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~isPartOf:"Decisions in economics and finance : DEF ; a journal of applied mathematics"
~isPartOf:"Energy economics"
~subject:"Markov-Kette"
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Search: subject_exact:"Option pricing theory"
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Markov-Kette
Option pricing theory
102
Optionspreistheorie
102
Volatility
37
Volatilität
37
Stochastic process
33
Stochastischer Prozess
33
Derivat
26
Derivative
26
Option trading
22
Optionsgeschäft
22
Monte Carlo simulation
17
Monte-Carlo-Simulation
17
Theorie
16
Theory
16
Electric power industry
15
Elektrizitätswirtschaft
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Hedging
13
Real options analysis
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Realoptionsansatz
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Electricity price
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Strompreis
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Real options
9
Stochastic volatility
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Commodity derivative
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Electricity
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Rohstoffderivat
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Black-Scholes model
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Black-Scholes-Modell
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Elektrizität
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Energiemarkt
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Energy market
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Markov chain
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Oil price
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Option pricing
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Simulation
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Almansour, Abdullah
1
Brix, Anne Floor
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Chiarella, Carl
1
Gonzalez, Jhonny
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Ignatieva, Ekaterina
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Jeanblanc, Monique
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Kang, Boda
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Lunde, Asger
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Moriarty, John
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Murphy, Frederic H.
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Nikitopoulos, Christina Sklibosios
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Oliveira, Fernando S.
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Palczewski, Jan
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Tô, Thuy-Duong
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Decisions in economics and finance : DEF ; a journal of applied mathematics
Energy economics
International journal of theoretical and applied finance
26
Quantitative finance
12
European journal of operational research : EJOR
11
Finance research letters
9
Insurance / Mathematics & economics
9
Finance and stochastics
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
8
Annals of finance
7
Computational economics
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Asia-Pacific financial markets
6
Applied mathematical finance
5
International journal of financial engineering
5
Journal of economic dynamics & control
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Review of derivatives research
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Review of quantitative finance and accounting
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The journal of computational finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
5
The journal of futures markets
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International journal of theoretical and applied finance : IJTAF
4
Journal of econometrics
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The European journal of finance
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of banking & finance
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Journal of financial and quantitative analysis : JFQA
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Journal of mathematical finance
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Operations research
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Central European journal of economic modelling and econometrics
2
Cogent economics & finance
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Economic modelling
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International review of economics & finance : IREF
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International review of financial analysis
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Journal of empirical finance
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Journal of risk and financial management : JRFM
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Mathematics and financial economics
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North American actuarial journal
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The journal of derivatives : JOD
2
Advanced mathematical methods for finance
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Advances in Pacific Basin business, economics, and finance
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ECONIS (ZBW)
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1
Modelling high frequency crude oil dynamics using affine and non-affine jump-diffusion models
Ignatieva, Ekaterina
;
Wong, Patrick
- In:
Energy economics
108
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013203083
Saved in:
2
A generalized Schwartz model for energy spot prices : estimation using a particle MCMC method
Brix, Anne Floor
;
Lunde, Asger
;
Wei, Wei
- In:
Energy economics
72
(
2018
),
pp. 560-582
Persistent link: https://www.econbiz.de/10011972455
Saved in:
3
Bayesian calibration and number of jump components in electricity spot price models
Gonzalez, Jhonny
;
Moriarty, John
;
Palczewski, Jan
- In:
Energy economics
65
(
2017
),
pp. 375-388
Persistent link: https://www.econbiz.de/10011803998
Saved in:
4
Convenience yield in commodity price modeling : a regime switching approach
Almansour, Abdullah
- In:
Energy economics
53
(
2016
),
pp. 238-247
Persistent link: https://www.econbiz.de/10011660523
Saved in:
5
Humps in the volatility structure of the crude oil futures market : new evidence
Chiarella, Carl
;
Kang, Boda
;
Nikitopoulos, Christina …
- In:
Energy economics
40
(
2013
),
pp. 989-1000
Persistent link: https://www.econbiz.de/10010355994
Saved in:
6
Pricing option contracts on the strategic petroleum reserve
Murphy, Frederic H.
;
Oliveira, Fernando S.
- In:
Energy economics
40
(
2013
),
pp. 242-250
Persistent link: https://www.econbiz.de/10010349565
Saved in:
7
Default-risky bond prices with jumps, liquidity risk and incomplete information
Jeanblanc, Monique
;
Valchev, Stoyan
- In:
Decisions in economics and finance : DEF ; a journal of …
30
(
2007
)
2
,
pp. 109-136
Persistent link: https://www.econbiz.de/10003630273
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