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Optionspreistheorie
Stochastischer Prozess
17,204
Stochastic process
16,763
Theorie
15,993
Theory
15,734
Markov chain
7,872
Lagerhaltungsmodell
7,667
Inventory model
7,607
Markov-Kette
7,578
Volatilität
4,494
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4,430
Lagermanagement
4,023
Warehouse management
4,019
Option pricing theory
3,367
Mathematische Optimierung
2,991
Mathematical programming
2,978
Lieferkette
2,848
Supply chain
2,848
Schätzung
2,746
Estimation
2,700
Zeitreihenanalyse
2,145
Time series analysis
2,096
Portfolio-Management
1,742
Portfolio selection
1,735
Prognoseverfahren
1,445
Forecasting model
1,424
USA
1,422
Schätztheorie
1,421
Estimation theory
1,403
United States
1,384
Bayes-Statistik
1,338
Bayesian inference
1,329
Monte Carlo simulation
1,291
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1,291
Simulation
1,226
Börsenkurs
1,061
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1,060
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1,058
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1,030
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975
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2,141
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1,278
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2,039
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Cui, Zhenyu
44
Chiarella, Carl
29
Elliott, Robert J.
29
Takahashi, Akihiko
27
Carr, Peter
24
Nguyen, Duy
24
Madan, Dilip B.
23
Siu, Tak Kuen
23
Fabozzi, Frank J.
22
Alòs, Elisa
19
Hainaut, Donatien
19
Kim, Young Shin
18
Oosterlee, Cornelis W.
18
Escobar, Marcos
17
Wang, Xingchun
17
Kohlmann, Michael
15
Račev, Svetlozar T.
15
Filipović, Damir
14
Grasselli, Martino
14
Jacquier, Antoine (Jack)
14
Kirkby, Justin
14
Li, Lingfei
14
Lorig, Matthew
14
Ziveyi, Jonathan
14
Forde, Martin
13
Fouque, Jean-Pierre
13
Hess, Markus
13
Kang, Boda
13
Levendorskij, Sergej Z.
13
Schoutens, Wim
13
Shiraya, Kenichiro
13
Wang, Yongjin
13
Wong, Hoi Ying
13
Yamada, Toshihiro
13
Yamazaki, Akira
13
Benth, Fred Espen
12
Eberlein, Ernst
12
Gatheral, Jim
12
Grzelak, Lech A.
12
Kirkby, J. Lars
12
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National Bureau of Economic Research
5
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
Technische Hochschule Mittelhessen
1
Universitat Pompeu Fabra / Departament d'Economia i Empresa
1
University of Exeter / Department of Economics
1
Universität Ulm
1
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International journal of theoretical and applied finance
222
Quantitative finance
108
Applied mathematical finance
90
The journal of computational finance
89
Finance and stochastics
86
Insurance / Mathematics & economics
70
Mathematical finance : an international journal of mathematics, statistics and financial theory
68
European journal of operational research : EJOR
64
International journal of financial engineering
56
Computational economics
51
Journal of mathematical finance
47
Review of derivatives research
45
Risks : open access journal
44
Finance research letters
43
The journal of futures markets
42
Journal of economic dynamics & control
40
Journal of banking & finance
33
The North American journal of economics and finance : a journal of financial economics studies
33
Annals of finance
30
Journal of econometrics
29
Asia-Pacific financial markets
26
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
24
Research paper series / Swiss Finance Institute
24
Energy economics
22
The European journal of finance
22
The journal of derivatives : the official publication of the International Association of Financial Engineers
22
Journal of risk and financial management : JRFM
21
Mathematical finance : an international journal of mathematics, statistics and financial economics
21
Economic modelling
17
Mathematics and financial economics
17
Operations research letters
17
Journal of financial economics
15
Mathematics of operations research
15
Review of quantitative finance and accounting
15
SFB 649 discussion paper
15
Decisions in economics and finance : DEF ; a journal of applied mathematics
14
Applied economics
13
Mathematical methods of operations research
13
Discussion paper / B
12
Decisions in economics and finance : a journal of applied mathematics
11
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ECONIS (ZBW)
3,372
EconStor
40
USB Cologne (EcoSocSci)
7
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1
Entwurf eines Optionspreismodells mit stochastischer Volatilität und tendenziell stabiler IVF-Struktur
Hausmann, Wilfried
-
2007
Persistent link: https://www.econbiz.de/10003635776
Saved in:
2
Option pricing for pure jump processes with Markov switching compensators
Elliott, Robert J. R.
;
Osakwe, Carlton-James U.
- In:
Finance and stochastics
10
(
2006
)
2
,
pp. 250-275
Persistent link: https://www.econbiz.de/10003334921
Saved in:
3
MCMC methods for continuous-time financial econometrics
Johannes, Michael
;
Polson, Nicholas G.
-
2010
Persistent link: https://www.econbiz.de/10003900732
Saved in:
4
Option pricing with continuous-time Markov chain regime switching
Edwards, Craig Steven
-
2004
Persistent link: https://www.econbiz.de/10003378770
Saved in:
5
Computational methods for Levy and jump diffusion processes : applications in financial engineering
Feng, Liming
-
2006
Persistent link: https://www.econbiz.de/10003908099
Saved in:
6
The role of stochastic volatility and return jumps : reproducing volatility and higher moments in the KOSPI 200 returns dynamics
Kim, In-joon
;
Baek, In-Seok
;
Noh, Jaesun
;
Kim, Sol
- In:
Review of quantitative finance and accounting
29
(
2007
)
1
,
pp. 69-110
Persistent link: https://www.econbiz.de/10003600092
Saved in:
7
Lévy processes driven by stochastic volatility
Chourdakis, Kyriakos
- In:
Asia-Pacific financial markets
12
(
2005
)
4
,
pp. 333-352
Persistent link: https://www.econbiz.de/10003496705
Saved in:
8
On computing complete distributions for American and European standard and exotic options on stocks paying discrete dividends with applications to stochastic dominance analysis
Hodges, Paul E.
;
Haensly, Paul J.
;
Theis, John
- In:
Quarterly journal of business and economics : QJBE
46
(
2007
)
3
,
pp. 45-64
Persistent link: https://www.econbiz.de/10003547145
Saved in:
9
Pricing and hedging of rating-sensitive claims modeled by F-doubly stochastic Markov chains
Jakubowski, Jacek
;
Niewęgłowski, Mariusz
- In:
Advanced mathematical methods for finance
,
(pp. 417-453)
.
2011
Persistent link: https://www.econbiz.de/10008991278
Saved in:
10
Exotic options with Lévy processes : the Markovian approach
Ortobelli Lozza, Sergio
;
Staino, Alessandro
- In:
Investment management and financial innovations
8
(
2011
)
1
,
pp. 140-156
Persistent link: https://www.econbiz.de/10009153809
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