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~person:"Rachev, Svetlozar"
~person:"Račev, Svetlozar T."
~subject:"Optionspreistheorie"
~subject:"Probability theory"
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Optionspreistheorie
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39
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Rachev, Svetlozar
Račev, Svetlozar T.
Fabozzi, Frank J.
31
Kim, Young Shin
15
Stoyanov, Stoyan V.
10
Mittnik, Stefan
8
Shirvani, Abootaleb
8
Bianchi, Michele Leonardo
7
Rachev, Svetlozar T.
5
Menn, Christian
4
Paolella, Marc S.
4
Hu, Yuan
3
Lin, Zuodong
2
Lindquist, W. Brent
2
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International journal of theoretical and applied finance
6
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
4
The Frank J. Fabozzi series
3
Econometric reviews
2
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Environmental economics and policy studies : the official journal of the Society for Environmental Economics and Policy Studies ; the official journal of the East Asian Association of Environmental and Resource Economics
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1
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ECONIS (ZBW)
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1
Fat-tailed and skewed asset return distributions : implications for risk management, portfolio selection, and option pricing
Račev, Svetlozar T.
;
Menn, Christian
;
Fabozzi, Frank J.
-
2005
Persistent link: https://www.econbiz.de/10002817530
Saved in:
2
Smoothly truncated stable distributions, GARCH-models, and option pricing
Menn, Christian
;
Račev, Svetlozar T.
- In:
Mathematical methods of operations research
69
(
2009
)
3
,
pp. 411-438
Persistent link: https://www.econbiz.de/10003858257
Saved in:
3
Black-Scholes option pricing model
Račev, Svetlozar T.
;
Menn, Christian
;
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003765707
Saved in:
4
Modeling the persistence of conditional volatility with GARCH-stable processes
Mittnik, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000984425
Saved in:
5
Unconditional and conditional distributional models for the Nikkei index
Mittnik, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000985609
Saved in:
6
A tail estimator for the index of the stable Paretian distribution
Mittnik, Stefan
-
1996
Persistent link: https://www.econbiz.de/10001410592
Saved in:
7
Chi-square-type distributions for heavy-tailed variates
Mittnik, Stefan
;
Kurz-Kim, Jeong-Ryeol
;
Račev, Svetlozar T.
-
1996
Persistent link: https://www.econbiz.de/10000955839
Saved in:
8
Test on association of random variables in the domain of attraction of multivariate stable law
Račev, Svetlozar T.
;
Huang, Xin
-
1991
Persistent link: https://www.econbiz.de/10000842026
Saved in:
9
Stable paretian models in finance
Račev, Svetlozar T.
;
Mittnik, Stefan
-
2000
Persistent link: https://www.econbiz.de/10001354951
Saved in:
10
Modeling asset returns with alternative stable distributions
Mittnik, Stefan
- In:
Econometric reviews
12
(
1993
)
3
,
pp. 261-330
Persistent link: https://www.econbiz.de/10001156115
Saved in:
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