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Stochastic process
Optionspreistheorie
14,843
Option pricing theory
14,382
Theorie
7,313
Theory
7,145
Wahrscheinlichkeitsrechnung
6,104
Probability theory
5,824
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3,958
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3,895
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3,670
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2,902
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2,416
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2,412
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1,342
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1,263
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1,118
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1,105
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1,103
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1,065
Schätzung
1,058
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1,042
Zinsstruktur
975
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965
USA
849
United States
831
Kreditrisiko
789
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778
Prognoseverfahren
777
Forecasting model
768
Monte-Carlo-Simulation
668
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663
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Cui, Zhenyu
35
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29
Takahashi, Akihiko
28
Carr, Peter
23
Madan, Dilip B.
22
Nguyen, Duy
22
Fabozzi, Frank J.
21
Alòs, Elisa
19
Elliott, Robert J.
19
Hainaut, Donatien
19
Escobar, Marcos
18
Oosterlee, Cornelis W.
18
Wang, Xingchun
16
Kim, Young Shin
15
Grasselli, Martino
14
Hess, Markus
14
Jacquier, Antoine (Jack)
14
Lorig, Matthew
14
Račev, Svetlozar T.
14
Forde, Martin
13
Fouque, Jean-Pierre
13
Levendorskij, Sergej Z.
13
Schoutens, Wim
13
Shiraya, Kenichiro
13
Siu, Tak Kuen
13
Wong, Hoi Ying
13
Yamada, Toshihiro
13
Yamazaki, Akira
13
Ziveyi, Jonathan
13
Benth, Fred Espen
12
Eberlein, Ernst
12
Gatheral, Jim
12
Grzelak, Lech A.
12
Kang, Boda
12
Kirkby, J. Lars
12
Kirkby, Justin
12
Ewald, Christian-Oliver
11
Filipović, Damir
11
He, Xin-Jiang
11
Jacquier, Antoine
11
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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>
3
Chambre de commerce et d'industrie de Paris
2
Queen Mary College / 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
Centre for Economic Policy Research
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Conference on Applied Probability and Time Series Analysis <1995, Athen>
1
Eberhard Karls Universität Tübingen
1
Econometrisch Instituut <Rotterdam>
1
Federal Reserve Bank of Cleveland
1
International Center for Financial Asset Management and Engineering
1
Society of Actuaries
1
Springer International Publishing
1
Swiss Finance Institute
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Taylor and Francis.
1
Universitat Pompeu Fabra / Departament d'Economia i Empresa
1
University of California Santa Barbara
1
University of Exeter / Department of Economics
1
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1
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International journal of theoretical and applied finance
214
Quantitative finance
104
European journal of operational research : EJOR
91
Insurance / Mathematics & economics
91
Applied mathematical finance
89
The journal of computational finance
87
Finance and stochastics
84
Mathematical finance : an international journal of mathematics, statistics and financial theory
63
Risks : open access journal
56
International journal of financial engineering
55
Computational economics
51
Journal of mathematical finance
48
Finance research letters
41
Journal of economic dynamics & control
40
Review of derivatives research
40
The journal of futures markets
40
Journal of banking & finance
32
The North American journal of economics and finance : a journal of financial economics studies
32
Annals of finance
28
Scandinavian actuarial journal
28
Journal of econometrics
26
Research paper series / Swiss Finance Institute
26
Operations research letters
25
Mathematics of operations research
24
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
24
Asia-Pacific financial markets
23
Operations research
23
Energy economics
21
Journal of risk and financial management : JRFM
21
Mathematical finance : an international journal of mathematics, statistics and financial economics
21
The European journal of finance
20
The journal of derivatives : the official publication of the International Association of Financial Engineers
18
Economic modelling
17
Mathematics and financial economics
17
Journal of financial economics
16
Management science : journal of the Institute for Operations Research and the Management Sciences
15
Decisions in economics and finance : DEF ; a journal of applied mathematics
14
Review of quantitative finance and accounting
14
SFB 649 discussion paper
14
Applied economics
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ECONIS (ZBW)
3,598
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1
Approximation of ruin probability and ruin time in discrete Brownian risk models
Jasnovidov, Grigori
- In:
Scandinavian actuarial journal
2020
(
2020
)
8
,
pp. 718-735
Persistent link: https://www.econbiz.de/10012313725
Saved in:
2
Probabilistic properties of stochastic volatility models
Davis, Richard A.
;
Mikosch, Thomas
- In:
Handbook of financial time series
,
(pp. 255-267)
.
2009
Persistent link: https://www.econbiz.de/10003833954
Saved in:
3
A benchmark approach to quantitative finance
Platen, Eckhard
;
Heath, David C.
-
2010
-
Corr., 2. print.
Persistent link: https://www.econbiz.de/10008779415
Saved in:
4
Analytical valuation of autocallable notes
Guillaume, Tristan
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011333447
Saved in:
5
Measure, probability, and mathematical finance : a problem oriented approach
Gan, Guojun
;
Ma, Chaoqun
;
Xie, Hong
-
2014
Persistent link: https://www.econbiz.de/10010361562
Saved in:
6
Moment-implied densities : properties and applications
Ghysels, Eric
;
Wang, Fangfang
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
1
,
pp. 88-111
Persistent link: https://www.econbiz.de/10010380476
Saved in:
7
Asymptotics for the ruin probability of a time-dependent renewal risk model with geometric Lévy process investment returns and dominatedly-varying-tailed claims
Fu, Ke-ang
;
Ng, Cheuk Yin Andrew
- In:
Insurance / Mathematics & economics
56
(
2014
),
pp. 80-87
Persistent link: https://www.econbiz.de/10010385027
Saved in:
8
Finite time ruin probabilities for tempered stable insurance risk processes
Griffin, Philip S.
;
Maller, Ross A.
;
Roberts, Dale
- In:
Insurance / Mathematics & economics
53
(
2013
)
2
,
pp. 478-489
Persistent link: https://www.econbiz.de/10010195908
Saved in:
9
A comparative study of equilibrium equity premium under discrete distributions of jump amplitudes
Mukupa, George M.
;
Offen, Elias R.
;
Kunda, Douglas
; …
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 232-246
Persistent link: https://www.econbiz.de/10011543918
Saved in:
10
On the approximation of the SABR with mean reversion model : a probabilistic approach
Kennedy, Joanne E.
;
Pham, Duy
- In:
Applied mathematical finance
21
(
2014
)
5/6
,
pp. 451-481
Persistent link: https://www.econbiz.de/10010500879
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