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~subject:"Statistische Verteilung"
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Statistische Verteilung
Lévy processes
234
Stochastischer Prozess
118
Stochastic process
114
Option pricing theory
94
Optionspreistheorie
94
Volatilität
42
Volatility
40
Theorie
26
Lévy Processes
24
Derivat
22
Derivative
22
Optionsgeschäft
22
asymptotic expansions
22
Option trading
21
Theory
21
Asymptotic expansions
20
Asset and Liability Management
16
Benchmarked Asset Management
16
Classical Solutions
16
Dynamic Investment Management
16
Hamilton–Jacobi–Bellman Equations
16
Jump Diffusion Processes
16
Kelly Criterion
16
Risk Sensitive Control
16
Stochastic Control
16
Viscosity Solutions
16
Portfolio selection
15
Portfolio-Management
15
Option pricing
14
Statistical distribution
12
option pricing
11
stochastic volatility
10
Black-Scholes model
9
Black-Scholes-Modell
9
Markov chain
9
Markov-Kette
9
Schätztheorie
9
Estimation theory
8
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12
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Barabesi, Lucio
1
Barbachan, José Santiago Fajardo
1
Bianchi, Michele Leonardo
1
Blanco, Iván
1
Cerasa, Andrea
1
Cerioli, Andrea
1
Choy, S. T. Boris
1
Fabozzi, Frank J.
1
Farkas, Walter
1
Grabchak, Michael
1
Guerra, João
1
Hamza, Kais
1
Klebaner, Fima C.
1
Kwok, Simon Sai Man
1
Landsman, Zinoviy
1
Mao, Tiantian
1
Mathys, Ludovic
1
Michaelsen, Markus
1
Mordecki, Ernesto
1
Ngom, Waly
1
Olivera, Federico de
1
Perrotta, Domenico
1
Peña Sánchez de Rivera, Juan Ignacio
1
Račev, Svetlozar T.
1
Rodríguez, Rosa
1
Santos, André
1
Stupfler, Gilles
1
Tan, Ying-oon
1
Vasiljević, Nikola
1
Yang, Fan
1
Yeap, Claudia
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International journal of theoretical and applied finance
2
Annals of finance
1
Asia-Pacific financial markets
1
Computational economics
1
European journal of operational research : EJOR
1
Insurance / Mathematics & economics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of mathematical finance
1
Research paper series / Swiss Finance Institute
1
Swiss Finance Institute Research Paper
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The energy journal
1
The journal of risk model validation
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ECONIS (ZBW)
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1
Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks
Mao, Tiantian
;
Stupfler, Gilles
;
Yang, Fan
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 173-192
Persistent link: https://www.econbiz.de/10014317144
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2
Option pricing for symmetric Lévy returns with applications
Hamza, Kais
;
Klebaner, Fima C.
;
Landsman, Zinoviy
;
Tan, …
- In:
Asia-Pacific financial markets
22
(
2015
)
1
,
pp. 27-52
Persistent link: https://www.econbiz.de/10010511553
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3
Conditional law of the hitting time for a Lévy process in incomplete observation
Ngom, Waly
- In:
Journal of mathematical finance
5
(
2015
)
5
,
pp. 505-524
Persistent link: https://www.econbiz.de/10011440708
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4
Modeling international trade data with the Tweedie distribution for anti-fraud and policy support
Barabesi, Lucio
;
Cerasa, Andrea
;
Perrotta, Domenico
; …
- In:
European journal of operational research : EJOR
249
(
2016
)
3
,
pp. 1031-1043
Persistent link: https://www.econbiz.de/10011412508
Saved in:
5
Does value-at-risk encourage diversification when losses follow tempered stable or more general Lévy processes?
Grabchak, Michael
- In:
Annals of finance
10
(
2014
)
4
,
pp. 553-568
Persistent link: https://www.econbiz.de/10010463508
Saved in:
6
Information flow dependence in financial markets
Michaelsen, Markus
- In:
International journal of theoretical and applied finance
23
(
2020
)
5
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012496727
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7
A flexible generalized hyperbolic option pricing model and its special cases
Yeap, Claudia
;
Kwok, Simon Sai Man
;
Choy, S. T. Boris
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
3
,
pp. 425-460
Persistent link: https://www.econbiz.de/10011987791
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8
Calibrating the Italian smile with time-varying volatility and heavy-tailed models
Bianchi, Michele Leonardo
;
Račev, Svetlozar T.
; …
- In:
Computational economics
51
(
2018
)
3
,
pp. 339-378
Persistent link: https://www.econbiz.de/10011963681
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9
Modelling electricity swaps with stochastic forward premium models
Blanco, Iván
;
Peña Sánchez de Rivera, Juan Ignacio
; …
- In:
The energy journal
39
(
2018
)
2
,
pp. 1-33
Persistent link: https://www.econbiz.de/10011825389
Saved in:
10
Skewed Lévy models and implied volatility skew
Olivera, Federico de
;
Barbachan, José Santiago Fajardo
; …
- In:
International journal of theoretical and applied finance
21
(
2018
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011854458
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