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Year of publication
Subject
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Theorie 47 Theory 47 Portfolio selection 37 Portfolio-Management 37 Option pricing theory 36 Optionspreistheorie 36 Stochastic process 36 Stochastischer Prozess 36 Volatility 21 Volatilität 21 Risiko 17 Risk 17 Option trading 12 Optionsgeschäft 12 Risikomanagement 12 Risk management 12 Credit risk 11 Kreditrisiko 11 Mathematical programming 11 Mathematische Optimierung 11 Hedging 10 Derivat 9 Derivative 9 Markov chain 9 Markov-Kette 9 Yield curve 9 Zinsstruktur 9 CAPM 8 Black-Scholes model 7 Black-Scholes-Modell 7 Börsenkurs 7 Risikomaß 7 Risk measure 7 Share price 7 Capital income 6 Estimation theory 6 Kapitaleinkommen 6 Schätztheorie 6 Securities trading 6 Wertpapierhandel 6
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Online availability
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Undetermined 91 Free 23
Type of publication
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Article 112 Book / Working Paper 2
Type of publication (narrower categories)
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Article in journal 112 Aufsatz in Zeitschrift 112 Aufsatzsammlung 2 Festschrift 1
Language
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English 114
Author
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Grasselli, Matheus R. 4 Hughston, Lane P. 4 Grzelak, Lech A. 3 Hess, Markus 3 Madan, Dilip B. 3 Müller, Lukas 3 Pirjol, Dan 3 Wang, King 3 Zhu, Song-Ping 3 Alfeus, Mesias 2 Bielecki, Tomasz R. 2 Brown, Hayden 2 Gankhuu, Battulga 2 Hurd, T. R. 2 Jarrow, Robert A. 2 Oosterlee, Cornelis Willebrordus 2 Saunders, David M. 2 Shinozaki, Yuji 2 Shirai, Yoshihiro 2 Ai, Lin 1 Akama, Yohji 1 Alòs, Elisa 1 Arai, Takuji 1 Aschakulporn, Pakorn 1 Assa, Hirbod 1 Azemtsa Donfack, Hermann 1 Aïd, René 1 Basili, Marcello 1 Bayer, Christian 1 Bermin, Hans-Peter 1 Bernatska, Julia 1 Blignaut, Anton 1 Boguslavskaya, Elena 1 Boguslavsky, Michael 1 Bojarčenko, Svetlana I. 1 Bonatto, Luciane Sbaraini 1 Borovkova, Svetlana 1 Bouzianis, George 1 Budhi Arta Surya 1 Burés, Òscar 1
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Published in...
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International journal of theoretical and applied finance : IJTAF 114
Source
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ECONIS (ZBW) 114
Showing 1 - 10 of 114
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Deep learning in finance : a review of deep hedging and deep calibration techniques
Shinozaki, Yuji - In: International journal of theoretical and applied … 28 (2025) 3/4, pp. 1-44
Persistent link: https://www.econbiz.de/10015559872
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A survey of rough volatility
Hiraki, Kazuhiro; Shinozaki, Yuji - In: International journal of theoretical and applied … 28 (2025) 5/6, pp. 1-45
Persistent link: https://www.econbiz.de/10015559882
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The financial impact of carbon emissions on power utilities under climate scenarios
Krach, Florian; Kanter, Ashley; Hampwaye, Eba; … - In: International journal of theoretical and applied … 27 (2024) 1, pp. 1-32
Persistent link: https://www.econbiz.de/10015558741
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Systemic perspective of term risk in bank funding markets
Macrina, Andrea; Mahomed, Obeid - In: International journal of theoretical and applied … 27 (2024) 3/4, pp. 1-55
Persistent link: https://www.econbiz.de/10015558943
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Netting and novation in repo networks
Chehaitli, Hassan; Grasselli, Matheus R.; Hurd, T. R.; … - In: International journal of theoretical and applied … 27 (2024) 3/4, pp. 1-45
Persistent link: https://www.econbiz.de/10015559339
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Set-valued intrinsic measures of sytemic risk
Hlavinová, Jana; Rudloff, Birgit; Smirnow, Alexander - In: International journal of theoretical and applied … 27 (2024) 7/8, pp. 1-34
Persistent link: https://www.econbiz.de/10015559438
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Kelly trading and market equilibrium
Bermin, Hans-Peter; Holm, Magnus - In: International journal of theoretical and applied … 26 (2023) 1, pp. 1-33
Persistent link: https://www.econbiz.de/10014305905
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Dollar cost averaging returns estimation
Brown, Hayden - In: International journal of theoretical and applied … 26 (2023) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10014305915
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Approximating option prices under large changes of underlying asset prices
Jun, Jae-Yun; Rakotondratsimba, Yves - In: International journal of theoretical and applied … 26 (2023) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10014305917
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Bounded strategies for maximizing the sharpe ratio
Ye, Jiang; Wang, Yiwei; Raza, Muhammad Wajid - In: International journal of theoretical and applied … 26 (2023) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10014305921
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