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Theorie
Volatility
35
Volatilität
35
Theory
34
Stochastic process
26
Stochastischer Prozess
26
Option pricing theory
22
Optionspreistheorie
22
Portfolio selection
19
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19
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10
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10
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9
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7
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stochastic volatility
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4
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4
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4
Mathematical programming
4
Mathematische Optimierung
4
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4
Aktienoption
3
Credit risk
3
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3
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3
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15
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1
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1
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English
34
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Sircar, Ronnie
18
Sircar, Kaushik Ronnie
16
Fouque, Jean-Pierre
12
Papanicolaou, George
9
Horst, Ulrich
4
Bayraktar, Erhan
2
Jonsson, Mattias
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
Choi, Edmond
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
Krishnan, Nikhil
1
Kulkarni, Sanjeev
1
Ledvina, Andrew
1
Navarro, Wyatt
1
Rigobon, Daniel
1
Soner, Halil Mete
1
Sølna, Knut
1
Tang, Jonathan
1
Zariphopoulou-Souganidis, Thaleia
1
İlhan, Ayraç
1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Applied mathematical finance
3
Finance and stochastics
2
International journal of theoretical and applied finance
2
Risk and decision analysis
2
Asia-Pacific financial markets
1
Indifference pricing : theory and applications
1
Journal of economic dynamics & control
1
Mathematics and financial economics
1
The journal of computational finance
1
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ECONIS (ZBW)
34
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1
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:
2
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:
3
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:
4
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:
5
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:
6
Optimal investment with derivative securities
İlhan, Ayraç
;
Jonsson, Mattias
;
Sircar, Ronnie
- In:
Finance and stochastics
9
(
2005
)
4
,
pp. 585-595
Persistent link: https://www.econbiz.de/10003133305
Saved in:
7
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
Saved in:
8
Short time-scale in S&P500 volatility
Fouque, Jean-Pierre
;
Papanicolaou, George
;
Sircar, Ronnie
; …
- In:
The journal of computational finance
6
(
2003
)
4
,
pp. 1-23
Persistent link: https://www.econbiz.de/10001782169
Saved in:
9
Stochastic volatility corrections for interest rate derivatives
Cotton, Peter
;
Fouque, Jean-Pierre
;
Papanicolaou, George
; …
- In:
Mathematical finance : an international journal of …
14
(
2004
)
2
,
pp. 173-200
Persistent link: https://www.econbiz.de/10002032686
Saved in:
10
Financial modeling in a fast mean-reverting stochastic volatility environment
Fouque, Jean-Pierre
;
Papanicolaou, George
;
Sircar, …
- In:
Asia-Pacific financial markets
6
(
1999
)
1
,
pp. 37-48
Persistent link: https://www.econbiz.de/10001506394
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