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~isPartOf:"Applied mathematical finance"
~isPartOf:"Working papers"
~language:"eng"
~person:"Elliott, Robert J."
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Option pricing theory
3
Optionspreistheorie
3
Markov chain
2
Markov-Kette
2
Stochastic process
2
Stochastischer Prozess
2
Continuous time
1
Credit risk
1
Derivat
1
Derivative
1
Kreditrisiko
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Swap
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Volatility
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Volatilität
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credit risk
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default time
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stochastic discount function
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Elliott, Robert J.
Eberlein, Ernst
6
Benth, Fred Espen
4
Howison, Sam
4
Kwok, Yue-Kuen
4
Pianca, Paolo
4
Sabino, Piergiacomo
4
Sircar, Kaushik Ronnie
4
Zagst, Rudi
4
Atkinson, Colin
3
Bermin, Hans-Peter
3
Chiarella, Carl
3
Cohen, Samuel N.
3
Escobar, Marcos
3
Glau, Kathrin
3
Madan, Dilip B.
3
Nardon, Martina
3
Oosterlee, Cornelis Willebrordus
3
Reisinger, Christoph
3
Siu, Tak Kuen
3
Wang, Sheng
3
Zheng, Wendong
3
Avellaneda, Marco
2
Baldeaux, Jan
2
Baptiste, Julien
2
Buchen, Peter W.
2
Carr, Peter
2
Cheang, Gerald H. L.
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Chesney, Marc
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Dang, Duy Minh
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Ericsson, Jan
2
Forsyth, Peter A.
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Gardini, Matteo
2
Götz, Barbara
2
Jackson, Kenneth R.
2
Joshi, Mark S.
2
Kallsen, Jan
2
Konstandatos, Otto
2
Levendorskij, Sergej Z.
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Applied mathematical finance
Working papers
International journal of theoretical and applied finance
6
Annals of finance
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
The journal of futures markets
3
Journal of economic dynamics & control
2
The European journal of finance
2
Asia-Pacific financial markets
1
European journal of operational research : EJOR
1
Finance and stochastics
1
Financial markets and portfolio management
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
Institut für Schweizerisches Bankwesen Zürich - Working Paper Series
1
Insurance / Mathematics & economics
1
International journal of financial engineering
1
International journal of theoretical and applied finance : IJTAF
1
Journal of banking & finance
1
Les cahiers de recherche / HEC Paris
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
Mathematical modeling and numerical methods in finance : special volume
1
New methods in fixed income modeling : fixed income modeling
1
Quantitative finance
1
Rodney L. White Center for Financial Research
1
Springer finance
1
Springer finance / Textbook
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Springer finance / textbook
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The journal of derivatives : JOD
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The journal of finance : the journal of the American Finance Association
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Default times in a continuous time Markov chain economy
Elliott, Robert J.
;
Hoek, John van der
- In:
Applied mathematical finance
20
(
2013
)
5/6
,
pp. 450-460
Persistent link: https://www.econbiz.de/10010235596
Saved in:
2
Option pricing and filtering with hidden Markov-modulated pure-jump processes
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
Applied mathematical finance
20
(
2013
)
1/2
,
pp. 1-25
Persistent link: https://www.econbiz.de/10009737182
Saved in:
3
Pricing volatility swaps under Heston's stochastic volatility model with regime switching
Elliott, Robert J.
;
Siu, Tak Kuen
;
Chan, Leunglung
- In:
Applied mathematical finance
14
(
2007
)
1
,
pp. 41-62
Persistent link: https://www.econbiz.de/10003542938
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