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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Optionspreistheorie"
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Optionspreistheorie
Stochastic process
83
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83
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54
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49
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Almeida, Caio
1
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1
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
International journal of theoretical and applied finance
208
Quantitative finance
98
Applied mathematical finance
85
The journal of computational finance
84
Finance and stochastics
80
Insurance / Mathematics & economics
66
Mathematical finance : an international journal of mathematics, statistics and financial theory
62
European journal of operational research : EJOR
56
International journal of financial engineering
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47
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Risks : open access journal
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Finance research letters
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Journal of banking & finance
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Research paper series / Swiss Finance Institute
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Asia-Pacific financial markets
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Journal of risk and financial management : JRFM
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Energy economics
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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The European journal of finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Operations research letters
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Review of quantitative finance and accounting
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SFB 649 discussion paper
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1
Can a machine correct option pricing models?
Almeida, Caio
;
Fan, Jianqing
;
Freire, Gustavo
;
Tang, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 995-1009
Persistent link: https://www.econbiz.de/10014448492
Saved in:
2
A stochastic volatility model with realized measures for option pricing
Bormetti, Giacomo
;
Casarin, Roberto
;
Corsi, Fulvio
; …
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
4
,
pp. 856-871
Persistent link: https://www.econbiz.de/10012313375
Saved in:
3
Estimating the parameters of stochastic volatility models using option price data
Hurn, Stan
;
Lindsay, Kenneth A.
;
McClelland, Andrew
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
4
,
pp. 579-594
Persistent link: https://www.econbiz.de/10011403243
Saved in:
4
Moment-implied densities : properties and applications
Ghysels, Eric
;
Wang, Fangfang
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
1
,
pp. 88-111
Persistent link: https://www.econbiz.de/10010380476
Saved in:
5
Beyong stochastic volatility and jumps in returns and volatility
Durham, Garland
;
Park, Yang-ho
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
1
,
pp. 107-121
Persistent link: https://www.econbiz.de/10009715069
Saved in:
6
Derivative pricing with wishart multivariate stochastic volatility
Gouriéroux, Christian
;
Sufana, Razvan
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
3
,
pp. 438-451
Persistent link: https://www.econbiz.de/10008736163
Saved in:
7
Statistical inference for random-variance option pricing
Pastorello, Sergio
;
Renault, Eric
;
Touzi, Nizar
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
3
,
pp. 358-367
Persistent link: https://www.econbiz.de/10001493867
Saved in:
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