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subject:"Deutschland"
~accessRights:"restricted"
~subject:"Risk"
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Search: subject_exact:"Contingent-claims approach"
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Deutschland
Risk
Option pricing theory
2,859
Optionspreistheorie
2,859
Volatilität
1,062
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1,061
Stochastic process
1,019
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1,019
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817
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817
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Wang, Xingchun
6
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3
Koussis, Nicos
3
Martzoukos, Spiros A.
3
Muhle-Karbe, Johannes
3
Power, Gabriel J.
3
Pástor, Ľuboš
3
Schneider, Paul
3
Seifried, Frank Thomas
3
Trojani, Fabio
3
Bakshi, Gurdip S.
2
Bayraktar, Erhan
2
Beinker, Mark
2
Branger, Nicole
2
Chen, Ren-Raw
2
Chen, Sonnan
2
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2
Den Haan, Wouter J.
2
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2
Gu, Yuchi
2
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2
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2
Luo, Dan
2
Marins, Jaqueline Terra Moura
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2
Perote, Javier
2
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2
Portait, Roland
2
Rendahl, Pontus
2
Ruan, Xinfeng
2
Rudolph, Bernd
2
Röman, Jan R. M.
2
Scherer, Matthias
2
Schlag, Christian
2
Schäfer, Klaus
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Insurance / Mathematics & economics
9
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6
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6
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5
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4
Economics letters
4
European journal of operational research : EJOR
4
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4
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4
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4
The European journal of finance
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The North American journal of economics and finance : a journal of financial economics studies
4
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3
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3
Energy economics
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International journal of financial engineering
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International review of financial analysis
3
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2
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2
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Pacific-Basin finance journal
2
Review of financial economics : RFE
2
Scandinavian actuarial journal
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Springer eBook Collection / Business and Economics
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The energy journal
2
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ECONIS (ZBW)
216
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1
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216
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1
Pricing and risk management of multi-assets financial instruments to natural disasters
Chang, Jui-Jane
;
Huang, Pao-Hsien
;
Wu, Ting-Pin
- In:
Emerging markets, finance and trade : EMFT
60
(
2024
)
1
,
pp. 19-43
Persistent link: https://www.econbiz.de/10014444330
Saved in:
2
Solution method and parameter estimation of uncertain partial differential equation with application to China's population
Yang, Lu
;
Liu, Yang
- In:
Fuzzy optimization and decision making : a journal of …
23
(
2024
)
1
,
pp. 155-177
Persistent link: https://www.econbiz.de/10014500867
Saved in:
3
On the nature of (jump) skewness risk premia
Orłowski, Piotr
;
Schneider, Paul
;
Trojani, Fabio
- In:
Management science : journal of the Institute for …
70
(
2024
)
2
,
pp. 1154-1174
Persistent link: https://www.econbiz.de/10014513916
Saved in:
4
The international linkages of market risk perception
Serrano, Pedro
;
Vaello-Sebastià, Antoni
; …
- In:
Journal of multinational financial management
72
(
2024
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014526934
Saved in:
5
Robust irreversible investment strategy with ambiguity to jump and diffusion risk
Li, Shuang
;
Wang, Haijun
- In:
International review of finance : the official journal …
23
(
2023
)
3
,
pp. 645-665
Persistent link: https://www.econbiz.de/10014368442
Saved in:
6
The COVID-19 risk in the cross-section of equity options
Jitsawatpaiboon, Kanokrak
;
Ruan, Xinfeng
- In:
Finance research letters
53
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014472524
Saved in:
7
Market maker inventory, bid-ask spreads, and the computation of option implied risk measures
Eraker, Bjørn
;
Osterrieder, Daniela
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1820-1851
Persistent link: https://www.econbiz.de/10014444758
Saved in:
8
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
9
Treasury option returns and models with unspanned risks
Bakshi, Gurdip S.
;
Crosby, John
;
Gao, Xiaohui
;
Hansen, …
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014462650
Saved in:
10
Modeling volatility risk in equity options market : a statistical approach
Dobi, Doris
;
Avellaneda, Marco
- In:
Options - 45 years since the publication of the …
,
(pp. 257-292)
.
2023
Persistent link: https://www.econbiz.de/10014366655
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