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Volatility
Theorie
496
Theory
496
Option pricing theory
218
Optionspreistheorie
218
Portfolio selection
196
Portfolio-Management
196
Stochastic process
190
Stochastischer Prozess
190
Martingal
89
Martingale
89
Hedging
71
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70
CAPM
69
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65
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65
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63
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63
Mathematical programming
51
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47
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47
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44
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44
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33
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31
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70
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Fukasawa, Masaaki
4
Carmona, René
3
Fouque, Jean-Pierre
3
Alòs, Elisa
2
Andersen, Leif B. G.
2
Benth, Fred Espen
2
Carr, Peter
2
Figueroa-López, José E.
2
Forde, Martin
2
Föllmer, Hans
2
Guyon, Julien
2
Jacquier, Antoine
2
Krühner, Paul
2
Leblanc, Boris
2
Lee, Roger
2
Muhle-Karbe, Johannes
2
Nadtochiy, Sergey
2
Nutz, Marcel
2
Yor, Marc
2
Ólafsson, Sveinn
2
Abi Jaber, Eduardo
1
Ackerer, Damien
1
Antonelli, Fabio
1
Arai, Takuji
1
Arrouy, Pierre-Edouard
1
Barndorff-Nielsen, Ole E.
1
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1
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1
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1
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1
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1
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1
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1
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1
Cai, Jiatu
1
Comte, Fabienne
1
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1
Cuchiero, Christa
1
Dette, Holger
1
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Finance and stochastics
NBER working paper series
222
International journal of theoretical and applied finance
204
NBER Working Paper
195
Journal of banking & finance
192
Working paper / National Bureau of Economic Research, Inc.
188
Journal of econometrics
168
Finance research letters
147
Quantitative finance
146
Journal of economic dynamics & control
110
Journal of empirical finance
109
Journal of financial economics
108
Applied mathematical finance
106
Economic modelling
106
Economics letters
105
The journal of futures markets
104
The North American journal of economics and finance : a journal of financial economics studies
102
Energy economics
101
Discussion paper / Tinbergen Institute
98
International review of financial analysis
98
Mathematical finance : an international journal of mathematics, statistics and financial theory
97
Discussion paper / Centre for Economic Policy Research
94
Applied economics
93
International review of economics & finance : IREF
93
Working paper
89
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
84
International journal of forecasting
83
Computational economics
80
The European journal of finance
79
Research paper series / Swiss Finance Institute
77
Journal of international money and finance
74
The journal of computational finance
74
Journal of risk and financial management : JRFM
66
Applied economics letters
64
The review of financial studies
64
Risks : open access journal
63
Review of derivatives research
62
European journal of operational research : EJOR
61
Journal of international financial markets, institutions & money
60
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ECONIS (ZBW)
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1
On ruin probabilities with investments in a risky asset with a regime-switching price
Kabanov, Jurij M.
;
Pergamenščikov, Sergej M.
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 877-897
Persistent link: https://www.econbiz.de/10013440255
Saved in:
2
Dispersion-constrained martingale Schrödinger problems and the exact joint S&P 500/VIX smile calibration puzzle
Guyon, Julien
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 27-79
Persistent link: https://www.econbiz.de/10014447575
Saved in:
3
Fast mean-reversion asymptotics for large portfolios of stochastic volatility models
Hambly, Ben
;
Kolliopoulos, Nikolaos
- In:
Finance and stochastics
24
(
2020
)
3
,
pp. 757-794
Persistent link: https://www.econbiz.de/10012518096
Saved in:
4
Nonparametric estimation for i.i.d. paths of a martingale-driven model with application to non-autonomous financial models
Marie, Nicolas
- In:
Finance and stochastics
27
(
2023
)
1
,
pp. 97-126
Persistent link: https://www.econbiz.de/10013489500
Saved in:
5
Approximation of forward curve models in commodity markets with arbitrage-free finite-dimensional models
Benth, Fred Espen
;
Krühner, Paul
- In:
Finance and stochastics
22
(
2018
)
2
,
pp. 327-366
Persistent link: https://www.econbiz.de/10011945791
Saved in:
6
Hedging with small uncertainty aversion
Herrmann, Sebastian
;
Muhle-Karbe, Johannes
;
Seifried, …
- In:
Finance and stochastics
21
(
2017
)
1
,
pp. 1-64
Persistent link: https://www.econbiz.de/10011944064
Saved in:
7
The characteristic function of Gaussian stochastic volatility models : an analytic expression
Abi Jaber, Eduardo
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 733-769
Persistent link: https://www.econbiz.de/10013440250
Saved in:
8
Jacobi stochastic volatility factor for the LIBOR market model
Arrouy, Pierre-Edouard
;
Boumezoued, Alexandre
;
Lapeyre, …
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 771-823
Persistent link: https://www.econbiz.de/10013440251
Saved in:
9
Asymptotic replication with modified volatility under small transaction costs
Cai, Jiatu
;
Fukasawa, Masaaki
- In:
Finance and stochastics
20
(
2016
)
2
,
pp. 381-431
Persistent link: https://www.econbiz.de/10011471177
Saved in:
10
Infinite-dimensional polynomial processes
Cuchiero, Christa
;
Svaluto-Ferro, Sara
- In:
Finance and stochastics
25
(
2021
)
2
,
pp. 383-426
Persistent link: https://www.econbiz.de/10012499741
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