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~isPartOf:"Decisions in economics and finance : DEF ; a journal of applied mathematics"
~subject:"Schätzung"
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Search: subject_exact:"Option pricing theory"
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Schätzung
Option pricing theory
47
Optionspreistheorie
47
Volatility
19
Volatilität
19
Theorie
16
Theory
16
Stochastic process
14
Stochastischer Prozess
14
Option trading
12
Optionsgeschäft
12
Black-Scholes model
7
Black-Scholes-Modell
7
Monte Carlo simulation
6
Monte-Carlo-Simulation
6
Derivat
4
Derivative
4
Estimation theory
4
Schätztheorie
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Stochastic volatility
4
CAPM
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Calibration
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Estimation
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Hedging
3
Option pricing
3
Pricing
3
USA
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United States
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ARCH model
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ARCH-Modell
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Analysis
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Arbitrage Pricing
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Arbitrage pricing
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Credit derivative
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Credit risk
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Experiment
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Finanzmathematik
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Heston model
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Kreditderivat
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Kreditrisiko
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English
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Alòs, Elisa
1
Dumas, Bernard
1
Kenmoe, Romuald N.
1
Luciano, Elisa
1
Mancino, Maria Elvira
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Sanfelici, Simona
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Wang, Tai-Ho
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Decisions in economics and finance : DEF ; a journal of applied mathematics
The journal of futures markets
33
Journal of banking & finance
19
Journal of econometrics
17
The journal of derivatives : the official publication of the International Association of Financial Engineers
17
Journal of financial economics
12
Journal of empirical finance
11
International journal of theoretical and applied finance
10
The journal of finance : the journal of the American Finance Association
10
Finance research letters
8
Review of derivatives research
8
Working paper / National Bureau of Economic Research, Inc.
8
Gabler Edition Wissenschaft
7
Quantitative finance
7
Review of quantitative finance and accounting
7
SFB 649 discussion paper
7
Working paper
7
Discussion papers of interdisciplinary research project 373
6
International review of economics & finance : IREF
6
International review of financial analysis
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
NBER working paper series
6
Research paper series / Swiss Finance Institute
6
The European journal of finance
6
The journal of computational finance
6
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
6
Applied economics
5
Applied financial economics
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
Discussion paper / Centre for Economic Policy Research
4
Discussion paper / Department of Economics, University of California San Diego
4
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
4
Discussion paper / Tinbergen Institute
4
International journal of financial engineering
4
Journal of economic dynamics & control
4
Journal of financial and quantitative analysis : JFQA
4
Journal of financial econometrics
4
Journal of financial markets
4
Journal of risk and financial management : JRFM
4
Pacific-Basin finance journal
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
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ECONIS (ZBW)
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Volatility and volatility-linked derivatives : estimation,modeling, and pricing
Alòs, Elisa
;
Mancino, Maria Elvira
;
Wang, Tai-Ho
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 321-349
Persistent link: https://www.econbiz.de/10012127219
Saved in:
2
From volatility smiles to the volatility of volatility
Dumas, Bernard
;
Luciano, Elisa
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 387-406
Persistent link: https://www.econbiz.de/10012127226
Saved in:
3
An application of nonparametric volatility estimators to option pricing
Kenmoe, Romuald N.
;
Sanfelici, Simona
- In:
Decisions in economics and finance : DEF ; a journal of …
37
(
2014
)
2
,
pp. 393-412
Persistent link: https://www.econbiz.de/10010412432
Saved in:
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