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Optionspreistheorie
2,968
Option pricing theory
2,964
Volatilität
1,114
Volatility
1,113
Stochastic process
1,055
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1,055
Option trading
859
Optionsgeschäft
859
Derivat
657
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657
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307
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307
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295
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292
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265
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233
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212
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212
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212
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210
Option pricing
205
Monte-Carlo-Simulation
201
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200
Estimation
188
Schätzung
184
Statistical distribution
181
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181
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179
Real options analysis
173
Realoptionsansatz
173
Credit risk
164
Kreditrisiko
164
Capital income
152
Kapitaleinkommen
152
Börsenkurs
144
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144
Risikoprämie
140
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140
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140
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2,924
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43
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Wang, Xingchun
30
Cui, Zhenyu
28
Fabozzi, Frank J.
21
Lee, Cheng F.
19
Madan, Dilip B.
19
Lee, Hangsuck
16
He, Xin-Jiang
15
Kirkby, J. Lars
13
Benth, Fred Espen
12
Nguyen, Duy
12
Zhang, Jin E.
12
Elliott, Robert J.
11
Kim, Young Shin
11
Kwok, Yue-Kuen
11
Li, Lingfei
11
Račev, Svetlozar T.
11
Takahashi, Akihiko
11
Wang, King
11
Xu, Wei
11
Alòs, Elisa
10
Bayer, Christian
10
Carr, Peter
10
Escobar, Marcos
10
Fusai, Gianluca
10
Kim, Jeong-Hoon
10
Leippold, Markus
10
Lin, Shih-kuei
10
Lorig, Matthew
10
Ryu, Doojin
10
Siu, Tak Kuen
10
Zhu, Song-Ping
10
Godin, Frédéric
9
Hainaut, Donatien
9
Hess, Markus
9
Lian, Yu-Min
9
Oosterlee, Cornelis Willebrordus
9
Pirjol, Dan
9
Radoičić, Radoš
9
Ruan, Xinfeng
9
Schoutens, Wim
9
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International Energy Agency
2
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2
Springer International Publishing
2
Springer-Verlag GmbH
2
World Bank
2
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1
International Forum on Financial Mathematics and Financial Technology <2., 2021, Online>
1
Karlsruher Institut für Technologie
1
NetLibrary, Inc
1
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1
Peter Lang GmbH
1
ebrary, Inc
1
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Quantitative finance
176
International journal of theoretical and applied finance
148
International journal of financial engineering
102
The journal of computational finance
91
Finance research letters
85
Computational economics
79
European journal of operational research : EJOR
77
Insurance / Mathematics & economics
72
The North American journal of economics and finance : a journal of financial economics studies
72
Applied mathematical finance
70
Journal of banking & finance
67
Finance and stochastics
65
Journal of mathematical finance
63
The journal of futures markets
57
Review of derivatives research
55
SpringerLink / Bücher
46
Journal of economic dynamics & control
45
Energy economics
36
The journal of derivatives : JOD
32
Applied economics
30
International review of economics & finance : IREF
30
Journal of econometrics
30
Mathematics and financial economics
29
Research paper series / Swiss Finance Institute
28
The European journal of finance
28
Annals of finance
26
Mathematical finance : an international journal of mathematics, statistics and financial theory
24
Mathematical finance : an international journal of mathematics, statistics and financial economics
23
Management science : journal of the Institute for Operations Research and the Management Sciences
22
Review of quantitative finance and accounting
22
Journal of financial economics
21
Economic modelling
20
Mathematics of operations research
20
Asia-Pacific financial markets
19
Decisions in economics and finance : DEF ; a journal of applied mathematics
19
Discussion paper / Centre for Economic Policy Research
19
International review of financial analysis
19
Applied economics letters
18
Swiss Finance Institute Research Paper
18
International journal of theoretical and applied finance : IJTAF
17
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ECONIS (ZBW)
2,968
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1
Variance swaps with mean reversion and multi-factor variance
Wu, Bin
;
Chen, Pengzhan
;
Ye, Wuyi
- In:
European journal of operational research : EJOR
315
(
2024
)
1
,
pp. 191-212
Persistent link: https://www.econbiz.de/10014562821
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2
Numeraire-invariant quadratic hedging and mean-variance portfolio allocation
Černý, Aleš
;
Czichowsky, Christoph
;
Kallsen, Jan
- In:
Mathematics of operations research
49
(
2024
)
2
,
pp. 752-781
Persistent link: https://www.econbiz.de/10014564364
Saved in:
3
Quickest detection problems for Ornstein-Uhlenbeck processes
Glover, Kristoffer
;
Peskir, Goran
- In:
Mathematics of operations research
49
(
2024
)
2
,
pp. 1045-1064
Persistent link: https://www.econbiz.de/10014564929
Saved in:
4
Arbitrage theory in a market of stochastic dimension
Bayraktar, Erhan
;
Kim, Donghan
;
Tilva, Abhishek
- In:
Mathematical finance : an international journal of …
34
(
2024
)
3
,
pp. 847-895
Persistent link: https://www.econbiz.de/10014565276
Saved in:
5
Affine Heston model style with self-exciting jumps and long memory
Leunga, Charles Guy Njike
;
Hainaut, Donatien
- In:
Annals of finance
20
(
2024
)
1
,
pp. 1-43
Persistent link: https://www.econbiz.de/10014566365
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6
A fundamental approach to corporate bond options
Simozar, Saied
- In:
International journal of financial engineering
11
(
2024
)
2
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014574997
Saved in:
7
Asymmetry in option implied volatility and yield : Evidence from China's ETF options market1,2
Chen, Xiaoyijing
;
Liu, Siyuan
;
Xu, Zailin
;
Yu, Mei
- In:
Pacific-Basin finance journal
85
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014576054
Saved in:
8
On the nature of (jump) skewness risk premia
Orłowski, Piotr
;
Schneider, Paul
;
Trojani, Fabio
- In:
Management science : journal of the Institute for …
70
(
2024
)
2
,
pp. 1154-1174
Persistent link: https://www.econbiz.de/10014513916
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9
Valuation of mortgages by using Lévy models
Chiang, Shu Ling
;
Tsai, Ming-shann
- In:
Journal of real estate research : JRER ; a publication …
46
(
2024
)
1
,
pp. 25-54
Persistent link: https://www.econbiz.de/10014582188
Saved in:
10
Innovation and financial disclosure
Chen, Hui
;
Liang, Pierre Jinghong
;
Petrov, Evgeny
- In:
Journal of accounting research
62
(
2024
)
3
,
pp. 935-979
Persistent link: https://www.econbiz.de/10014541873
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