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~isPartOf:"Computational Management Science : CMS"
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Statistical distribution
Option pricing theory
22
Optionspreistheorie
22
Volatility
9
Volatilität
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Stochastic process
8
Stochastischer Prozess
8
Portfolio selection
5
Portfolio-Management
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Black-Scholes model
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Black-Scholes-Modell
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Zinsstruktur
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Arbitrage
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Electric power industry
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Elektrizitätswirtschaft
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Mean Reversion
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Option trading
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Optionsgeschäft
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Statistische Verteilung
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Stochastic volatility
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Theorie
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Anreiz
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Applied probability
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Barrier option pricing
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Bayes-Statistik
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Kopa, Miloš
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Thiele, Aurélie
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Tichý, Tomáš
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Vitali, Sebastiano
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Computational Management Science : CMS
International journal of theoretical and applied finance
24
Journal of econometrics
14
Quantitative finance
13
The journal of derivatives : the official publication of the International Association of Financial Engineers
13
The journal of futures markets
13
Review of derivatives research
11
Applied mathematical finance
10
Computational economics
10
Journal of banking & finance
9
The journal of computational finance
9
Journal of economic dynamics & control
8
Journal of mathematical finance
8
International journal of financial engineering
7
The North American journal of economics and finance : a journal of financial economics studies
7
European journal of operational research : EJOR
6
Insurance / Mathematics & economics
6
Review of quantitative finance and accounting
6
Finance research letters
5
Risks : open access journal
5
SFB 649 discussion paper
5
Mathematics and financial economics
4
Asia-Pacific journal of financial studies
3
CREATES research paper
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Economic modelling
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Economics letters
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Finance and stochastics
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International review of economics & finance : IREF
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Journal of empirical finance
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Journal of financial and quantitative analysis : JFQA
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Journal of risk
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Research paper series / Swiss Finance Institute
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Staff reports / Federal Reserve Bank of New York
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Working papers / Rutgers University, Department of Economics
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Annals of finance
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Applied economics
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Asia-Pacific financial markets
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Center for Research in Economics and Finance (CIEF), Working Papers
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Central European journal of economic modelling and econometrics
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Implied volantility and state price density estimation : arbitrage analysis
Kopa, Miloš
;
Vitali, Sebastiano
;
Tichý, Tomáš
; …
- In:
Computational Management Science : CMS
14
(
2017
)
4
,
pp. 559-583
Persistent link: https://www.econbiz.de/10011758973
Saved in:
2
A moment matching approach to log-normal portfolio optimization
Çetinkaya, Elçin
;
Thiele, Aurélie
- In:
Computational Management Science : CMS
13
(
2016
)
4
,
pp. 501-520
Persistent link: https://www.econbiz.de/10011669589
Saved in:
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