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subject:"Stochastischer Prozess"
~isPartOf:"International journal of financial engineering"
~isPartOf:"Journal of econometrics"
~subject:"Dividend"
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Stochastischer Prozess
Dividend
Option trading
45
Optionsgeschäft
45
Option pricing theory
40
Optionspreistheorie
40
Volatility
23
Volatilität
23
Derivat
18
Derivative
18
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17
Black-Scholes model
13
Black-Scholes-Modell
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Estimation
5
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Option pricing
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Theorie
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Theory
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Options
4
Portfolio selection
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Portfolio-Management
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Schätztheorie
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Stochastic volatility
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option pricing
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options
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Dividende
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McAleer, Michael
3
Chang, Chia-Lin
2
Todorov, Viktor
2
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1
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1
Asai, Manabu
1
Bondarenko, Oleg
1
Fan, Yulian
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Ligato, Simone
1
Liu, Allen
1
Liu, Jianguo
1
Mehrdoust, Farshid
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Park, Yang-Ho
1
Phillips, Peter C. B.
1
Radoičić, Radoš
1
Samimi, Oldouz
1
Stefanica, Dan
1
Sun, Youfa
1
Suzuki, Ryoichi
1
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1
Tian, Yisong Sam
1
Tong, Zhigang
1
Wingo, Aaron
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Xiu, Dacheng
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1
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1
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International journal of financial engineering
Journal of econometrics
International journal of theoretical and applied finance
28
Quantitative finance
22
The journal of computational finance
17
Applied mathematical finance
15
The journal of futures markets
13
Journal of economic dynamics & control
12
Review of derivatives research
11
The North American journal of economics and finance : a journal of financial economics studies
11
Finance and stochastics
10
Journal of mathematical finance
10
Computational economics
9
European journal of operational research : EJOR
9
Finance research letters
9
Journal of banking & finance
8
Annals of finance
7
Insurance / Mathematics & economics
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
The journal of derivatives : the official publication of the International Association of Financial Engineers
6
Operations research
5
Operations research letters
5
Research paper series / Swiss Finance Institute
5
Asia-Pacific financial markets
4
Decisions in economics and finance : DEF ; a journal of applied mathematics
4
Economic modelling
4
Journal of financial economics
4
Risks : open access journal
4
The journal of derivatives : JOD
4
Advanced series on statistical science & applied probability
3
Applied economics
3
Applied financial economics
3
IMA journal of management mathematics
3
International review of economics & finance : IREF
3
Journal of risk and financial management : JRFM
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Mathematical methods of operations research
3
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
3
Review of quantitative finance and accounting
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Swiss Finance Institute Research Paper
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ECONIS (ZBW)
19
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1
The binomial option pricing model : the trouble with dividends
Tian, Yisong Sam
- In:
International journal of financial engineering
10
(
2023
)
4
,
pp. 1-31
Persistent link: https://www.econbiz.de/10014444726
Saved in:
2
Nonparametric jump variation measures from options
Todorov, Viktor
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 255-280
Persistent link: https://www.econbiz.de/10013463804
Saved in:
3
Analytical pricing of discrete arithmetic Asian options under generalized CIR process with time change
Tong, Zhigang
;
Liu, Allen
- In:
International journal of financial engineering
5
(
2018
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011922948
Saved in:
4
Pricing multi-asset American option under Heston stochastic volatility model
Samimi, Oldouz
;
Mehrdoust, Farshid
- In:
International journal of financial engineering
5
(
2018
)
3
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011923057
Saved in:
5
A multivariate stochastic unit root model with an application to derivative pricing
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 99-110
Persistent link: https://www.econbiz.de/10011743783
Saved in:
6
Analytical approximation for spread option pricing in local volatility model
Yang, Ying
- In:
International journal of financial engineering
4
(
2017
)
4
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011807086
Saved in:
7
Pricing barrier options with discrete dividends
Gibson, D. Jason
;
Wingo, Aaron
- In:
International journal of financial engineering
4
(
2017
)
4
,
pp. 1-12
Persistent link: https://www.econbiz.de/10011807099
Saved in:
8
The pricing of average options with jump diffusion processes in the uncertain volatility model
Fan, Yulian
;
Zhang, Huadong
- In:
International journal of financial engineering
4
(
2017
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011673109
Saved in:
9
Pricing derivatives with fractional volatility
Funahashi, Hideharu
- In:
International journal of financial engineering
4
(
2017
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011673129
Saved in:
10
The effects of asymmetric volatility and jumps on the pricing of VIX derivatives
Park, Yang-Ho
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 313-328
Persistent link: https://www.econbiz.de/10011617156
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