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~person:"McAleer, Michael"
~person:"Yor, Marc"
~subject:"Optionspreistheorie"
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Optionspreistheorie
Stochastic process
111
Stochastischer Prozess
111
Volatility
68
Volatilität
68
Theorie
43
Theory
43
Estimation
38
Schätzung
38
ARCH model
34
ARCH-Modell
34
Börsenkurs
24
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24
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22
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22
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19
United States
19
Capital market returns
16
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16
Capital income
12
Kapitaleinkommen
12
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11
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11
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11
Statistische Verteilung
11
Estimation theory
10
Option pricing theory
10
Schätztheorie
10
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10
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9
Prognoseverfahren
9
asymmetry
9
Commodity derivative
8
Option trading
8
Optionsgeschäft
8
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8
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8
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8
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McAleer, Michael
Yor, Marc
Cui, Zhenyu
35
Chiarella, Carl
29
Takahashi, Akihiko
27
Carr, Peter
23
Madan, Dilip B.
22
Nguyen, Duy
22
Alòs, Elisa
19
Elliott, Robert J.
19
Hainaut, Donatien
19
Fabozzi, Frank J.
18
Oosterlee, Cornelis W.
18
Escobar, Marcos
16
Wang, Xingchun
16
Kim, Young Shin
15
Grasselli, Martino
14
Jacquier, Antoine (Jack)
14
Lorig, Matthew
14
Forde, Martin
13
Fouque, Jean-Pierre
13
Hess, Markus
13
Levendorskij, Sergej Z.
13
Schoutens, Wim
13
Shiraya, Kenichiro
13
Siu, Tak Kuen
13
Wong, Hoi Ying
13
Yamada, Toshihiro
13
Yamazaki, Akira
13
Ziveyi, Jonathan
13
Benth, Fred Espen
12
Eberlein, Ernst
12
Gatheral, Jim
12
Grzelak, Lech A.
12
Kang, Boda
12
Kirkby, J. Lars
12
Kirkby, Justin
12
Račev, Svetlozar T.
12
Ewald, Christian-Oliver
11
Filipović, Damir
11
He, Xin-Jiang
11
Jacquier, Antoine
11
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Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Springer finance
2
Finance : revue de l'Association Française de Finance
1
Lecture notes
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
School of Accounting, Finance and Economics & FEMARC working paper series
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The journal of computational finance
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ECONIS (ZBW)
10
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1
On peacocks and lyrebirds : Australian options, Brownian bridges, and the average of submartingales
Ewald, Christian-Oliver
;
Yor, Marc
- In:
Mathematical finance : an international journal of …
28
(
2018
)
2
,
pp. 536-549
Persistent link: https://www.econbiz.de/10011969088
Saved in:
2
On valuing stochastic perpetuities using new long horizon stock price models distinguishing booms, busts, and balanced markets
Madan, Dilip B.
;
Yor, Marc
- In:
Mathematical finance : an international journal of …
26
(
2016
)
2
,
pp. 296-328
Persistent link: https://www.econbiz.de/10011577146
Saved in:
3
Pricing options by simulation using realized volatility
Allen, David E.
;
McAleer, Michael
;
Scharth, Marcel
-
2009
Persistent link: https://www.econbiz.de/10003869596
Saved in:
4
Mathematical methods for financial markets
Jeanblanc, Monique
;
Yor, Marc
;
Chesney, Marc
- In:
Finance : revue de l'Association Française de Finance
31
(
2010
)
1
,
pp. 81-85
Persistent link: https://www.econbiz.de/10008660582
Saved in:
5
Option prices as probabilities : a new look at generalized black-scholes formulae
Profeta, Christophe
;
Roynette, Bernard
;
Yor, Marc
-
2010
Persistent link: https://www.econbiz.de/10003919904
Saved in:
6
Mathematical methods for financial markets
Jeanblanc, Monique
;
Yor, Marc
;
Chesney, Marc
-
2009
Persistent link: https://www.econbiz.de/10003777520
Saved in:
7
Representing the CGMY and Meixner Lévy processes as time changed Brownian motions
Madan, Dilip B.
;
Yor, Marc
- In:
The journal of computational finance
12
(
2008
)
1
,
pp. 27-47
Persistent link: https://www.econbiz.de/10009534636
Saved in:
8
Self-decomposability and option pricing
Carr, Peter
;
Geman, Hélyette
;
Madan, Dilip B.
;
Yor, Marc
- In:
Mathematical finance : an international journal of …
17
(
2007
)
1
,
pp. 31-57
Persistent link: https://www.econbiz.de/10003543101
Saved in:
9
Exponential functionals of Brownian motion and related processes
Yor, Marc
-
2001
Persistent link: https://www.econbiz.de/10001559455
Saved in:
10
Time changes for Lévy processes
Geman, Hélyette
;
Madan, Dilip B.
;
Yor, Marc
- In:
Mathematical finance : an international journal of …
11
(
2001
)
1
,
pp. 79-96
Persistent link: https://www.econbiz.de/10001650919
Saved in:
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