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Arbitrage pricing
Stochastic process
11
Stochastischer Prozess
11
Option pricing theory
9
Optionspreistheorie
9
Theorie
9
Theory
9
Hedging
5
Arbitrage Pricing
4
Portfolio selection
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Portfolio-Management
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fractional Brownian motion
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Fractional Brownian motion
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Transaction costs
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Transaktionskosten
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CAPM
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Electronic trading
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Elektronisches Handelssystem
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Martingal
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Martingale
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Securities trading
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Time series analysis
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Wiener process
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Zeitreihenanalyse
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option pricing
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Arbitrage
1
Asymmetric information
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Asymmetrische Information
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Ausreißer
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Bayes-Statistik
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Bayesian inference
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Black-Scholes model
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Black-Scholes-Modell
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Brownian risk model
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Börsenkurs
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Cholesky decomposition
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English
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Valkeila, Esko
3
Bender, Christian
2
Sottinen, Tommi
2
Melnikov, Alexander
1
Mišura, Julija S.
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Advanced mathematical methods for finance
1
Finance and stochastics
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Optimality and risk - modern trends in mathematical finance : the Kabanov Festschrift
1
Risk and decision analysis
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ECONIS (ZBW)
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On the approximation of geometric fractional Brownian motion
Valkeila, Esko
- In:
Optimality and risk - modern trends in mathematical …
,
(pp. 251-266)
.
2009
Persistent link: https://www.econbiz.de/10003948911
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2
On stocks and interest rates modeling in long-range dependent environment
Melnikov, Alexander
;
Mišura, Julija S.
- In:
Risk and decision analysis
5
(
2014
)
4
,
pp. 177-187
Persistent link: https://www.econbiz.de/10011286251
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3
Pricing by hedging and no-arbitrage beyond semimartingales
Bender, Christian
;
Sottinen, Tommi
;
Valkeila, Esko
- In:
Finance and stochastics
12
(
2008
)
4
,
pp. 441-468
Persistent link: https://www.econbiz.de/10003899260
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4
Fractional processes as models in stochastic finance
Bender, Christian
;
Sottinen, Tommi
;
Valkeila, Esko
- In:
Advanced mathematical methods for finance
,
(pp. 75-103)
.
2011
Persistent link: https://www.econbiz.de/10008991326
Saved in:
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