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~isPartOf:"Mathematical finance"
~isPartOf:"Quantitative finance"
~isPartOf:"The European journal of finance"
~subject:"Volatilität"
~type:"book"
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Volatilität
Option pricing theory
28
Optionspreistheorie
28
Derivat
13
Derivative
13
Volatility
13
Stochastic process
10
Stochastischer Prozess
10
Option trading
9
Optionsgeschäft
9
Hedging
6
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3
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Incomplete market
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Portfolio selection
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option pricing
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stochastic volatility
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Asien
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Financial management theory
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Martingal
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Option pricing
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Real options analysis
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Realoptionsansatz
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Theorie
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change of numeraire
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144
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13
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Howison, Sam
5
Henderson, Vicky
3
Dunis, Christian
2
Hobson, David G.
2
Barndorff-Nielsen, Ole E.
1
Chapman, S. Jonathan
1
Dewynne, Jeff N.
1
Firth, N. P.
1
Kluge, Tino
1
Lamper, David
1
Oztukel, Asli
1
Rafailidis, A.
1
Rafailidis, Avraam
1
Rasmussen, H. O.
1
Rasmussen, Henrik
1
Shephard, Neil G.
1
Wilmott, Paul
1
Woerner, Jeannette H. C.
1
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Mathematical finance
Quantitative finance
The European journal of finance
Working paper / National Bureau of Economic Research, Inc.
49
NBER working paper series
48
Research paper series / Swiss Finance Institute
46
NBER Working Paper
39
Swiss Finance Institute Research Paper
30
Discussion paper / Tinbergen Institute
24
Discussion paper / Centre for Economic Policy Research
23
Working paper
21
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
20
CREATES research paper
16
SFB 649 discussion paper
16
Finance and economics discussion series
14
Working paper series / Centre for Practical Quantitative Finance
12
Discussion papers / CEPR
11
Discussion paper / B
10
Discussion papers of interdisciplinary research project 373
10
Staff reports / Federal Reserve Bank of New York
10
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
10
FEDS Working Paper
9
SAFE working paper
8
SpringerLink / Bücher
8
Staff working paper / Bank of Canada
8
Working paper / Department of Econometrics and Business Statistics, Monash University
8
Working paper series
8
Working paper series / European Central Bank
8
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
8
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
8
Discussion paper
7
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
7
Rotman School of Management Working Paper
7
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
6
Lecture notes in economics and mathematical systems : LNEMS
6
Working Paper
6
Working papers / Bank of England
6
Birkbeck working papers in economics and finance : BWPEF
5
CESifo working papers
5
CoFE discussion papers
5
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
5
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ECONIS (ZBW)
13
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1
Matched asymptotic expansions in financial engineering
Howison, Sam
-
2005
Persistent link: https://www.econbiz.de/10009581648
Saved in:
2
Coupling and option price comparisons in a jumb-diffusion model
Henderson, Vicky
;
Hobson, David G.
-
2002
Persistent link: https://www.econbiz.de/10009581663
Saved in:
3
Special issue on 2010 and 2011 forecasting financial markets conference
Dunis, Christian
(
contributor
)
-
2015
Persistent link: https://www.econbiz.de/10010528214
Saved in:
4
Non-Gaussian OU based models and some of their uses in financial economics
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
-
2000
Persistent link: https://www.econbiz.de/10009581672
Saved in:
5
Uncertain parameters, an empirical stochastic volatility model and confidence limits
Oztukel, Asli
;
Wilmott, Paul
-
1999
Persistent link: https://www.econbiz.de/10009582829
Saved in:
6
An asymptotic analysis of an American call option with small volatility
Firth, N. P.
;
Dewynne, Jeff N.
;
Chapman, S. Jonathan
-
2004
Persistent link: https://www.econbiz.de/10009581650
Saved in:
7
Purely discontinuous Lévy processes and power variation : inference for integrated volatility and the scale parameter
Woerner, Jeannette H. C.
-
2003
Persistent link: https://www.econbiz.de/10009581651
Saved in:
8
On the
pricing
and hedging of volatility derivatives
Howison, Sam
;
Rafailidis, Avraam
;
Rasmussen, Henrik
-
2003
Persistent link: https://www.econbiz.de/10009581653
Saved in:
9
A comparison of q-optimal option prices in a stochastic volatility model with correlation
Henderson, Vicky
;
Hobson, David G.
;
Howison, Sam
; …
-
2003
Persistent link: https://www.econbiz.de/10009581657
Saved in:
10
Analytical comparisons of option prices in stochastic volatility models
Henderson, Vicky
-
2002
Persistent link: https://www.econbiz.de/10009581661
Saved in:
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