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Stochastic process
Volatilität
1,251
Volatility
1,208
Stochastischer Prozess
1,064
Stochastic volatility
1,010
stochastic volatility
984
Optionspreistheorie
957
Option pricing theory
932
option pricing
688
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634
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424
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374
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362
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310
Option trading
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249
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240
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237
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237
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215
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212
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209
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207
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195
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187
Markov chain
181
Markov-Kette
177
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174
Black-Scholes model
172
Black-Scholes-Modell
170
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167
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164
Option Pricing
164
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160
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154
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153
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Mumtaz, Haroon
21
Clark, Todd E.
17
Carriero, Andrea
14
Chan, Joshua
14
Marcellino, Massimiliano
14
Cui, Zhenyu
13
Zhang, Bo
12
Escobar, Marcos
11
Tauchen, George Eugene
11
Theodoridis, Konstantinos
10
Todorov, Viktor
10
Koopman, Siem Jan
9
Kirkby, J. Lars
8
Mertens, Elmar
8
Bos, Charles S.
7
Chiarella, Carl
7
He, Xin-Jiang
7
Kim, Young Shin
7
McAleer, Michael
7
Shin, Minchul
7
Asai, Manabu
6
Cross, Jamie
6
Fabozzi, Frank J.
6
Filipović, Damir
6
Gnoatto, Alessandro
6
Leippold, Markus
6
Li, Chenxu
6
Li, Jia
6
Maneesoonthorn, Worapree
6
Martin, Gael M.
6
Nguyen, Duy
6
Rodriguez, Gabriel
6
Vives, Josep
6
Österholm, Pär
6
Aguilar, Jean-Philippe
5
Bormetti, Giacomo
5
Branger, Nicole
5
Chan, Jiun Hong
5
Grasselli, Martino
5
Ignatieva, Ekaterina
5
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International journal of theoretical and applied finance
65
Quantitative finance
46
Journal of econometrics
34
Journal of economic dynamics & control
24
Applied mathematical finance
23
Discussion paper / Tinbergen Institute
22
The journal of computational finance
22
European journal of operational research : EJOR
20
Finance research letters
20
Computational economics
19
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
18
Risks : open access journal
16
Insurance / Mathematics & economics
15
Journal of banking & finance
15
Journal of mathematical finance
15
Working paper
15
Finance and stochastics
14
International journal of financial engineering
14
CAMA working paper series
13
Economic modelling
13
Review of derivatives research
13
Energy economics
12
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
12
The North American journal of economics and finance : a journal of financial economics studies
12
Annals of finance
11
Journal of financial econometrics : official journal of the Society for Financial Econometrics
11
Journal of risk and financial management : JRFM
11
Econometrics : open access journal
10
Economics letters
10
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
Applied economics
9
International journal of forecasting
9
Research paper series / Swiss Finance Institute
9
Econometric reviews
8
Journal of forecasting
8
Mathematical finance : an international journal of mathematics, statistics and financial economics
8
Review of quantitative finance and accounting
8
The journal of futures markets
8
Asia-Pacific financial markets
7
Decisions in economics and finance : DEF ; a journal of applied mathematics
7
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ECONIS (ZBW)
1,036
RePEc
1
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1
Combining long memory and level shifts in modelling and forecasting the volatility of asset returns
Varneskov, Rasmus Tangsgaard
;
Perron, Pierre
- In:
Quantitative finance
18
(
2018
)
3
,
pp. 371-393
Persistent link: https://www.econbiz.de/10011906384
Saved in:
2
Higher order approximation of option prices in Barndorff-Nielsen and Shephard models
Guinea Juliá, Álvaro
;
Roux, Alet
- In:
Quantitative finance
24
(
2024
)
8
,
pp. 1057-1076
Persistent link: https://www.econbiz.de/10015196870
Saved in:
3
Double barrier options in regime-switching hyper-exponential jump-diffusion models
Boyarchenko, Mitya
;
Bojarčenko, Svetlana I.
- In:
International journal of theoretical and applied finance
14
(
2011
)
7
,
pp. 1005-1043
Persistent link: https://www.econbiz.de/10009407678
Saved in:
4
Static hedging of standard options
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 3-46
Persistent link: https://www.econbiz.de/10010233614
Saved in:
5
Risk-neutral modeling with affine and nonaffine models
Durham, Garland B.
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
4
,
pp. 650-681
Persistent link: https://www.econbiz.de/10010233868
Saved in:
6
Option pricing with time-changed Lévy processes
Klingler, Sven
;
Kim, Young Shin
;
Račev, Svetlozar T.
; …
- In:
Applied financial economics
23
(
2013
)
13/15
,
pp. 1231-1238
Persistent link: https://www.econbiz.de/10010204746
Saved in:
7
Perpetual options on multiple underlyings
Duck, Peter W.
;
Evatt, Geoffrey W.
;
Johnson, Paul V.
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 174-200
Persistent link: https://www.econbiz.de/10010352003
Saved in:
8
Exotic geometric average options pricing under stochastic volatility
Tahani, Nabil
- In:
Applied mathematical finance
20
(
2013
)
3/4
,
pp. 229-245
Persistent link: https://www.econbiz.de/10010187667
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9
An empirical comparison of two stochastic volatility models using Indian market data
Iyer, Srikanth K.
;
Nanda, Seema
;
Kumar, Swapnil
- In:
Asia-Pacific financial markets
20
(
2013
)
3
,
pp. 243-259
Persistent link: https://www.econbiz.de/10010188304
Saved in:
10
Asymptotic expansion formula of option price under multifactor Heston model
Nagashima, Kazuki
;
Chung, Tsz-Kin
;
Tanaka, Keiichi
- In:
Asia-Pacific financial markets
21
(
2014
)
4
,
pp. 351-396
Persistent link: https://www.econbiz.de/10010511560
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