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Year of publication
Subject
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Theorie 70 Theory 70 Risiko 31 Risk 31 Portfolio selection 29 Portfolio-Management 29 Option pricing theory 22 Optionspreistheorie 22 Risikomanagement 22 Risk management 22 Stochastic process 21 Stochastischer Prozess 21 Volatility 15 Volatilität 15 Derivat 14 Derivative 14 Hedging 13 Risikomaß 12 Risk measure 12 Estimation theory 10 Schätztheorie 10 Option trading 9 Optionsgeschäft 9 Börsenkurs 8 Credit risk 8 Kreditrisiko 8 Share price 8 Anlageverhalten 7 Behavioural finance 7 Decision under risk 7 Entscheidung unter Risiko 7 Measurement 7 Messung 7 Time series analysis 7 Zeitreihenanalyse 7 Insolvency 6 Insolvenz 6 Black-Scholes model 5 Black-Scholes-Modell 5 CAPM 5
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Online availability
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Undetermined 46
Type of publication
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Article 151 Book / Working Paper 12
Type of publication (narrower categories)
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Article in journal 161 Aufsatz in Zeitschrift 161 Collection of articles of several authors 12 Sammelwerk 12 Conference proceedings 2 Konferenzschrift 2
Language
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English 161 Undetermined 2
Author
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Tapiero, Charles S. 10 Munier, Bertrand 5 Bianchi, Sergio 4 Melnikov, Alexander 4 Adékambi, Franck 3 Bensoussan, Alain 3 Liu, John J. 3 Papanicolaou, George 3 Switzer, Lorne N. 3 Tong, Shuo 3 Wong, Wing Keung 3 Yung, S. P. 3 Bernard, Lucas 2 Ching, Wai Ki 2 Fisher, Gregg S. 2 Ivanenko, Yaroslav 2 Kantarcioglu, Murat 2 Kleindorfer, Paul R. 2 Kogan, Konstantin 2 Kumar, Rakesh 2 Leung, Tim 2 Li, Lide 2 Luo, Shangzhen 2 Maymin, Philip Z. 2 Melʹnikov, Aleksandr V. 2 Minjárez-Sosa, Adolfo 2 Nadin, Mihai 2 Parkash, Om 2 Perrakis, Stylianos 2 Pianese, Augusto 2 Semmler, Willi 2 Seshadri, Sridhar 2 Sethi, Suresh P. 2 Sircar, Kaushik Ronnie 2 Siu, Tak Kuen 2 Stojanovic, Srdjan 2 Taksar, Michael I. 2 Tapiero, Oren J. 2 Wu, Qi 2 Yam, Sheung Chi Phillip 2
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Published in...
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Risk and decision analysis 161 Risk and Decision Analysis 2
Source
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ECONIS (ZBW) 161 RePEc 2
Showing 21 - 30 of 163
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A new multifractional process with random exponent
Ayache, Antoine; Esser, Céline; Hamonier, Julien - In: Risk and decision analysis 7 (2018) 1/2, pp. 5-29
Persistent link: https://www.econbiz.de/10011945625
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Overfitting of Hurst estimators for multifractional Brownian motion : a fitting test advocating simple models
Bertrand, Pierre Raphaël; Combes, Jean-Louis; Dury, … - In: Risk and decision analysis 7 (2018) 1/2, pp. 31-49
Persistent link: https://www.econbiz.de/10011945637
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An empirical study on using Hurst exponent estimation methods for pricing Call options by fractional Black-Scholes model
Kilianová, Soňa; Letko, Boris - In: Risk and decision analysis 7 (2018) 1/2, pp. 51-62
Persistent link: https://www.econbiz.de/10011945645
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Stochastic jump intensity models
Lévy Dit Véhel, Pierre-Emmanuel; Lévy Véhel, Jacques - In: Risk and decision analysis 7 (2018) 1/2, pp. 63-75
Persistent link: https://www.econbiz.de/10011945650
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Special issue: fractional calculus and its applications : introduction
Bianchi, Sergio - In: Risk and decision analysis 7 (2018) 1/2, pp. 1-3
Persistent link: https://www.econbiz.de/10011945610
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Special issue: fractional calculus and its applications
Bianchi, Sergio (ed.) - 2018
Persistent link: https://www.econbiz.de/10011945619
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The idiosyncratic volatility puzzle and mergers and acquisitions activity
Switzer, Lorne N.; El Meslmani, Nabil - In: Risk and decision analysis 6 (2017) 3, pp. 193-212
Persistent link: https://www.econbiz.de/10011925075
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Measuring risks in the tail: the extreme VaR and its confidence interval
Guégan, Dominique; Hassani, Bertrand; Li, Kehan - In: Risk and decision analysis 6 (2017) 3, pp. 213-224
Persistent link: https://www.econbiz.de/10011925077
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A note on some preservation results on the Laplace transform ordering of residual lives
Zamani, Zohreh; Mohtashami Borzadaran, G. R.; Dehak, … - In: Risk and decision analysis 6 (2017) 3, pp. 225-229
Persistent link: https://www.econbiz.de/10011925089
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Modified fuzzy divergence measure and its applications to medical diagnosis and MCDM
Parkash, Om; Kumar, Rakesh - In: Risk and decision analysis 6 (2017) 3, pp. 231-237
Persistent link: https://www.econbiz.de/10011925090
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