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subject:"Stochastischer Prozess"
~isPartOf:"International journal of financial engineering"
~isPartOf:"Journal of econometrics"
~subject:"Estimation"
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Stochastischer Prozess
Estimation
Option trading
45
Optionsgeschäft
45
Option pricing theory
40
Optionspreistheorie
40
Volatility
23
Volatilität
23
Derivat
18
Derivative
18
Stochastic process
17
Black-Scholes model
13
Black-Scholes-Modell
13
Experiment
5
Option pricing
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Schätzung
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Estimation theory
4
Implied volatility
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4
Options
4
Portfolio selection
4
Portfolio-Management
4
Schätztheorie
4
Statistical distribution
4
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4
Stochastic volatility
3
option pricing
3
options
3
Bias
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2
Dividende
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Futures exchange
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McAleer, Michael
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Chang, Chia-Lin
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2
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1
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Asai, Manabu
1
Bondarenko, Oleg
1
Chen, Song Xi
1
Fan, Yulian
1
Funahashi, Hideharu
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1
Guo, Shimin
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Kanwal, Samra
1
Lieberman, Offer
1
Ligato, Simone
1
Liu, Allen
1
Liu, Jianguo
1
Mehrdoust, Farshid
1
Muhammad, Atif Sattar
1
Park, Yang-Ho
1
Phillips, Peter C. B.
1
Radoičić, Radoš
1
Samimi, Oldouz
1
Stefanica, Dan
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Sun, Youfa
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International journal of financial engineering
Journal of econometrics
International journal of theoretical and applied finance
28
The journal of futures markets
28
Quantitative finance
23
The journal of computational finance
18
Journal of banking & finance
16
Applied mathematical finance
14
Finance research letters
12
Journal of economic dynamics & control
12
Review of derivatives research
12
The North American journal of economics and finance : a journal of financial economics studies
12
Journal of financial economics
11
Finance and stochastics
10
International review of economics & finance : IREF
10
Journal of mathematical finance
10
The journal of derivatives : the official publication of the International Association of Financial Engineers
10
Annals of finance
9
Computational economics
9
European journal of operational research : EJOR
9
Applied economics
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
The European journal of finance
7
Asia-Pacific financial markets
6
Insurance / Mathematics & economics
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Operations research
6
Research paper series / Swiss Finance Institute
6
Risks : open access journal
6
Journal of financial markets
5
Operations research letters
5
Applied economics letters
4
Applied financial economics
4
Economic modelling
4
International review of financial analysis
4
Journal of international financial markets, institutions & money
4
Journal of risk and financial management : JRFM
4
Review of quantitative finance and accounting
4
The journal of derivatives : JOD
4
The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
19
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1
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10
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19
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1
Improvized implied volatility function and nonparametric approach to unbiased estimation
Muhammad, Atif Sattar
;
Zhang, Hailiang
;
Kanwal, Samra
; …
- In:
International journal of financial engineering
10
(
2023
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014251229
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
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:
8
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:
9
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
Saved in:
10
Flexible-forward pricing through Leisen-Reimer trees : implementation and performance comparison with traditional Markov chains
Giribone, Pier Giuseppe
;
Ligato, Simone
- In:
International journal of financial engineering
3
(
2016
)
2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011577108
Saved in:
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