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Stochastic process
Volatility
40,913
Volatilität
40,645
Theorie
21,713
Theory
21,214
Optionspreistheorie
14,810
Option pricing theory
14,351
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13,957
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13,923
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11,350
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9,990
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9,771
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7,823
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6,657
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6,569
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6,568
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6,067
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5,977
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5,959
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5,745
Stochastischer Prozess
5,603
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5,123
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5,009
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4,914
Exchange rate
4,901
Portfolio-Management
4,527
Portfolio selection
4,500
Finanzmarkt
4,403
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4,299
Prognoseverfahren
4,235
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4,180
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3,873
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McAleer, Michael
69
Chiarella, Carl
40
Asai, Manabu
37
Cui, Zhenyu
37
Koopman, Siem Jan
35
Chan, Joshua
34
Todorov, Viktor
34
Takahashi, Akihiko
32
Madan, Dilip B.
29
Escobar, Marcos
28
Barndorff-Nielsen, Ole E.
26
Benth, Fred Espen
26
Shephard, Neil G.
26
Clark, Todd E.
25
Fabozzi, Frank J.
25
Mumtaz, Haroon
25
Platen, Eckhard
25
Carr, Peter
24
Tauchen, George Eugene
23
Nguyen, Duy
22
Elliott, Robert J.
21
Fouque, Jean-Pierre
21
Hainaut, Donatien
21
Yu, Jun
21
Alòs, Elisa
20
Andersen, Torben
20
Oosterlee, Cornelis W.
20
Carriero, Andrea
19
Grasselli, Martino
19
Wong, Hoi Ying
19
Marcellino, Massimiliano
18
Bos, Charles S.
17
Hafner, Christian M.
17
Kang, Boda
17
Martin, Gael M.
17
Renault, Eric
17
Renò, Roberto
17
Rodriguez, Gabriel
17
Wang, Xingchun
17
Härdle, Wolfgang
16
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Centre for Analytical Finance <Århus>
6
Chambre de commerce et d'industrie de Paris
3
Nuffield College
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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2
International Center for Financial Asset Management and Engineering
2
University of Canterbury / Dept. of Economics and Finance
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University of Exeter / Department of Economics
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Weierstraß-Institut für Angewandte Analysis und Stochastik
2
Australian National University / Faculty of Economics and Commerce
1
Bachelier Finance Society
1
Centre for Economic Policy Research
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Christian-Albrechts-Universität zu Kiel
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Eberhard Karls Universität Tübingen
1
Econometrisch Instituut <Rotterdam>
1
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1
Federal Reserve Bank of Cleveland
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Rodney L. White Center for Financial Research
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Society of Actuaries
1
Springer International Publishing
1
Springer-Verlag GmbH
1
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Taylor and Francis.
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
1
Universitat Pompeu Fabra / Departament d'Economia i Empresa
1
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University of Chicago / Graduate School of Business
1
Universität Trier
1
Universität Ulm
1
Université de Montréal / Département de sciences économiques
1
Zentrum für Europäische Wirtschaftsforschung
1
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International journal of theoretical and applied finance
241
Quantitative finance
127
Journal of econometrics
111
Finance and stochastics
110
Applied mathematical finance
104
The journal of computational finance
95
Mathematical finance : an international journal of mathematics, statistics and financial theory
85
Insurance / Mathematics & economics
82
Computational economics
68
European journal of operational research : EJOR
68
Journal of economic dynamics & control
65
Discussion paper / Tinbergen Institute
61
International journal of financial engineering
61
Journal of mathematical finance
59
Risks : open access journal
58
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
57
Finance research letters
51
Journal of banking & finance
49
The journal of futures markets
46
Annals of finance
45
Econometric reviews
45
Review of derivatives research
44
Energy economics
39
Research paper series / Swiss Finance Institute
39
The North American journal of economics and finance : a journal of financial economics studies
39
Working paper
39
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
38
Journal of financial econometrics : official journal of the Society for Financial Econometrics
34
Journal of risk and financial management : JRFM
31
The European journal of finance
31
Economics letters
30
Journal of empirical finance
30
Asia-Pacific financial markets
29
Economic modelling
29
Applied economics
26
CREATES research paper
26
SFB 649 discussion paper
26
CAMA working paper series
24
Mathematical finance : an international journal of mathematics, statistics and financial economics
24
Journal of financial economics
23
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ECONIS (ZBW)
5,502
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1
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10
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1
How fundamental is the one-period trinomial model to European option pricing bounds : a new methodological approach
Braouezec, Yann
- In:
Finance research letters
21
(
2017
),
pp. 92-99
Persistent link: https://www.econbiz.de/10011807511
Saved in:
2
The complete Gaussian kernel in the multi-factor Heston model : option pricing and implied
volatility
applications
Recchioni, Maria Cristina
;
Iori, Giulia
;
Tedeschi, Gabriele
- In:
European journal of operational research : EJOR
293
(
2021
)
1
,
pp. 336-360
Persistent link: https://www.econbiz.de/10012502484
Saved in:
3
Coupling and option price comparisons in a jumb-diffusion model
Henderson, Vicky
;
Hobson, David G.
-
2002
Persistent link: https://www.econbiz.de/10009581663
Saved in:
4
Equilibrium option pricing : a Monte Carlo approach
Buchner, Axel
- In:
Finance research letters
15
(
2015
),
pp. 138-145
Persistent link: https://www.econbiz.de/10011553023
Saved in:
5
Local risk-minimization for Lévy markets
Arai, Takuji
;
Suzuki, Ryoichi
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011333451
Saved in:
6
A new elementary geometric approach to option pricing bounds in discrete time models
Braouezec, Yann
;
Grunspan, Cyril
- In:
European journal of operational research : EJOR
249
(
2016
)
1
,
pp. 270-280
Persistent link: https://www.econbiz.de/10011435842
Saved in:
7
Conjoint analysis of option and
volatility
models : empirical evidence from recent financial upheavals in India
Singh, Vipul Kumar
- In:
Journal of emerging market finance
14
(
2015
)
3
,
pp. 258-289
Persistent link: https://www.econbiz.de/10011430608
Saved in:
8
A sharp approximation for ATM-forward option prices and implied volatilites
Stefanica, Dan
;
Radoičić, Radoš
- In:
International journal of financial engineering
3
(
2016
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011532749
Saved in:
9
Fair value accounting in the absence of prudence in accounting standards : an illustration with exotic derivatives
Marabel-Romo, Jacinto
;
Guiral, Andrés
;
Crespo Espert, …
- In:
Spanish journal of finance and accounting
46
(
2017
)
2/174
,
pp. 145-167
Persistent link: https://www.econbiz.de/10012128154
Saved in:
10
Third-order short-time expansions for close-to-the-money option prices under the CGMY model
Figueroa-López, José E.
;
Gong, Ruoting
;
Houdré, Christian
- In:
Applied mathematical finance
24
(
2017
)
5/6
,
pp. 547-574
Persistent link: https://www.econbiz.de/10011815299
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