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~isPartOf:"Annals of finance"
~person:"Elliott, Robert J."
~subject:"Stochastic process"
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Stochastic process
Stochastischer Prozess
4
Markov chain
3
Markov-Kette
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Option pricing theory
3
Optionspreistheorie
3
Option trading
2
Optionsgeschäft
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Elliott, Robert J.
Viens, Frederi G.
6
Chan, Leunglung
3
Leung, Tim
3
SenGupta, Indranil
3
Angoshtari, Bahman
2
Chronopoulou, Alexandra
2
Fernholz, Robert
2
Heunis, Andrew J.
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Karatzas, Ioannis
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Mandelbrot, Benoît B.
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2
Siu, Tak Kuen
2
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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
Bufalo, Michele
1
Chen, Xiaodong
1
Chen, Yu
1
Clément, Nyassoke Titi Gaston
1
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1
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1
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1
Flåm, Sjur D.
1
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1
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1
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Annals of finance
Applied mathematical finance
2
International Series in Operations Research & Management Science
2
International journal of theoretical and applied finance
2
International series in operations research & management science
2
Journal of economic dynamics & control
2
SpringerLink / Bücher
2
The journal of futures markets
2
Advances in statistics, probability and actuarial science
1
Asia-Pacific financial markets
1
Contemporary quantitative finance : essays in honour of Eckhard Platen
1
European journal of operational research : EJOR
1
Finance and stochastics
1
Geld, Finanzwirtschaft, Banken und Versicherungen : 1996 ; Beiträge zum 7. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 11.- 13. Dezember 1996
1
Insurance / Mathematics & economics
1
International journal of theoretical and applied finance : IJTAF
1
Journal of banking & finance
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
OR spectrum : quantitative approaches in management
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Quantitative finance
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The journal of derivatives : JOD
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ECONIS (ZBW)
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A simple efficient approximation to price basket stock options with volatility smile
Wu, Ping
;
Elliott, Robert J.
- In:
Annals of finance
13
(
2017
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011944955
Saved in:
2
Dynamic optimal capital structure with regime switching
Elliott, Robert J.
;
Shen, Jia
- In:
Annals of finance
11
(
2015
)
2
,
pp. 199-220
Persistent link: https://www.econbiz.de/10011376180
Saved in:
3
A PDE approach for risk measures for derivatives with regime switching
Elliott, Robert J.
;
Siu, Tak Kuen
;
Chan, Leunglung
- In:
Annals of finance
4
(
2008
)
1
,
pp. 55-74
Persistent link: https://www.econbiz.de/10003589415
Saved in:
4
Option pricing and Esscher transform under regime switching
Elliott, Robert J.
;
Chan, Leunglung
;
Siu, Tak Kuen
- In:
Annals of finance
1
(
2005
)
4
,
pp. 423-432
Persistent link: https://www.econbiz.de/10003090579
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