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Stochastic Volatility : Option...
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Theory
Volatility
40,965
Volatilität
40,697
Theorie
21,195
Stochastischer Prozess
17,229
Stochastic process
16,788
Optionspreistheorie
14,815
Option pricing theory
14,356
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10,003
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9,841
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9,684
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9,454
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4,253
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4,242
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4,206
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4,155
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4,043
Risk
3,703
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3,670
Derivat
3,432
Derivative
3,424
Optionsgeschäft
3,416
Option trading
3,392
CAPM
2,748
volatility
2,648
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2,578
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2,513
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Bollerslev, Tim
78
Phillips, Peter C. B.
69
Härdle, Wolfgang
65
Diebold, Francis X.
63
McAleer, Michael
61
Koopman, Siem Jan
58
Chiarella, Carl
55
Lux, Thomas
49
Platen, Eckhard
46
Andersen, Torben
45
Sethi, Suresh
42
Yu, Jun
42
Escudero, Laureano F.
40
Hafner, Christian M.
34
Aizenman, Joshua
33
Barndorff-Nielsen, Ole E.
33
Caporin, Massimiliano
33
Gupta, Rangan
33
Post, Thierry
33
Madan, Dilip B.
32
Bauwens, Luc
31
Engle, Robert F.
31
Hull, John
31
Pierdzioch, Christian
31
Renault, Eric
31
Bekaert, Geert
30
Aït-Sahalia, Yacine
29
Carr, Peter
29
Linton, Oliver
29
Caporale, Guglielmo Maria
28
Fabozzi, Frank J.
28
Lucas, André
28
Schlag, Christian
28
Todorov, Viktor
28
Wystup, Uwe
28
Elliott, Robert J.
27
Gendreau, Michel
27
Herwartz, Helmut
27
Korn, Ralf
27
Scaillet, Olivier
27
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National Bureau of Economic Research
208
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Centre for Analytical Finance <Århus>
26
Ekonomiska forskningsinstitutet <Stockholm>
15
Springer Fachmedien Wiesbaden
11
Svenska Handelshögskolan <Helsinki>
11
European University Institute / Department of Economics
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Bonn Graduate School of Economics
8
Birkbeck College / Department of Economics
7
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
Erasmus Research Institute of Management
7
Rodney L. White Center for Financial Research
7
Weierstraß-Institut für Angewandte Analysis und Stochastik
7
Center for Economic Research <Tilburg>
6
Federal Reserve System / Division of Research and Statistics
6
Internationaler Währungsfonds / Research Department
6
Johannes Gutenberg-Universität Mainz
6
Econometrisch Instituut <Rotterdam>
5
Institute of Finance and Accounting <London>
5
Instituto Valenciano de Investigaciones Económicas
5
Judge Institute of Management Studies
5
Springer-Verlag GmbH
5
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
5
The Wharton Financial Institutions Center
5
Verlag Dr. Kovač
5
Australian National University / Faculty of Economics and Commerce
4
Centre for Economic Policy Research
4
Chambre de commerce et d'industrie de Paris
4
Institutionen för Skogsekonomi <Ume°a>
4
Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
4
University of Exeter / Department of Economics
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Centre for Actuarial Studies
3
Centre of Financial Studies
3
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
Federal Reserve Bank of San Francisco
3
Goethe-Universität Frankfurt am Main
3
International Monetary Fund
3
Københavns Universitet / Økonomisk Institut
3
School of Economics and Finance <Brisbane>
3
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European journal of operational research : EJOR
473
Mathematical finance : an international journal of mathematics, statistics and financial theory
277
International journal of theoretical and applied finance
230
Finance and stochastics
220
Working paper / National Bureau of Economic Research, Inc.
208
Journal of econometrics
202
NBER working paper series
197
NBER Working Paper
182
Journal of economic dynamics & control
166
Journal of banking & finance
160
Insurance / Mathematics & economics
159
Computers & operations research : and their applications to problems of world concern ; an international journal
148
International journal of production research
128
Economics letters
124
Discussion paper / Tinbergen Institute
122
Operations research
120
Finance research letters
118
The journal of derivatives : the official publication of the International Association of Financial Engineers
118
Economic modelling
111
Applied mathematical finance
110
The review of financial studies
109
The journal of futures markets
108
Discussion paper / Centre for Economic Policy Research
107
Operations research letters
103
Journal of financial economics
102
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
97
The journal of computational finance
92
Journal of empirical finance
89
Working paper
89
Quantitative finance
88
Energy economics
87
Risks : open access journal
86
International journal of forecasting
85
The European journal of finance
85
Mathematics of operations research
83
Journal of international money and finance
81
The journal of finance : the journal of the American Finance Association
81
Econometric reviews
80
Journal of economic theory
80
Computational economics
79
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ECONIS (ZBW)
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1
Dynamic, nonparametric hedging of European style contigent claims using canonical valuation
Alcock, Jamie
;
Gray, Philip K.
- In:
Finance research letters
2
(
2005
)
1
,
pp. 41-50
Persistent link: https://www.econbiz.de/10002685784
Saved in:
2
Optionsbewertung unter Berücksichtigung stochastischer Volatilität
Tallau, Christian
- In:
Wirtschaftswissenschaftliches Studium : WiSt ; …
38
(
2009
)
1
,
pp. 14-19
Persistent link: https://www.econbiz.de/10003798963
Saved in:
3
Canonical valuation of options in the presence of stochastic
volatility
Gray, Philip K.
;
Newman, Scott
- In:
The journal of futures markets
25
(
2005
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10002528167
Saved in:
4
Zum Hedging europäischer Aktienoptionen bei stochastischen Volatilitäten
Holtrode, Rainer
-
2000
Persistent link: https://www.econbiz.de/10001498200
Saved in:
5
Renormalization of Black-Scholes equation for stochastically fluctuating interest rate
Muslimov, Alexander G.
;
Silantʹev, Nikolai A.
- In:
International journal of theoretical and applied finance
4
(
2001
)
4
,
pp. 621-634
Persistent link: https://www.econbiz.de/10001600364
Saved in:
6
Modellierung von Finanzmärkten durch Sprung-Diffusions-Prozesse
Volz, Thilo
-
2002
Persistent link: https://www.econbiz.de/10001643626
Saved in:
7
Uncertain
volatility
models : theory and application
Buff, Robert
-
2002
Persistent link: https://www.econbiz.de/10001647305
Saved in:
8
Superreplication in stochastic
volatility
models and optimal stopping
Frey, Rüdiger
- In:
Finance and stochastics
4
(
2000
)
2
,
pp. 161-187
Persistent link: https://www.econbiz.de/10001486701
Saved in:
9
Efficient computation of option price sensitivities using homogeneity and other tricks
Reiß, Oliver
(
contributor
);
Wystup, Uwe
(
contributor
)
-
2000
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001544528
Saved in:
10
Uncertain parameters, an empirical stochastic
volatility
model and confidence limits
Wilmott, Paul
- In:
International journal of theoretical and applied finance
1
(
1998
)
1
,
pp. 175-189
Persistent link: https://www.econbiz.de/10001236669
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