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~subject:"Stochastic process"
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Stochastic process
Volatility
41,139
Volatilität
40,870
Theorie
15,226
Theory
14,865
Optionspreistheorie
14,850
Option pricing theory
14,389
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4,741
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4,648
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3,737
Time series analysis
3,651
Optionsgeschäft
3,362
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3,349
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3,341
Derivat
3,321
Portfolio selection
3,320
Derivative
3,312
Risk
3,229
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3,183
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McAleer, Michael
66
Koopman, Siem Jan
41
Chiarella, Carl
38
Asai, Manabu
37
Cui, Zhenyu
36
Chan, Joshua
35
Todorov, Viktor
34
Takahashi, Akihiko
29
Escobar, Marcos
28
Madan, Dilip B.
27
Clark, Todd E.
26
Shephard, Neil G.
26
Barndorff-Nielsen, Ole E.
25
Fabozzi, Frank J.
25
Mumtaz, Haroon
25
Carr, Peter
24
Platen, Eckhard
24
Tauchen, George Eugene
23
Yu, Jun
23
Nguyen, Duy
22
Fouque, Jean-Pierre
21
Hainaut, Donatien
21
Alòs, Elisa
20
Andersen, Torben
20
Carriero, Andrea
20
Benth, Fred Espen
19
Bos, Charles S.
19
Elliott, Robert J.
19
Marcellino, Massimiliano
19
Oosterlee, Cornelis W.
19
Wong, Hoi Ying
19
Grasselli, Martino
18
Hafner, Christian M.
17
Kang, Boda
17
Martin, Gael M.
17
Renault, Eric
17
Renò, Roberto
17
Rodriguez, Gabriel
17
Wang, Xingchun
17
Račev, Svetlozar T.
16
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National Bureau of Economic Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Centre for Analytical Finance <Århus>
6
Chambre de commerce et d'industrie de Paris
3
Nuffield College
3
Queen Mary College / Department of Economics
3
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
2
University of Exeter / Department of Economics
2
Weierstraß-Institut für Angewandte Analysis und Stochastik
2
Australian National University / Faculty of Economics and Commerce
1
Bachelier Finance Society
1
Center for Economic Research <Tilburg>
1
Centre for Economic Policy Research
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Eberhard Karls Universität Tübingen
1
Econometrisch Instituut <Rotterdam>
1
Erasmus Research Institute of Management
1
Federal Reserve Bank of Cleveland
1
Rodney L. White Center for Financial Research
1
Society of Actuaries
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Springer International Publishing
1
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1
Taylor and Francis.
1
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
1
Universitat Pompeu Fabra / Departament d'Economia i Empresa
1
University of British Columbia / Finance Division
1
University of Chicago / Graduate School of Business
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
230
Quantitative finance
125
Journal of econometrics
113
Applied mathematical finance
103
Finance and stochastics
103
The journal of computational finance
94
Insurance / Mathematics & economics
83
Mathematical finance : an international journal of mathematics, statistics and financial theory
77
European journal of operational research : EJOR
74
Computational economics
70
Discussion paper / Tinbergen Institute
65
Journal of economic dynamics & control
61
International journal of financial engineering
60
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
59
Risks : open access journal
59
Journal of mathematical finance
58
Finance research letters
52
Journal of banking & finance
47
Econometric reviews
46
The journal of futures markets
46
Review of derivatives research
43
Working paper
42
Annals of finance
41
Energy economics
40
Research paper series / Swiss Finance Institute
38
The North American journal of economics and finance : a journal of financial economics studies
38
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
36
Journal of risk and financial management : JRFM
35
Journal of financial econometrics : official journal of the Society for Financial Econometrics
34
Economics letters
32
Economic modelling
31
Asia-Pacific financial markets
30
Journal of empirical finance
30
The European journal of finance
30
Applied economics
26
SFB 649 discussion paper
26
CAMA working paper series
25
CREATES research paper
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
24
Journal of financial economics
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ECONIS (ZBW)
5,522
RePEc
1
Other ZBW resources
1
Showing
1
-
10
of
5,524
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date (newest first)
date (oldest first)
1
A Gaussian approximation scheme for computation of option prices in stochastic
volatility
models
Cheng, Ai-ru Meg
;
Gallant, A. Ronald
;
Ji, Chuanshu
; …
- In:
Journal of econometrics
146
(
2008
)
1
,
pp. 44-58
Persistent link: https://www.econbiz.de/10003778206
Saved in:
2
MCMC methods for continuous-time financial econometrics
Johannes, Michael
;
Polson, Nicholas G.
-
2010
Persistent link: https://www.econbiz.de/10003900732
Saved in:
3
Exotic option, stochastic
volatility
and incentive scheme
Tang, J.
;
Yau, S. S.-T.
- In:
Computational finance and its applications II : [Second …
,
(pp. 183-192)
.
2006
Persistent link: https://www.econbiz.de/10003410142
Saved in:
4
The evaluation of barrier option prices under stochastic
volatility
Chiarella, Carl
;
Kang, Boda
;
Meyer, Gunter H.
-
2010
Persistent link: https://www.econbiz.de/10008662205
Saved in:
5
Pricing options under stochastic
volatility
: a power series approach
Antonelli, Fabio
;
Scarlatti, Sergio
- In:
Finance and stochastics
13
(
2009
)
2
,
pp. 269-303
Persistent link: https://www.econbiz.de/10003939521
Saved in:
6
A hybrid asymptotic expansion scheme : an application to long-term currency options
Takahashi, Akihiko
;
Takehara, Kohta
- In:
International journal of theoretical and applied finance
13
(
2010
)
8
,
pp. 1179-1221
Persistent link: https://www.econbiz.de/10008906179
Saved in:
7
The role of stochastic
volatility
and return jumps : reproducing
volatility
and higher moments in the KOSPI 200 returns dynamics
Kim, In-joon
;
Baek, In-Seok
;
Noh, Jaesun
;
Kim, Sol
- In:
Review of quantitative finance and accounting
29
(
2007
)
1
,
pp. 69-110
Persistent link: https://www.econbiz.de/10003600092
Saved in:
8
The evaluation of American compound option prices under stochastic
volatility
using the sparse grid approach
Chiarella, Carl
;
Kang, Boda
-
2009
Persistent link: https://www.econbiz.de/10003857524
Saved in:
9
American option pricing with discrete and continuous time models : an empirical comparison
Stentoft, Lars
- In:
Journal of empirical finance
18
(
2011
)
5
,
pp. 880-902
Persistent link: https://www.econbiz.de/10009492526
Saved in:
10
Bayesian estimation of asymmetric jump-diffusion processes
Frame, Samuel J.
;
Ramezani, Cyrus A.
- In:
Annals of financial economics
9
(
2014
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10010512597
Saved in:
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