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type_genre:"Sammelwerk"
~subject:"Option pricing theory"
~type_genre:"Arbeitspapier"
~type_genre:"Einführung"
~type_genre:"Nachschlagewerk"
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Option pricing theory
Schätztheorie
9,053
Estimation theory
9,047
Theorie
2,903
Theory
2,903
Zeitreihenanalyse
1,500
Time series analysis
1,498
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1,366
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1,360
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1,070
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1,069
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1,028
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1,028
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416
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315
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295
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277
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274
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269
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Härdle, Wolfgang
6
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4
Keller, Joachim G.
4
Aït-Sahalia, Yacine
3
Barndorff-Nielsen, Ole E.
3
Rosenberg, Joshua V.
3
Shephard, Neil G.
3
Hafner, Christian M.
2
Hansen, Lars Peter
2
Kempf, Alexander
2
Korn, Olaf
2
Perote, Javier
2
Phillips, Peter C. B.
2
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2
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2
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2
Söhl, Jakob
2
Takahashi, Akihiko
2
Tauchen, George Eugene
2
Todorov, Viktor
2
Touzi, Nizar
2
Yamada, Toshihiro
2
Yatchew, Adonis John
2
Ñíguez, Trino-Manuel
2
Abu-Mostafa, Yaser S.
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Cai, Zongwu
1
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1
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1
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1
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ECONIS (ZBW)
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Covariance dependent kernels, a Q-affine GARCH for multi-asset option pricing
Escobar, Marcos
;
Rastegari, Javad
;
Stentoft, Lars
-
2023
Persistent link: https://www.econbiz.de/10014281687
Saved in:
2
A comparison of neural networks and Bayesian MCMC for the Heston model estimation (forget statistics – machine learning is sufficient!)
Witzany, Jiří
;
Fičura, Milan
-
2023
Persistent link: https://www.econbiz.de/10014338462
Saved in:
3
Constructing copulas using corrected hermite polynomial expansion for estimating cross foreign exchange volatility
Shiraya, Kenichiro
;
Yamakami, Tomohisa
-
2023
Persistent link: https://www.econbiz.de/10014266209
Saved in:
4
Deep structural estimation: with an application to option pricing
Chen, Hui
;
Didisheim, Antoine
;
Scheidegger, Simon
-
2021
Persistent link: https://www.econbiz.de/10012819482
Saved in:
5
Asymptotic expansion and deep neural networks overcome the curse of dimensionality in the numerical approximation of Kolmogorov partial differential equations with nonlinear coeffi...
Takahashi, Akihiko
;
Yamada, Toshihiro
-
2021
Persistent link: https://www.econbiz.de/10013336341
Saved in:
6
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2020
-
(Revised working paper 17/18)
Persistent link: https://www.econbiz.de/10012606872
Saved in:
7
Estimation of volatility functions in jump diffusions using truncated bipower increments
Kim, Jihyun
;
Park, Joon Y.
;
Wang, Bin
-
2020
Persistent link: https://www.econbiz.de/10012216029
Saved in:
8
Asymptotic expansion and deep neural networks overcome the curse of dimensionality in the numerical approximation of Kolmogorov partial differential equations with nonlinear coeffi...
Takahashi, Akihiko
;
Yamada, Toshihiro
-
2022
Persistent link: https://www.econbiz.de/10014266218
Saved in:
9
Estimates for the SVD of the truncated Fourier transform on L2(cosh(b.)) and stable analytic continuation
Gautier, Eric
;
Gaillac, Christophe
-
2019
-
This version: May 16, 2019
Persistent link: https://www.econbiz.de/10012181545
Saved in:
10
Kolmogorov backward equations with singular diffusion matrices
Singer, Hermann
-
2019
Persistent link: https://www.econbiz.de/10012149431
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