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~isPartOf:"Contemporary quantitative finance : essays in honour of Eckhard Platen"
~isPartOf:"Decisions in economics and finance : DEF ; a journal of applied mathematics"
~subject:"Analysis"
~subject:"Schätzung"
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Option pricing theory
49
Optionspreistheorie
49
Volatility
20
Volatilität
20
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18
Theory
18
Stochastic process
16
Stochastischer Prozess
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Sanfelici, Simona
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Alòs, Elisa
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Chiarella, Carl
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Dumas, Bernard
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Kenmoe, Romuald N.
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Luciano, Elisa
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Contemporary quantitative finance : essays in honour of Eckhard Platen
Decisions in economics and finance : DEF ; a journal of applied mathematics
The journal of futures markets
33
International journal of theoretical and applied finance
25
The journal of computational finance
22
Journal of banking & finance
19
Journal of econometrics
18
The journal of derivatives : the official publication of the International Association of Financial Engineers
17
Quantitative finance
15
Journal of financial economics
12
Journal of empirical finance
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
SFB 649 discussion paper
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The journal of finance : the journal of the American Finance Association
10
Finance and stochastics
9
International journal of financial engineering
9
Applied mathematical finance
8
Finance research letters
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Journal of mathematical finance
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Review of derivatives research
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Risks : open access journal
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Working paper / National Bureau of Economic Research, Inc.
8
Gabler Edition Wissenschaft
7
Insurance / Mathematics & economics
7
Review of quantitative finance and accounting
7
Working paper
7
Discussion papers of interdisciplinary research project 373
6
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
6
International review of economics & finance : IREF
6
International review of financial analysis
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
NBER working paper series
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Research paper series / Swiss Finance Institute
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The European journal of finance
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Tübinger Diskussionsbeitrag
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Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
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Applied economics
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Applied financial economics
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European journal of operational research : EJOR
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Journal of risk and financial management : JRFM
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Lecture notes in economics and mathematical systems : LNEMS
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Volatility and volatility-linked derivatives : estimation,modeling, and pricing
Alòs, Elisa
;
Mancino, Maria Elvira
;
Wang, Tai-Ho
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 321-349
Persistent link: https://www.econbiz.de/10012127219
Saved in:
2
From volatility smiles to the volatility of volatility
Dumas, Bernard
;
Luciano, Elisa
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 387-406
Persistent link: https://www.econbiz.de/10012127226
Saved in:
3
An application of nonparametric volatility estimators to option pricing
Kenmoe, Romuald N.
;
Sanfelici, Simona
- In:
Decisions in economics and finance : DEF ; a journal of …
37
(
2014
)
2
,
pp. 393-412
Persistent link: https://www.econbiz.de/10010412432
Saved in:
4
Representation of American option prices under Heston stochastic volatility dynamics using integral transforms
Chiarella, Carl
;
Ziogas, Andrew
;
Ziveyi, Jonathan
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 281-315)
.
2010
Persistent link: https://www.econbiz.de/10008749199
Saved in:
5
Stochastic Jacobian and Riccati ODE in affine term structure models
Grasselli, Martino
;
Tebaldi, Claudio
- In:
Decisions in economics and finance : DEF ; a journal of …
30
(
2007
)
2
,
pp. 95-108
Persistent link: https://www.econbiz.de/10003630203
Saved in:
6
Galerkin infinite element approximation for pricing barrier options and options with discontinuous payoff
Sanfelici, Simona
- In:
Decisions in economics and finance : DEF ; a journal of …
27
(
2004
)
2
,
pp. 125-151
Persistent link: https://www.econbiz.de/10003095208
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