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~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Theorie
53
Theory
53
Optionspreistheorie
51
Option pricing theory
49
Volatilität
45
Volatility
43
Zinsstruktur
36
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33
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29
Kapitaleinkommen
29
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26
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26
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25
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25
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25
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22
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20
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20
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19
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16
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15
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15
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13
Kreditrisiko
13
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13
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12
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12
option pricing
12
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10
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10
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4
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25
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Leippold, Markus
14
Wu, Liuren
11
Carr, Peter
7
Schärer, Steven
2
Vasiljević, Nikola
2
Yang, Hanlin
2
Bakshi, Gurdip S.
1
Calvet, Laurent E.
1
Chang, Chien-hung
1
Cheng, Jun
1
Fearnley, Marcus
1
Fisher, Adlai
1
Gabaix, Xavier
1
Huang, Jing-Zhi
1
Ibraimi, Meriton
1
Lee, Roger
1
Lin, Yueh-neng
1
Schaerer, Steven
1
Stromberg, Jacob
1
Strømberg, Jacob
1
Su, Lujing
1
Svaton, Michal
1
Trojani, Fabio
1
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1
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Journal of financial economics
4
Research paper series / Swiss Finance Institute
4
Swiss Finance Institute Research Paper
4
Journal of banking & finance
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Finance and stochastics
1
Financial engineering
1
Journal of econometrics
1
Journal of economic dynamics & control
1
Journal of financial and quantitative analysis : JFQA
1
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1
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1
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ECONIS (ZBW)
25
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1
Dampened power law : reconciling the tail behavior of financial security returns
Wu, Liuren
- In:
The journal of business : B
79
(
2006
)
3
,
pp. 1445-1475
Persistent link: https://www.econbiz.de/10003337016
Saved in:
2
Modeling financial security returns using Lévy processes
Wu, Liuren
- In:
Financial engineering
,
(pp. 117-162)
.
2008
Persistent link: https://www.econbiz.de/10003567103
Saved in:
3
Stochastic skew in currency options
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial economics
86
(
2007
)
1
,
pp. 213-247
Persistent link: https://www.econbiz.de/10003546310
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
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5
Stochastic risk premiums, stochastic skewness in currency options, and stochastic discount factors in international economies
Bakshi, Gurdip S.
;
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial economics
87
(
2008
)
1
,
pp. 132-156
Persistent link: https://www.econbiz.de/10003628900
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6
Specification analysis of option pricing models based on time-changed Lévy processes
Huang, Jing-Zhi
;
Wu, Liuren
- In:
The journal of finance : the journal of the American …
59
(
2004
)
3
,
pp. 1405-1442
Persistent link: https://www.econbiz.de/10002100164
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7
Time-changed Lévy processes and option pricing
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial economics
71
(
2004
)
1
,
pp. 113-141
Persistent link: https://www.econbiz.de/10001881163
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8
Variance swaps on time-changed Lévy processes
Carr, Peter
;
Lee, Roger
;
Wu, Liuren
- In:
Finance and stochastics
16
(
2012
)
2
,
pp. 335-355
Persistent link: https://www.econbiz.de/10009544664
Saved in:
9
Leverage effect, volatility feedback, and self-exciting market disruptions
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
5
,
pp. 2119-2156
Persistent link: https://www.econbiz.de/10011928991
Saved in:
10
Simple robust hedging with nearby contracts
Wu, Liuren
;
Zhu, Jingyi
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
1
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011658670
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