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~subject:"Statistische Verteilung"
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Search: "Option pricing theory"
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Statistische Verteilung
Option pricing theory
524
Optionspreistheorie
524
Theorie
222
Theory
222
Stochastic process
92
Stochastischer Prozess
92
Volatility
86
Volatilität
86
Option trading
78
Optionsgeschäft
78
Derivat
66
Derivative
66
Black-Scholes model
45
Black-Scholes-Modell
45
Hedging
38
USA
36
United States
36
Real options analysis
32
Realoptionsansatz
32
CAPM
28
Credit risk
25
Kreditrisiko
25
Deutschland
23
Germany
23
Monte Carlo simulation
23
Monte-Carlo-Simulation
23
Estimation
21
Schätzung
21
Portfolio selection
19
Portfolio-Management
19
Yield curve
18
Zinsstruktur
18
Mathematical programming
16
Mathematische Optimierung
16
Risiko
16
Risk
16
Aktienoption
14
Börsenkurs
14
Estimation theory
14
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14
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327
Aufsatz in Zeitschrift
327
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80
Non-commercial literature
80
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72
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72
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15
Aufsatz im Buch
14
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12
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3
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3
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12
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Arnold, Tom
1
Bearse, Peter M.
1
Bianchi, Michele Leonardo
1
Carrasco, Marine
1
Chang, Bo Young
1
Christoffersen, Peter F.
1
Crack, Timothy Falcon
1
Drimus, Gabriel
1
Eberlein, Ernst
1
Fabozzi, Frank J.
1
Farkas, Erich Walter
1
Hallerbach, Winfried G.
1
Hoek, John van der
1
Härdle, Wolfgang
1
Jackwerth, Jens Carsten
1
Jacobs, Kris
1
Kim, Young Shin
1
Mercuri, Lorenzo
1
Mysicková, Alena
1
Necula, Ciprian
1
Prause, Karsten
1
Rathgeber, Andreas
1
Račev, Svetlozar T.
1
Rilstone, Paul
1
Roji, Edit
1
Rubinstein, Mark
1
Schiefner, Lars
1
Schwartz, Adam
1
Sokko, Anastasiia
1
Tebroke, Hermann-Josef
1
Tsafack, Idriss
1
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Advances of OR in commodities and financial modeling
1
Applied quantitative finance
1
Current topics in quantitative finance : with 23 tables
1
Essays in behavioural financial markets and asset pricing
1
Essays in honor of Joon Y. Park : econometric methodology in empirical applications
1
Financial econometrics modeling : derivatives pricing, hedge funds and term structure models
1
Finanzwirtschaft, Kapitalmarkt und Banken : Festschrift für Manfred Steiner zum 60. Geburtstag
1
Handbook of economic forecasting ; Volume 2A
1
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
1
Mathematical modeling and numerical methods in finance : special volume
1
Nonparametric econometric methods
1
Operations research proceedings 1999 : selected papers of the Symposium on Operations Research (SOR '99), Magdeburg, September 1 - 3, 1999
1
Risk assessment : decisions in banking and finance
1
The legacy of Fischer Black
1
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ECONIS (ZBW)
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1
Risk neutral density estimation with a functional linear model
Carrasco, Marine
;
Tsafack, Idriss
- In:
Essays in honor of Joon Y. Park : econometric …
,
(pp. 133-157)
.
2023
Persistent link: https://www.econbiz.de/10014315199
Saved in:
2
Risk parity for mixed tempered stable distributed sources of risk
Mercuri, Lorenzo
;
Roji, Edit
- In:
Advances of OR in commodities and financial modeling
,
(pp. 375-393)
.
2018
Persistent link: https://www.econbiz.de/10011871411
Saved in:
3
Closed form option pricing under generalized Hermite expansions
Sokko, Anastasiia
;
Drimus, Gabriel
;
Farkas, Erich Walter
; …
- In:
Essays in behavioural financial markets and asset pricing
,
(pp. 49-88)
.
2018
Persistent link: https://www.econbiz.de/10011876051
Saved in:
4
Forecasting with option-implied information
Christoffersen, Peter F.
;
Jacobs, Kris
;
Chang, Bo Young
-
2013
Persistent link: https://www.econbiz.de/10011507021
Saved in:
5
Inferring risk-averse probability distributions from option prices using implied binomial trees
Arnold, Tom
;
Crack, Timothy Falcon
;
Schwartz, Adam
- In:
Financial econometrics modeling : derivatives pricing, …
,
(pp. 35-52)
.
2011
Persistent link: https://www.econbiz.de/10008988015
Saved in:
6
Higher order bias reduction of Kernel density and density derivative estimation at boundary points
Bearse, Peter M.
;
Rilstone, Paul
- In:
Nonparametric econometric methods
,
(pp. 319-331)
.
2010
Persistent link: https://www.econbiz.de/10010216415
Saved in:
7
Recombining binomial tree approximations for diffusions
Hoek, John van der
-
2009
Persistent link: https://www.econbiz.de/10003827008
Saved in:
8
Numerics of implied binomial trees
Härdle, Wolfgang
;
Mysicková, Alena
- In:
Applied quantitative finance
,
(pp. 209-231)
.
2009
Persistent link: https://www.econbiz.de/10003746028
Saved in:
9
A new tempered stable distribution and its application to finance
Kim, Young Shin
;
Račev, Svetlozar T.
;
Bianchi, Michele …
- In:
Risk assessment : decisions in banking and finance
,
(pp. 77-109)
.
2008
Persistent link: https://www.econbiz.de/10003781614
Saved in:
10
Recovering probabilities and risk aversion from options prices and realized returns
Rubinstein, Mark
;
Jackwerth, Jens Carsten
- In:
The legacy of Fischer Black
,
(pp. 125-160)
.
2005
Persistent link: https://www.econbiz.de/10003404035
Saved in:
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