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Stochastischer Prozess
Theorie
625,126
Theory
610,223
USA
45,813
United States
44,600
Volatility
40,903
Volatilität
40,635
Schätzung
36,022
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35,152
Welt
29,765
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29,070
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23,994
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Portfolio-Management
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Portfolio selection
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Risiko
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Börsenkurs
19,178
Share price
18,890
Mathematische Optimierung
17,548
Mathematical programming
17,440
Stochastic process
16,750
Prognoseverfahren
16,562
Forecasting model
16,265
Zeitreihenanalyse
14,940
Optionspreistheorie
14,803
Time series analysis
14,518
Option pricing theory
14,344
Wirtschaftswachstum
14,337
Kapitaleinkommen
14,084
Capital income
14,030
Derivat
13,951
Derivative
13,917
Economic growth
13,728
Spieltheorie
12,960
Game theory
12,233
Experiment
11,668
Schätztheorie
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McAleer, Michael
97
Phillips, Peter C. B.
75
Koopman, Siem Jan
70
Chiarella, Carl
57
Platen, Eckhard
53
Sethi, Suresh
49
Barndorff-Nielsen, Ole E.
44
Cui, Zhenyu
44
Escudero, Laureano F.
44
Ferrari, Giorgio
44
Asai, Manabu
42
Post, Thierry
41
Takahashi, Akihiko
41
Yu, Jun
40
Fabozzi, Frank J.
38
Madan, Dilip B.
38
Benth, Fred Espen
37
Chan, Joshua
37
Shephard, Neil G.
37
Gao, Jiti
35
Todorov, Viktor
34
Escobar, Marcos
33
Linton, Oliver
33
Elliott, Robert J.
31
Gendreau, Michel
31
Hainaut, Donatien
31
Kohlmann, Michael
30
Račev, Svetlozar T.
30
Gil-Alaña, Luis A.
29
Wong, Hoi Ying
29
Clark, Todd E.
28
Siu, Tak Kuen
28
Carr, Peter
27
Stein, Jerome L.
27
Wong, Wing Keung
27
Batabyal, Amitrajeet A.
26
Bos, Charles S.
26
Riedel, Frank
26
Topaloglou, Nikolas
26
Wallace, Stein W.
26
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National Bureau of Economic Research
66
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
60
Centre for Analytical Finance <Århus>
17
Springer Fachmedien Wiesbaden
9
Econometrisch Instituut <Rotterdam>
6
Erasmus Research Institute of Management
6
Queen Mary College / Department of Economics
5
University of Exeter / Department of Economics
5
Chambre de commerce et d'industrie de Paris
4
Ekonomiska forskningsinstitutet <Stockholm>
4
Judge Institute of Management Studies
4
Nuffield College
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Australian National University / Faculty of Economics and Commerce
3
Centre for Actuarial Studies
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
European University Institute / Department of Economics
3
Institutionen för Skogsekonomi <Ume°a>
3
Springer-Verlag GmbH
3
University of Essex / Department of Economics
3
Walter de Gruyter GmbH & Co. KG
3
Weierstraß-Institut für Angewandte Analysis und Stochastik
3
Bonn Graduate School of Economics
2
Books on Demand GmbH <Norderstedt>
2
Center for Economic Research <Tilburg>
2
Centre for Economic Policy Research
2
Deutsche Forschungsgemeinschaft
2
European University Institute / Department of Law
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Federal Reserve System / Division of Research and Statistics
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HWWA-Institut für Wirtschaftsforschung
2
Institut für Wirtschaftswissenschaften <Wien>
2
International Center for Financial Asset Management and Engineering
2
Kansantaloustieteen Laitos <Helsinki>
2
Kassel University Press GmbH
2
London School of Economics and Political Science
2
Meeting on Stochastic Programming <1979, Oberwolfach>
2
School of Economics and Finance <Brisbane>
2
Social Systems Research Institute
2
Springer International Publishing
2
Umeå Universitet / Institutionen för Nationalekonomi
2
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European journal of operational research : EJOR
643
International journal of theoretical and applied finance
324
Insurance / Mathematics & economics
282
Journal of econometrics
219
Finance and stochastics
196
Computers & operations research : and their applications to problems of world concern ; an international journal
181
Operations research
176
International journal of production research
168
Quantitative finance
167
Operations research letters
164
Mathematics of operations research
161
Journal of economic dynamics & control
142
Risks : open access journal
128
Discussion paper / Tinbergen Institute
125
International journal of production economics
125
Applied mathematical finance
122
Mathematical finance : an international journal of mathematics, statistics and financial theory
115
Computational economics
110
The journal of computational finance
106
Economics letters
96
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
90
Journal of mathematical finance
89
Econometric reviews
86
Finance research letters
85
Management science : journal of the Institute for Operations Research and the Management Sciences
85
Energy economics
84
Economic modelling
81
INFORMS journal on computing : JOC
80
International journal of financial engineering
80
Transportation research / E : an international journal
80
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
79
Mathematical methods of operations research
77
Annals of operations research
76
Omega : the international journal of management science
76
Computational Management Science : CMS
73
Journal of banking & finance
71
Journal of economic theory
71
Working paper
71
Annals of finance
69
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
67
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ECONIS (ZBW)
16,763
EconStor
310
USB Cologne (EcoSocSci)
113
USB Cologne (business full texts)
2
OLC EcoSci
2
BASE
1
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1
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:
2
An implied
volatility
model determined by credit default swaps
Heider, Pascal
- In:
International journal of theoretical and applied finance
15
(
2012
)
7
,
pp. 1-21
Persistent link: https://www.econbiz.de/10009685890
Saved in:
3
Jump dynamics, spillover effect and option valuation
Pan, Zhiyuan
;
Shuai, Jiangyu
;
Liang, Zhilei
;
Sun, Xianchao
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013534098
Saved in:
4
Discrete time linear-quadratic pricing of bonds and options
Realdon, Marco
- In:
Applied financial economics
21
(
2011
)
7/9
,
pp. 463-467
Persistent link: https://www.econbiz.de/10009153287
Saved in:
5
Zum Hedging europäischer Aktienoptionen bei stochastischen Volatilitäten
Holtrode, Rainer
-
2000
Persistent link: https://www.econbiz.de/10001498200
Saved in:
6
Von der Black/Scholes-Optionspreisformel zum GARCH-Optionsbewertungsmodell : Entwicklung und exemplarische Durchführung eines Ansatzes zur Überprüfung der Validität von Optionsprei...
Andres, Peter
-
1998
Persistent link: https://www.econbiz.de/10013360927
Saved in:
7
Efficient pricing algorithms for exotic derivatives
Lord, Roger
-
2008
Persistent link: https://www.econbiz.de/10003775897
Saved in:
8
Exact pricing with stochastic
volatility
and jumps
D'Ippoliti, Fernanda
;
Moretto, Enrico
;
Pasquali, Sara
; …
- In:
International journal of theoretical and applied finance
13
(
2010
)
6
,
pp. 901-929
Persistent link: https://www.econbiz.de/10008905110
Saved in:
9
Pricing and hedging
volatility
derivatives
Broadie, Mark
;
Jain, Ashish
- In:
The journal of derivatives : the official publication …
15
(
2008
)
3
,
pp. 7-24
Persistent link: https://www.econbiz.de/10003673338
Saved in:
10
Pricing options in incomplete equity markets via the instantaneous Sharpe ratio
Bayraktar, Erhan
;
Young, Virginia R.
- In:
Annals of finance
4
(
2008
)
4
,
pp. 399-429
Persistent link: https://www.econbiz.de/10003737188
Saved in:
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