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~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Computational economics"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Option pricing theory"
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Search: subject_exact:"Statistische Verteilung"
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Option pricing theory
Statistical distribution
111
Statistische Verteilung
111
Theorie
52
Theory
52
Optionspreistheorie
36
Stochastic process
35
Stochastischer Prozess
35
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Volatilität
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Arunachalam, V.
1
Badescu, Alexandru
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1
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1
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1
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Asia-Pacific financial markets
Computational economics
International journal of theoretical and applied finance
Journal of econometrics
14
Quantitative finance
13
The journal of derivatives : the official publication of the International Association of Financial Engineers
13
The journal of futures markets
13
Review of derivatives research
11
Applied mathematical finance
10
Journal of banking & finance
9
The journal of computational finance
9
Journal of economic dynamics & control
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International journal of financial engineering
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The North American journal of economics and finance : a journal of financial economics studies
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Insurance / Mathematics & economics
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Review of quantitative finance and accounting
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Finance research letters
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Risks : open access journal
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SFB 649 discussion paper
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Mathematics and financial economics
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Asia-Pacific journal of financial studies
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CREATES research paper
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Economic modelling
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Economics letters
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Finance and stochastics
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International review of economics & finance : IREF
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Journal of empirical finance
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Journal of financial and quantitative analysis : JFQA
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Journal of risk
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Research paper series / Swiss Finance Institute
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Staff reports / Federal Reserve Bank of New York
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Working papers / Rutgers University, Department of Economics
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Annals of finance
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Applied economics
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Center for Research in Economics and Finance (CIEF), Working Papers
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Central European journal of economic modelling and econometrics
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Computational Management Science : CMS
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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ECONIS (ZBW)
36
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1
Modeling tail dependence using stochastic volatility model
Kim, See-Woo
;
Ma, Yong-Ki
;
Necula, Ciprian
- In:
Computational economics
62
(
2023
)
1
,
pp. 129-147
Persistent link: https://www.econbiz.de/10014327243
Saved in:
2
Option implied VIX, Skew and Kurtosis term structures
Madan, Dilip B.
;
Wang, King
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-13
Persistent link: https://www.econbiz.de/10012662046
Saved in:
3
Dynamic probabilistic forecasting with uncertainty
Benth, Fred Espen
;
Kutrolli, Gleda
;
Stefani, Silvana
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012807773
Saved in:
4
An expanded Local Variance Gamma model
Carr, Peter
;
Itkin, Andrey
- In:
Computational economics
57
(
2021
)
4
,
pp. 949-987
Persistent link: https://www.econbiz.de/10012543243
Saved in:
5
Computational modeling of non-Gaussian option price using non-extensive Tsallis’ entropy framework
Nayak, Gangadhar
;
Singh, Amit Kumar
;
Senapati, Dilip
- In:
Computational economics
57
(
2021
)
4
,
pp. 1353-1371
Persistent link: https://www.econbiz.de/10012543376
Saved in:
6
Information flow dependence in financial markets
Michaelsen, Markus
- In:
International journal of theoretical and applied finance
23
(
2020
)
5
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012496727
Saved in:
7
Option implied risk-neutral density estimation : a robust and flexible method
Kundu, Arindam
;
Kumar, Sumit
;
Tomar, Nutan Kumar
- In:
Computational economics
54
(
2019
)
2
,
pp. 705-728
Persistent link: https://www.econbiz.de/10012134345
Saved in:
8
Pricing swaps on discrete realized higher moments under the lévy process
Zhu, Wenli
;
Ruan, Xinfeng
- In:
Computational economics
53
(
2019
)
2
,
pp. 507-532
Persistent link: https://www.econbiz.de/10012134734
Saved in:
9
Finite Gaussian mixture approximations to analytically intractable density Kernels
Khorunzhina, Natalia
;
Richard, Jean-François
- In:
Computational economics
53
(
2019
)
3
,
pp. 991-1017
Persistent link: https://www.econbiz.de/10012135106
Saved in:
10
Sinh-acceleration: efficient evaluation of probability distributions, option pricing, and Monte Carlo simulations
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
- In:
International journal of theoretical and applied finance
22
(
2019
)
3
,
pp. 1-49
Persistent link: https://www.econbiz.de/10012019776
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