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Stochastic process
Theorie
38
Theory
38
Volatility
37
Volatilität
37
Stochastischer Prozess
28
Option pricing theory
24
Optionspreistheorie
24
Portfolio selection
21
Portfolio-Management
21
Spieltheorie
10
Derivat
9
Derivative
9
Game theory
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Duopol
8
Duopoly
8
Hedging
7
Risiko
7
Risk
7
Capital income
6
Kapitaleinkommen
6
Oligopol
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Oligopoly
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stochastic volatility
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Black-Scholes model
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Black-Scholes-Modell
4
Börsenkurs
4
CAPM
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Experiment
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Financial economics
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Financial market
4
Finanzmarkt
4
Kapitalmarkttheorie
4
Mathematical programming
4
Mathematische Optimierung
4
Share price
4
Aktienoption
3
Credit risk
3
Dynamic game
3
Dynamisches Spiel
3
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12
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Book / Working Paper
15
Article
13
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13
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13
Bibliografie enthalten
1
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English
28
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Sircar, Ronnie
14
Sircar, Kaushik Ronnie
13
Fouque, Jean-Pierre
11
Papanicolaou, George
6
Bichuch, Maxim
3
Sølna, Knut
3
Agarwal, Ankush
2
Krishnan, Nikhil
2
Lorig, Matthew
2
Papanicolaou, Andrew
2
Avanesyan, Levon
1
Bayraktar, Erhan
1
Brown, Isaiah
1
Chan, Patrick
1
Funk, Jacob
1
Ilhan, Aytaç
1
Jonsson, Mattias
1
Juneja, Sandeep
1
Leung, Tim
1
Poor, H.Vincent
1
Shkolnikov, Mykhaylo
1
Solna, Knut
1
Sturm, Stephan
1
Zariphopoulou, Thaleia
1
Zariphopoulou-Souganidis, Thaleia
1
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Applied mathematical finance
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Finance and stochastics
3
International journal of theoretical and applied finance
2
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ECONIS (ZBW)
28
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1
Partial hedging in a stochastic volatility environment
Jonsson, Mattias
- In:
Mathematical finance : an international journal of …
12
(
2002
)
4
,
pp. 375-409
Persistent link: https://www.econbiz.de/10001741949
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2
Optimal static-dynamic hedges for barrier options
Ilhan, Aytaç
;
Sircar, Kaushik Ronnie
- In:
Mathematical finance : an international journal of …
16
(
2006
)
2
,
pp. 359-385
Persistent link: https://www.econbiz.de/10003326016
Saved in:
3
Stochastic volatility effects on defaultable bonds
Fouque, Jean-Pierre
;
Sircar, Kaushik Ronnie
;
Sølna, Knut
- In:
Applied mathematical finance
13
(
2006
)
3
,
pp. 215-244
Persistent link: https://www.econbiz.de/10003383651
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4
Second order multiscale stochastic volatility asymptotics : stochastic terminal layer analysis and calibration
Fouque, Jean-Pierre
;
Lorig, Matthew
;
Sircar, Kaushik Ronnie
- In:
Finance and stochastics
20
(
2016
)
3
,
pp. 543-588
Persistent link: https://www.econbiz.de/10011530043
Saved in:
5
Implied volatility of leveraged ETF options
Leung, Tim
;
Sircar, Kaushik Ronnie
- In:
Applied mathematical finance
22
(
2015
)
1/2
,
pp. 162-188
Persistent link: https://www.econbiz.de/10010505139
Saved in:
6
Maturity cycles in implied volatility
Fouque, Jean-Pierre
;
Papanicolaou, George
;
Sircar, Ronnie
; …
- In:
Finance and stochastics
8
(
2004
)
4
,
pp. 451-477
Persistent link: https://www.econbiz.de/10002261414
Saved in:
7
Estimating the fractal dimension of the S&P 500 index using wavelet analysis
Bayraktar, Erhan
;
Poor, H.Vincent
;
Sircar, Kaushik Ronnie
- In:
International journal of theoretical and applied finance
7
(
2004
)
5
,
pp. 615-643
Persistent link: https://www.econbiz.de/10002171489
Saved in:
8
Mean-reverting stochastic volatility
Fouque, Jean-Pierre
;
Papanicolaou, George
;
Sircar, …
- In:
International journal of theoretical and applied finance
3
(
2000
)
1
,
pp. 101-142
Persistent link: https://www.econbiz.de/10001488358
Saved in:
9
Derivatives in financial markets with stochastic volatility
Fouque, Jean-Pierre
;
Papanicolaou, George
;
Sircar, …
-
2000
Persistent link: https://www.econbiz.de/10001464269
Saved in:
10
Stochastic volatility, smile & asymptotics
Sircar, Kaushik Ronnie
;
Papanicolaou, George
- In:
Applied mathematical finance
6
(
1999
)
2
,
pp. 107-145
Persistent link: https://www.econbiz.de/10001449244
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