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~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Consumer behaviour
38
Konsumentenverhalten
38
Theorie
33
Theory
33
China
28
Option pricing theory
26
Optionspreistheorie
26
Volatility
26
Volatilität
26
Zinsstruktur
24
Option trading
22
Optionsgeschäft
22
USA
22
United States
22
Yield curve
22
Capital income
21
Kapitaleinkommen
21
Börsenkurs
16
Share price
16
Estimation
15
Schätzung
15
Customer satisfaction
14
Kundenzufriedenheit
14
Forecasting model
13
Prognoseverfahren
13
Dienstleistungsqualität
11
Service quality
11
Stochastic process
11
Internet marketing
10
Online-Marketing
10
option pricing
10
Online retailing
9
Online-Handel
9
Risiko
9
Risk
9
Social Web
9
Social web
9
Tourism
9
Tourismus
9
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English
11
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Wu, Liuren
11
Carr, Peter
7
Bakshi, Gurdip S.
1
Gabaix, Xavier
1
Huang, Jing-Zhi
1
Lee, Roger
1
Zhu, Jingyi
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Journal of financial economics
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Finance and stochastics
1
Financial engineering
1
Journal of financial and quantitative analysis : JFQA
1
The journal of business : B
1
The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
11
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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
Saved in:
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
Saved in:
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
Saved in:
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
Saved in:
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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