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Volatility
Stochastischer Prozess
17,211
Stochastic process
16,770
Theorie
14,685
Theory
14,345
Markov chain
7,873
Markov-Kette
7,579
Suchtheorie
7,122
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6,966
Volatilität
4,550
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3,516
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3,461
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3,227
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3,172
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2,547
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2,535
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2,119
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2,070
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1,772
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1,765
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1,512
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1,460
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1,424
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1,406
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1,393
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1,382
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1,331
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1,320
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1,313
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1,306
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1,259
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1,235
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1,214
Risiko
1,073
Börsenkurs
1,070
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1,061
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1,039
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1,010
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1,005
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941
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McAleer, Michael
70
Asai, Manabu
42
Chiarella, Carl
37
Koopman, Siem Jan
36
Chan, Joshua
34
Todorov, Viktor
34
Cui, Zhenyu
33
Clark, Todd E.
25
Escobar, Marcos
25
Mumtaz, Haroon
25
Barndorff-Nielsen, Ole E.
23
Shephard, Neil G.
23
Tauchen, George Eugene
23
Fouque, Jean-Pierre
21
Andersen, Torben
20
Yu, Jun
20
Carriero, Andrea
19
Kang, Boda
19
Nguyen, Duy
19
Alòs, Elisa
18
Marcellino, Massimiliano
18
Platen, Eckhard
18
Rodriguez, Gabriel
18
Bos, Charles S.
17
Hafner, Christian M.
17
Martin, Gael M.
17
Renò, Roberto
17
Takahashi, Akihiko
17
Gupta, Rangan
16
Wong, Hoi Ying
16
Benth, Fred Espen
15
Chan, Joshua C. C.
15
Grasselli, Martino
15
Jacquier, Antoine (Jack)
15
Renault, Eric
15
Caporin, Massimiliano
14
Carr, Peter
14
Elliott, Robert J.
14
Fabozzi, Frank J.
14
Forde, Martin
14
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National Bureau of Economic Research
20
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Centre for Analytical Finance <Århus>
6
Chambre de commerce et d'industrie de Paris
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
Nuffield College
3
Christian-Albrechts-Universität zu Kiel
2
International Center for Financial Asset Management and Engineering
2
University of British Columbia / Finance Division
2
University of Canterbury / Dept. of Economics and Finance
2
University of Chicago / Graduate School of Business
2
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Econometrisch Instituut <Rotterdam>
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Erasmus Research Institute of Management
1
Federal Reserve Bank of Cleveland
1
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1
Queen Mary College / Department of Economics
1
Rodney L. White Center for Financial Research
1
Springer Fachmedien Wiesbaden
1
Technische Hochschule Mittelhessen
1
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
1
University of Exeter / Department of Economics
1
Universität Ulm
1
Université de Montréal / Département de sciences économiques
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
Weierstraß-Institut für Angewandte Analysis und Stochastik
1
Westfälische Wilhelms-Universität Münster
1
Zentrum für Europäische Wirtschaftsforschung
1
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International journal of theoretical and applied finance
138
Journal of econometrics
114
Quantitative finance
94
Applied mathematical finance
66
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
65
Discussion paper / Tinbergen Institute
58
Energy economics
58
Journal of economic dynamics & control
53
Computational economics
51
The journal of computational finance
51
Finance research letters
50
Mathematical finance : an international journal of mathematics, statistics and financial theory
50
Finance and stochastics
47
Econometric reviews
45
European journal of operational research : EJOR
41
Journal of empirical finance
41
Journal of mathematical finance
41
Journal of banking & finance
39
Working paper
39
International journal of financial engineering
37
The North American journal of economics and finance : a journal of financial economics studies
37
Economic modelling
36
Insurance / Mathematics & economics
36
The journal of futures markets
35
Journal of financial econometrics : official journal of the Society for Financial Econometrics
34
Annals of finance
33
Economics letters
33
Applied economics
32
Risks : open access journal
31
Research paper series / Swiss Finance Institute
30
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
29
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
27
CAMA working paper series
26
Journal of risk and financial management : JRFM
25
The European journal of finance
25
CREATES research paper
24
International journal of forecasting
24
Review of derivatives research
24
International review of economics & finance : IREF
22
Applied financial economics
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ECONIS (ZBW)
4,484
RePEc
2
EconStor
1
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1
Super-diffusive noise source in asset dynamics
Hongler, Max-Olivier
- In:
Journal of mathematical finance
3
(
2013
)
1
,
pp. 53-58
Persistent link: https://www.econbiz.de/10010240227
Saved in:
2
Boundary evolution equations for American options
Mitchell, Daniel
;
Goodman, Jonathan
;
Muthuraman, Kumar
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 505-532
Persistent link: https://www.econbiz.de/10010486015
Saved in:
3
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:
4
Superreplication in stochastic volatility models and optimal stopping
Frey, Rüdiger
-
1998
Persistent link: https://www.econbiz.de/10000993233
Saved in:
5
Stochastic volatility Libor modeling and efficient algorithms for optimal stopping problems
Ladkau, Marcel
-
2015
Persistent link: https://www.econbiz.de/10012385011
Saved in:
6
Portfolio selection in mean-minimum return level-expected bounded first passage time framework
Kutalia, Tsotne
- In:
Journal of mathematical finance
9
(
2019
)
3
,
pp. 229-238
Persistent link: https://www.econbiz.de/10012210157
Saved in:
7
Portfolio selection in mean-minimum return level-expected bounded first passage time framework
Kutalia, Tsotne
- In:
Inventi impact: microfinance & banking
(
2019
)
4
,
pp. 225-234
Persistent link: https://www.econbiz.de/10012430848
Saved in:
8
Optimal stopping time with stochastic volatility
Zhang, Ran
;
Xu, Shuang
- In:
Economic modelling
41
(
2014
),
pp. 319-328
Persistent link: https://www.econbiz.de/10010440735
Saved in:
9
Analysis of VIX-linked fee incentives in variable annuities via continuous-time Markov chain approximation
MacKay, Anne
;
Vachon, Marie-Claude
;
Cui, Zhenyu
- In:
Quantitative finance
23
(
2023
)
7/8
,
pp. 1055-1078
Persistent link: https://www.econbiz.de/10014321664
Saved in:
10
Entwurf eines Optionspreismodells mit stochastischer Volatilität und tendenziell stabiler IVF-Struktur
Hausmann, Wilfried
-
2007
Persistent link: https://www.econbiz.de/10003635776
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