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~isPartOf:"Quantitative finance"
~subject:"Optionsgeschäft"
~subject:"Zinsstruktur"
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Optionsgeschäft
Zinsstruktur
Option pricing theory
16
Optionspreistheorie
16
Volatility
15
Volatilität
15
Stochastic process
12
Stochastischer Prozess
12
Calibration
11
Rough volatility
4
Derivat
3
Derivative
3
Estimation
3
Option pricing
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Option trading
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ARCH model
2
ARCH-Modell
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American options
2
Estimation theory
2
Forecasting model
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Heston model
2
Implied volatility
2
Local volatility
2
Modellierung
2
Monte Carlo
2
Negative interest rates
2
Neural networks
2
Neuronale Netze
2
Prognoseverfahren
2
Schätztheorie
2
Schätzung
2
Scientific modelling
2
Smile calibration
2
Stochastic volatility
2
Theorie
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Theory
2
VIX
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Volatility surface
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4-factor Markovian PDV model
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Accurate price approximation
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Burkovska, O.
1
Eberlein, Ernst
1
Feng, Y.
1
Gass, M.
1
Gerhart, Christoph
1
Glau, Kathrin
1
Mahlstedt, M.
1
Rømer, Sigurd Emil
1
Schoutens, W.
1
Wohlmuth, Barbara
1
Zhang, S. M.
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Quantitative finance
International journal of theoretical and applied finance
4
Review of derivatives research
4
The journal of computational finance
4
Mathematical finance : an international journal of mathematics, statistics and financial economics
2
Risks : open access journal
2
Applied mathematical finance
1
Cogent economics & finance
1
Computational Management Science : CMS
1
Computational economics
1
Computational management science
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Digital finance : smart data analytics, investment innovation, and financial technology
1
Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
1
International Journal of Financial Studies : open access journal
1
International journal of bonds and derivatives
1
Journal of banking & finance
1
Journal of economic dynamics & control
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Journal of economic theory
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Journal of empirical finance
1
Journal of mathematical finance
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Journal of risk and financial management : JRFM
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Journal of risk finance : the convergence of financial products and insurance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
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1
Empirical analysis of rough and classical stochastic volatility models to the SPX and VIX markets
Rømer, Sigurd Emil
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1805-1838
Persistent link: https://www.econbiz.de/10013367949
Saved in:
2
American option pricing under the double Heston model based on asymptotic expansion
Zhang, S. M.
;
Feng, Y.
- In:
Quantitative finance
19
(
2019
)
2
,
pp. 211-226
Persistent link: https://www.econbiz.de/10012194649
Saved in:
3
Calibration
to American options : numerical investigation of the de-Americanization method
Burkovska, O.
;
Gass, M.
;
Glau, Kathrin
;
Mahlstedt, M.
; …
- In:
Quantitative finance
18
(
2018
)
7
,
pp. 1091-1113
Persistent link: https://www.econbiz.de/10011911523
Saved in:
4
A multiple-curve Lévy forward rate model in a two-price economy
Eberlein, Ernst
;
Gerhart, Christoph
- In:
Quantitative finance
18
(
2018
)
4
,
pp. 537-561
Persistent link: https://www.econbiz.de/10011906431
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