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Optionspreistheorie
Entropy
2,228
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1,886
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1,592
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1,579
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969
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846
entropy
426
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Vilsmeier, Johannes
7
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5
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5
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4
Gzyl, Henryk
3
Liu, Yan
3
Belomestny, Denis
2
Branger, Nicole
2
Burkovska, Olena
2
Fard, Farzad Alavi
2
Glau, Kathrin
2
Herrmann, Klaus
2
Hubalek, Friedrich
2
Krätschmer, Volker
2
Laurent, Jean-Paul
2
Leisen, Dietmar
2
Matros, Philipp
2
Mwaniki, Ivivi Joseph
2
Sheraz, Muhammad
2
Wegmann, Georg
2
Wohlmuth, Barbara
2
Yu, Xisheng
2
Alexandridis, Antonios K.
1
Almeida, Caio
1
Ardakani, Omid M.
1
Ardison, Kym
1
Arrieta, Daniel
1
Assonken, Patrick
1
Avellaneda, Marco
1
Azevedo, Rafael
1
Baker, Christopher
1
Ben Salah, Zied
1
Bernard, Carole
1
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1
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1
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1
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1
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International journal of theoretical and applied finance
8
Finance and stochastics
5
The journal of computational finance
4
Applied mathematical finance
3
Advances in econometrics
2
Applying maximum entropy to econometric problems
2
BGPE discussion paper : Bavarian graduate program in economics
2
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2
International journal of financial engineering
2
The North American journal of economics and finance : a journal of financial economics studies
2
The journal of futures markets
2
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Annals of finance
1
Asia-Pacific financial markets
1
Asia-Pacific journal of risk and insurance : APJRI
1
Australian journal of management
1
Bundesbank Discussion Paper
1
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1
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Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Decisions in economics and finance : a journal of applied mathematics
1
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1
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1
Diskussionspapier 85 / 2009
1
Diskussionspapiere / Friedrich-Alexander-Universität Erlangen-Nürnberg, Lehrstuhl für Statistik und Ökonometrie
1
Economic dynamics and sustainable development ; Part 1
1
Economic dynamics and sustainable development ; Part 2
1
Entropy, 2019
1
Expert journal of economics
1
Finance research letters
1
Friedrich-Alexander-Universität - Lehrstuhl für Statistik und Ökonometrie - Diskussionspapiere (Lehrstuhl)
1
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1
Hitotsubashi journal of economics
1
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1
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1
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ECONIS (ZBW)
89
USB Cologne (business full texts)
2
EconStor
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USB Cologne (EcoSocSci)
1
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41
A semimartingale BSDE related to the minimal
entropy
martingale measure
Mania, Michael
;
Santacroce, Marina
;
Tevzadze, Revaz
- In:
Finance and stochastics
7
(
2003
)
3
,
pp. 385-402
Persistent link: https://www.econbiz.de/10001771742
Saved in:
42
Bewertung nicht redundanter Finanzderivate mittels Entropie und Cross-Entropie
Branger, Nicole
-
2002
-
1. Aufl.
Persistent link: https://www.econbiz.de/10001653604
Saved in:
43
The
entropy
theory of bond option pricing
Gulko, Les
- In:
International journal of theoretical and applied finance
5
(
2002
)
4
,
pp. 355-383
Persistent link: https://www.econbiz.de/10001682218
Saved in:
44
Convergence of minimum
entropy
option prices for weakly converging incomplete market models
Hubalek, Friedrich
;
Hudetz, Thomas
- In:
International journal of theoretical and applied finance
3
(
2000
)
3
,
pp. 559-560
Persistent link: https://www.econbiz.de/10001524384
Saved in:
45
Pricing via utility maximization and
entropy
Rouge, Richard
;
El Karoui, Nicole
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 259-276
Persistent link: https://www.econbiz.de/10002177670
Saved in:
46
Bayesian inference, prior information on volatility, and option pricing : a maximum
entropy
approach
Venagas-Martínez, Francisco
- In:
International journal of theoretical and applied finance
8
(
2005
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10002625103
Saved in:
47
Maximum
entropy
in option pricing : a convex-spline smoothing method
Guo, Weiyu
- In:
The journal of futures markets
21
(
2001
)
9
,
pp. 819-832
Persistent link: https://www.econbiz.de/10001595306
Saved in:
48
Pricing stock and bond options in incomplete markets
Gulko, Les
- In:
The journal of portfolio management : a publication of …
34
(
2007/08
)
4
,
pp. 98-107
Persistent link: https://www.econbiz.de/10003769599
Saved in:
49
Option pricing based on geometric stable processes and minimal
entropy
martingale measures
Miyahara, Yoshio
;
Moriwaki, Naruhiko
- In:
Recent advances in financial engineering : proceedings …
,
(pp. 119-133)
.
2009
Persistent link: https://www.econbiz.de/10003871176
Saved in:
50
Pricing for geometric marked point processes under partial information :
entropy
approach
Ceci, Claudia
;
Gerardi, Anna
- In:
International journal of theoretical and applied finance
12
(
2009
)
2
,
pp. 179-207
Persistent link: https://www.econbiz.de/10003855758
Saved in:
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