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Stochastic process
Lévy processes
234
Stochastischer Prozess
118
Option pricing theory
94
Optionspreistheorie
94
Volatilität
42
Volatility
40
Theorie
26
Lévy Processes
24
Derivat
22
Derivative
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Optionsgeschäft
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asymptotic expansions
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Option trading
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Asset and Liability Management
16
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Hamilton–Jacobi–Bellman Equations
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Jump Diffusion Processes
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Kelly Criterion
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Risk Sensitive Control
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Stochastic Control
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Viscosity Solutions
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Portfolio selection
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Portfolio-Management
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Option pricing
14
Statistical distribution
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Statistische Verteilung
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option pricing
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stochastic volatility
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Black-Scholes model
9
Black-Scholes-Modell
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Markov chain
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Markov-Kette
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Schätztheorie
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114
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Yamazaki, Kazutoshi
6
Ballotta, Laura
4
Eberlein, Ernst
4
Levendorskij, Sergej Z.
4
Pérez, José-Luis
4
Barbachan, José Santiago Fajardo
3
Benth, Fred Espen
3
Chan, Tat Lung
3
Fabozzi, Frank J.
3
Hughston, Lane P.
3
Arai, Takuji
2
Ben-Ameur, Hatem
2
Bianchi, Michele Leonardo
2
Bouzianis, George
2
Chérif, Rim
2
Elliott, Robert J.
2
Fusai, Gianluca
2
Guerra, João
2
Habtemicael, Semere
2
Kallsen, Jan
2
Krühner, Paul
2
Kyriakou, Ioannis
2
Maggistro, Rosario
2
Mandjes, Michel
2
Mayer, Philipp
2
Michaelsen, Markus
2
Noba, Kei
2
Packham, Natalie
2
Pirjol, Dan
2
Račev, Svetlozar T.
2
Rémillard, Bruno N.
2
Schmidt, Thorsten
2
Schmidt, Wolfgang M.
2
SenGupta, Indranil
2
Shiraya, Kenichiro
2
Suzuki, Ryoichi
2
Vives, Josep
2
Yamazaki, Akira
2
Zeineddine, Raghid
2
Zoccolan, Ivan
2
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International journal of theoretical and applied finance
13
Applied mathematical finance
8
Finance and stochastics
5
International journal of financial engineering
5
Operations research letters
5
Quantitative finance
5
European journal of operational research : EJOR
4
Insurance / Mathematics & economics
4
Mathematics of operations research
4
The European journal of finance
4
The journal of computational finance
4
Asia-Pacific financial markets
3
Computational economics
3
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
2
Insurance : mathematics and economics
2
Journal of banking & finance
2
Risks : open access journal
2
Scandinavian actuarial journal
2
The North American journal of economics and finance : a journal of financial economics studies
2
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Annals of finance
1
Annals of financial economics
1
Application of operations research to financial markets
1
Applied economics
1
Applied financial economics
1
CARF working paper
1
Computational Management Science : CMS
1
Economics letters
1
FFA Working Papers : FFA working paper
1
Finance research letters
1
Financial markets and portfolio management
1
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
1
IMA journal of management mathematics
1
International journal of theoretical and applied finance : IJTAF
1
International review of economics & finance : IREF
1
Journal of economic theory
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial economics
1
Journal of mathematical finance
1
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ECONIS (ZBW)
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1
Asymptotic solutions for Australian options with low volatility
Ting, Sai Hung Marten
;
Ewald, Christian-Oliver
- In:
Applied mathematical finance
21
(
2014
)
5/6
,
pp. 595-613
Persistent link: https://www.econbiz.de/10010500870
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2
Pricing average and spread options under local-stochastic volatility jump-diffusion models
Shiraya, Kenichiro
;
Takahashi, Akihiko
- In:
Mathematics of operations research
44
(
2019
)
1
,
pp. 303-333
Persistent link: https://www.econbiz.de/10012001122
Saved in:
3
Proof of non-convergence of the short-maturity expansion for the SABR model
Lewis, Alan L.
;
Pirjol, Dan
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1747-1757
Persistent link: https://www.econbiz.de/10013367944
Saved in:
4
Subleading correction to the Asian options volatility in the black-scholes model
Pirjol, Dan
- In:
International journal of theoretical and applied …
26
(
2023
)
2/3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014365668
Saved in:
5
American and European options in multi-factor jump-diffusion models, near expiry
Levendorskij, Sergej Z.
- In:
Finance and stochastics
12
(
2008
)
4
,
pp. 541-560
Persistent link: https://www.econbiz.de/10003899270
Saved in:
6
A new type of barrier options : lizard option
Kawanishi, Yasuhiro
- In:
Asia-Pacific financial markets
22
(
2015
)
1
,
pp. 75-86
Persistent link: https://www.econbiz.de/10010511547
Saved in:
7
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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8
Static hedging under maturity mismatch
Mayer, Philipp
;
Packham, Natalie
;
Schmidt, Wolfgang M.
- In:
Finance and stochastics
19
(
2015
)
3
,
pp. 509-539
Persistent link: https://www.econbiz.de/10011418246
Saved in:
9
On a Heath-Jarrow-Morton approach for stock options
Kallsen, Jan
;
Krühner, Paul
- In:
Finance and stochastics
19
(
2015
)
3
,
pp. 583-615
Persistent link: https://www.econbiz.de/10011418308
Saved in:
10
Bias in the estimation of mean reversion in continuous-time Lévy processes
Bao, Yong
;
Ullah, Aman
;
Wang, Yun
;
Yu, Jun
- In:
Economics letters
134
(
2015
),
pp. 16-19
Persistent link: https://www.econbiz.de/10011432138
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