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Theorie
Theory
38
Volatility
37
Volatilität
37
Stochastic process
28
Stochastischer Prozess
28
Option pricing theory
24
Optionspreistheorie
24
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3
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38
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Sircar, Ronnie
18
Sircar, Kaushik Ronnie
16
Fouque, Jean-Pierre
12
Papanicolaou, George
9
Jonsson, Mattias
5
Horst, Ulrich
4
Bayraktar, Erhan
2
Ledvina, Andrew Fabian
2
Leung, Tim
2
Ludkovski, Michael
2
Papanicolaou, Andrew
2
Solna, Knut
2
Zariphopoulou, Thaleia
2
Agarwal, Ankush
1
Alaluf, Melda
1
Bichuch, Maxim
1
Chan, Patrick
1
Choi, Edmond
1
Choi, Jungmin
1
Cotton, Peter
1
Crippa, Giulia
1
Dong, Yidong
1
Geng, Sinong
1
Graewe, Paulwin
1
Ilhan, Aytac
1
Ilhan, Aytaç
1
Jing, Zijian
1
Keppo, Jussi
1
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1
Kulkarni, Sanjeev
1
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1
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Rigobon, Daniel
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Soner, Halil Mete
1
Sølna, Knut
1
Tang, Jonathan
1
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Applied mathematical finance
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
International journal of theoretical and applied finance
2
Risk and decision analysis
2
Asia-Pacific financial markets
1
Finance and stochastics
1
Indifference pricing : theory and applications
1
Journal of economic dynamics & control
1
Mathematics and financial economics
1
The journal of computational finance
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ECONIS (ZBW)
38
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1
Portfolio optimization
Ilhan, Aytac
;
Jonsson, Mattias
;
Sircar, Kaushik Ronnie
- In:
Indifference pricing : theory and applications
,
(pp. 183-210)
.
2009
Persistent link: https://www.econbiz.de/10003807585
Saved in:
2
Partial hedging in a stochastic volatility environment
Jonsson, Mattias
- In:
Mathematical finance : an international journal of …
12
(
2002
)
4
,
pp. 375-409
Persistent link: https://www.econbiz.de/10001741949
Saved in:
3
Partial hedging in financial markets with a large agent
Choi, Jungmin
;
Jonsson, Mattias
- In:
Applied mathematical finance
16
(
2009
)
3/4
,
pp. 331-346
Persistent link: https://www.econbiz.de/10003916193
Saved in:
4
Insider trading in convergent markets
Jonsson, Mattias
;
Večeř, Jan
- In:
Applied mathematical finance
12
(
2005
)
3
,
pp. 243-252
Persistent link: https://www.econbiz.de/10003149524
Saved in:
5
Option pricing for large agents
Jonsson, Mattias
;
Keppo, Jussi
- In:
Applied mathematical finance
9
(
2002
)
4
,
pp. 261-272
Persistent link: https://www.econbiz.de/10001728732
Saved in:
6
Optimal static-dynamic hedges for barrier options
Ilhan, Aytaç
;
Sircar, Kaushik Ronnie
- In:
Mathematical finance : an international journal of …
16
(
2006
)
2
,
pp. 359-385
Persistent link: https://www.econbiz.de/10003326016
Saved in:
7
Accounting for risk aversion, vesting, job termination risk and multiple exercises in valuation of employee stock options
Leung, Tim
;
Sircar, Kaushik Ronnie
- In:
Mathematical finance : an international journal of …
19
(
2009
)
1
,
pp. 99-128
Persistent link: https://www.econbiz.de/10003818394
Saved in:
8
Stochastic volatility effects on defaultable bonds
Fouque, Jean-Pierre
;
Sircar, Kaushik Ronnie
;
Sølna, Knut
- In:
Applied mathematical finance
13
(
2006
)
3
,
pp. 215-244
Persistent link: https://www.econbiz.de/10003383651
Saved in:
9
Maturity cycles in implied volatility
Fouque, Jean-Pierre
;
Papanicolaou, George
;
Sircar, Ronnie
; …
- In:
Finance and stochastics
8
(
2004
)
4
,
pp. 451-477
Persistent link: https://www.econbiz.de/10002261414
Saved in:
10
From the implied volatility skew to a robust correction to Black-Scholes American option prices
Fouque, Jean-Pierre
;
Papanicolaou, George
;
Sircar, …
- In:
International journal of theoretical and applied finance
4
(
2001
)
4
,
pp. 651-675
Persistent link: https://www.econbiz.de/10001600370
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