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subject:"Derivat"
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Search: subject_exact:"Stochastische Volatilität"
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Derivat
Stochastische Volatilität
142
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40
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35
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ECONIS (ZBW)
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1
Projections of the stochastic discount factor and optimal volatility derivatives
Dyachenko, Artem
-
2019
Persistent link: https://www.econbiz.de/10012416803
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2
Stochastic volatility modeling
Bergomi, Lorenzo
-
2016
Persistent link: https://www.econbiz.de/10011413975
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3
First and second order Greeks in the Heston model
Chan, Jiun Hong
;
Joshi, Mark S.
-
2010
Persistent link: https://www.econbiz.de/10008806607
Saved in:
4
Fast and accurate long stepping simulation of the Heston stochastic volatility model
Chan, Jiun Hong
;
Joshi, Mark S.
-
2010
Persistent link: https://www.econbiz.de/10008806610
Saved in:
5
SABR and SABR LIBOR market models in practice : with examples implemented in Python
Crispoldi, Christian
;
Wigger, Gérald
;
Larkin, Peter
-
2015
Persistent link: https://www.econbiz.de/10011374239
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6
Derivatives pricing on integrated diffusion processes : a general perturbation approach
Li, Minqiang
- In:
The journal of futures markets
35
(
2015
)
6
,
pp. 582-595
Persistent link: https://www.econbiz.de/10011405411
Saved in:
7
Exact pricing with stochastic volatility and jumps
D'Ippoliti, Fernanda
;
Moretto, Enrico
;
Pasquali, Sara
; …
- In:
International journal of theoretical and applied finance
13
(
2010
)
6
,
pp. 901-929
Persistent link: https://www.econbiz.de/10008905110
Saved in:
8
Efficient pricing algorithms for exotic derivatives
Lord, Roger
-
2008
Persistent link: https://www.econbiz.de/10003775897
Saved in:
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