andrew W.
-
1995
Persistent link: https://www.econbiz.de/10000935916
Saved in:
2
Nonparametric pricing of interest rate derivative securities
Aït-Sahalia, Yacine
-
1995
Persistent link: https://www.econbiz.de/10000923501
Saved in:
3
Nonparametric estimation of state-price densities implicit in financial asset prices
Aït-Sahalia, Yacine
- In:
The journal of finance : the journal of the American …
53
(
1998
)
2
,
pp. 499-547
Persistent link: https://www.econbiz.de/10001238271
Saved in:
4
Increased correlation among asset classes : Are volatility or jumps to blame, or both?
Aït-Sahalia, Yacine
;
Xiu, Dacheng
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 205-219
Persistent link: https://www.econbiz.de/10011705106
Saved in:
5
Nonparametric option pricing under shape restrictions
Aït-Sahalia, Yacine
;
Duarte, Jefferson
- In:
Journal of econometrics
116
(
2003
)
1/2
,
pp. 9-47
Persistent link: https://www.econbiz.de/10001772140
Saved in:
6
Telling from discrete data whether the underlying continuous-time model is a diffusion
Aït-Sahalia, Yacine
- In:
The journal of finance : the journal of the American …
57
(
2002
)
5
,
pp. 2075-2112
Persistent link: https://www.econbiz.de/10001709404
Saved in:
7
Telling from discrete data whether the underlying continuous-time model is a diffusion
Aït-Sahalia, Yacine
-
2001
Persistent link: https://www.econbiz.de/10001614008
Saved in:
8
Nonparametric option pricing under shape restrictions
Aït-Sahalia, Yacine
;
Duarte, Jefferson
-
2002
Persistent link: https://www.econbiz.de/10001669271
Saved in:
9
Do option markets correctly price the probabilities of movement of the underlying asset?
Aït-Sahalia, Yacine
;
Wang, Yubo
;
Yared, Francis
- In:
Journal of econometrics
102
(
2001
)
1
,
pp. 67-110
Persistent link: https://www.econbiz.de/10001575286
Saved in:
10
Tools and techniques
Aït-Sahalia, Yacine
(
ed.
);
Hansen, Lars Peter
(
ed.
)
-
2010
Persistent link: https://www.econbiz.de/10003898678
Saved in:
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