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subject:"Optionsgeschäft"
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Optionsgeschäft
Stochastische Volatilität
143
Stochastic volatility
141
Theorie
47
Theory
47
Volatilität
40
Volatility
37
Stochastic process
35
Stochastischer Prozess
35
Option pricing theory
31
Optionspreistheorie
31
Forecasting model
30
Prognoseverfahren
30
VAR-Modell
21
Monte Carlo simulation
20
Monte-Carlo-Simulation
20
VAR model
20
USA
18
Welt
18
Economic forecast
17
United States
17
Wirtschaftsprognose
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World
17
Bayes-Statistik
16
Bayesian inference
16
Capital market returns
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Kapitalmarktrendite
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Zeitreihenanalyse
11
Risiko
10
Risk
10
Schock
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Spillover-Effekt
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Black-Scholes model
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Chang, Lung-Fu
1
Fieberg, Christian
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Guo, Jia-Hau
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Hung, Mao-Wei
1
Kilin, Fiodar
1
Loring, Matthew
1
Nalholm, Morten
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Pagliarani, Stefano
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Pascucci, Andrea
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Journal of risk
2
The journal of futures markets
2
Kredit und Kapital
1
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ECONIS (ZBW)
5
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A generalization of the recursive integration method for the analytic valuation of American options
Chang, Lung-Fu
;
Guo, Jia-Hau
;
Hung, Mao-Wei
- In:
The journal of futures markets
36
(
2016
)
9
,
pp. 887-901
Persistent link: https://www.econbiz.de/10011568657
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2
An approach to the option market model based on end-user net demand
Sasaki, Hiroshi
- In:
The journal of futures markets
35
(
2015
)
5
,
pp. 476-503
Persistent link: https://www.econbiz.de/10011405401
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3
A Taylor series approach to pricing and implied volatility for local-stochastic volatility models
Loring, Matthew
;
Pagliarani, Stefano
;
Pascucci, Andrea
- In:
Journal of risk
17
(
2014/15
)
2
,
pp. 3-19
Persistent link: https://www.econbiz.de/10010476250
Saved in:
4
Numerical experiments on hedging cliquet options
Kilin, Fiodar
;
Nalholm, Morten
;
Wystup, Uwe
- In:
Journal of risk
17
(
2014/15
)
1
,
pp. 85-103
Persistent link: https://www.econbiz.de/10010476251
Saved in:
5
Vorschlag eines Bewertungskonzepts von Zertifikaten
Varmaz, Armin
;
Fieberg, Christian
- In:
Kredit und Kapital
45
(
2012
)
2
,
pp. 243-266
Persistent link: https://www.econbiz.de/10009580913
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