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isPartOf:"Applied mathematical finance"
~subject:"Statistische Verteilung"
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Statistische Verteilung
Option pricing theory
240
Optionspreistheorie
240
Stochastic process
85
Stochastischer Prozess
85
Volatility
72
Volatilität
72
Derivat
61
Derivative
61
Theorie
60
Theory
60
Option trading
51
Optionsgeschäft
51
Hedging
28
Black-Scholes model
24
Black-Scholes-Modell
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Yield curve
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Swap
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CAPM
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stochastic volatility
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Interest rate derivative
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Risiko
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option pricing
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Aguilar, Jean-Philippe
1
Arismendi Zambrano, Juan Carlos
1
Dang, Duy Minh
1
Gzyl, Henryk
1
Itkin, Andrey
1
Jackson, Kenneth R.
1
James, Victor
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Kim, Young Shin
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Lehnert, Thorsten
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Lin, Yuehao
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Madan, Dilip B.
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Mayoral, Silvia
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Neri, Cassio
1
Pesci, Nicolas
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Prokopczuk, Marcel
1
Schneider, Lorenz
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Sues, Scott
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Applied mathematical finance
International journal of theoretical and applied finance
24
Journal of econometrics
14
Quantitative finance
13
The journal of derivatives : the official publication of the International Association of Financial Engineers
13
The journal of futures markets
13
Review of derivatives research
11
Computational economics
10
Journal of banking & finance
9
The journal of computational finance
9
Journal of economic dynamics & control
8
Journal of mathematical finance
8
International journal of financial engineering
7
The North American journal of economics and finance : a journal of financial economics studies
7
European journal of operational research : EJOR
6
Insurance / Mathematics & economics
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Review of quantitative finance and accounting
6
Finance research letters
5
Risks : open access journal
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SFB 649 discussion paper
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Mathematics and financial economics
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Asia-Pacific journal of financial studies
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CREATES research paper
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Economic modelling
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Economics letters
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Finance and stochastics
3
International review of economics & finance : IREF
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Journal of empirical finance
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Journal of financial and quantitative analysis : JFQA
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Journal of risk
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Research paper series / Swiss Finance Institute
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Staff reports / Federal Reserve Bank of New York
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Working papers / Rutgers University, Department of Economics
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Annals of finance
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Applied economics
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Asia-Pacific financial markets
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Center for Research in Economics and Finance (CIEF), Working Papers
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Central European journal of economic modelling and econometrics
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Computational Management Science : CMS
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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A structural approach to default modelling with pure jump processes
Aguilar, Jean-Philippe
;
Pesci, Nicolas
;
James, Victor
- In:
Applied mathematical finance
28
(
2021
)
1
,
pp. 48-78
Persistent link: https://www.econbiz.de/10012625981
Saved in:
2
Risk neutral jump arrival rates implied in option prices and their models
Madan, Dilip B.
;
Wang, King
- In:
Applied mathematical finance
28
(
2021
)
3
,
pp. 201-235
Persistent link: https://www.econbiz.de/10013171070
Saved in:
3
A dimension and variance reduction Monte-Carlo method for option pricing under jump-diffusion models
Dang, Duy Minh
;
Jackson, Kenneth R.
;
Sues, Scott
- In:
Applied mathematical finance
24
(
2017
)
3/4
,
pp. 175-215
Persistent link: https://www.econbiz.de/10011815225
Saved in:
4
Modelling stochastic skew of FX options using SLV models with stochastic spot/vol correlation and correlated jumps
Itkin, Andrey
- In:
Applied mathematical finance
24
(
2017
)
5/6
,
pp. 485-519
Persistent link: https://www.econbiz.de/10011815291
Saved in:
5
Long-range dependence in the risk-neutral measure for the market on Lehman Brothers Collapse
Kim, Young Shin
- In:
Applied mathematical finance
23
(
2016
)
3/4
,
pp. 309-322
Persistent link: https://www.econbiz.de/10011704246
Saved in:
6
A moment-based analytic approximation of the risk-neutral density of American options
Arismendi Zambrano, Juan Carlos
;
Prokopczuk, Marcel
- In:
Applied mathematical finance
23
(
2016
)
5/6
,
pp. 409-444
Persistent link: https://www.econbiz.de/10011704266
Saved in:
7
Skewness term-structure tests
Lehnert, Thorsten
;
Lin, Yuehao
- In:
Applied mathematical finance
23
(
2016
)
5/6
,
pp. 484-504
Persistent link: https://www.econbiz.de/10011704272
Saved in:
8
A family of maximum entropy densities matching call option prices
Neri, Cassio
;
Schneider, Lorenz
- In:
Applied mathematical finance
20
(
2013
)
5/6
,
pp. 548-577
Persistent link: https://www.econbiz.de/10010235560
Saved in:
9
Determination of the probability distribution measures from market option prices using the method of maximum entropy in the mean
Gzyl, Henryk
;
Mayoral, Silvia
- In:
Applied mathematical finance
19
(
2012
)
3/4
,
pp. 299-312
Persistent link: https://www.econbiz.de/10009710972
Saved in:
10
Hitting time and time change
Vaugirard, Victor E.
- In:
Applied mathematical finance
11
(
2004
)
1
,
pp. 77-94
Persistent link: https://www.econbiz.de/10002001540
Saved in:
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