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~subject:"Stochastische Volatilität"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
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Search: subject_exact:"Stochastic volatility model"
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Stochastische Volatilität
Stochastic volatility
7
Stochastic process
4
Stochastischer Prozess
4
Theorie
4
Theory
4
Volatility
4
Volatilität
4
Option pricing theory
3
Optionspreistheorie
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ARCH model
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ARCH-Modell
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Black-Scholes model
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Black-Scholes-Modell
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Monte Carlo simulation
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Monte-Carlo-Simulation
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Ornstein-Uhlenbeck volatility
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Portfolio selection
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Portfolio-Management
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Algorithm
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Algorithmus
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Anlageverhalten
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Behavioural finance
1
Capital market returns
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Commodity derivative
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Futures exchange
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Gold
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Incomplete information
1
Kapitalmarktrendite
1
Rohstoffderivat
1
State space model
1
Terminbörse
1
Unvollkommene Information
1
Welt
1
World
1
Zustandsraummodell
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Chiarella, Carl
4
Kang, Boda
2
Platen, Eckhard
2
Rendek, Renata
2
Baldeaux, Jan
1
Duong, Thuy
1
Hsiao, Chih-ying
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Roberts, Dale
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
The journal of futures markets
11
International journal of theoretical and applied finance
9
Department of Economics working paper
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Discussion paper / Tinbergen Institute
6
Econometric Institute research papers
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Federal Reserve Bank of Cleveland working paper series
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Interest rate modelling after the financial crisis
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Chapman & Hall/CRC financial mathematics series
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Chapman and Hall/CRC financial mathematics series
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Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía
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Dynamic modeling and econometrics in economics and finance
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Economic modelling
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Economics letters
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Economies et sociétés ; 49,6
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International journal of forecasting
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of international money and finance
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The return-volatility relation in commodity futures markets
Chiarella, Carl
;
Kang, Boda
;
Sklibosios Nikitopoulosa, …
-
2013
Persistent link: https://www.econbiz.de/10009789508
Saved in:
2
Quasi- Monte Carol methods for the Heston model
Baldeaux, Jan
;
Roberts, Dale
-
2012
Persistent link: https://www.econbiz.de/10009564454
Saved in:
3
Two stochastic volatility processes : American option pricing
Chiarella, Carl
;
Ziveyi, Jonathan
-
2011
Persistent link: https://www.econbiz.de/10009564619
Saved in:
4
Simulation of diversified portfolios in a continuous financial market
Platen, Eckhard
;
Rendek, Renata
-
2010
Persistent link: https://www.econbiz.de/10008663093
Saved in:
5
Optimal investment strategies under stochastic volatility : estimation and applications
Chiarella, Carl
;
Hsiao, Chih-ying
-
2010
Persistent link: https://www.econbiz.de/10008663099
Saved in:
6
The evaluation of American compound option prices under stochastic volatility using the sparse grid approach
Chiarella, Carl
;
Kang, Boda
-
2009
Persistent link: https://www.econbiz.de/10003857524
Saved in:
7
Simulation of diversified portfolios in a continuous financial market
Platen, Eckhard
;
Rendek, Renata
-
2009
Persistent link: https://www.econbiz.de/10008662353
Saved in:
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