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~subject:"Option pricing theory"
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Option pricing theory
Lévy process
207
Stochastischer Prozess
113
Stochastic process
111
Optionspreistheorie
94
Local time
41
Volatility
37
Volatilität
36
Option trading
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Optionsgeschäft
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local time
25
Statistical distribution
21
Statistische Verteilung
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Theorie
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option pricing
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Zeitreihenanalyse
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Option pricing
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Portfolio selection
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Schätztheorie
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Esscher transform
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Finanzmathematik
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Aguilar, Jean-Philippe
7
Kim, Young Shin
7
Yamazaki, Akira
4
Abbring, Jaap H.
2
Bojarčenko, Svetlana I.
2
Chan, Tat Lung
2
Fabozzi, Frank J.
2
Hess, Markus
2
Kabanov, Jurij M.
2
Kirkby, Justin Lars
2
Kitapbayev, Yerkin
2
Korbel, Jan
2
Mittnik, Stefan
2
Pagliarani, Stefano
2
Palmowski, Z.
2
Palmowski, Zbigniew
2
Park, Jiho
2
Rathgeber, Andreas W.
2
Račev, Svetlozar T.
2
Ruan, Xinfeng
2
Shiraya, Kenichiro
2
Zhu, Wenli
2
Ahcan, Ales
1
Al-Hadad, Jonas
1
Ballotta, Laura
1
Biagini, Francesca
1
Boyarchenko, Mitya
1
Buckner, Dean
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Budhi Arta Surya
1
Cai, Zongwu
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Capponi, Agostino
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Carr, Peter
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Chen, Ping
1
Chevallier, Julien
1
Chiang, Shu Ling
1
Cui, Kaijie
1
Cui, Zhenyu
1
Delong, Łukasz
1
Denk, Robert
1
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International journal of theoretical and applied finance
11
Insurance / Mathematics & economics
10
Quantitative finance
8
Finance and stochastics
7
Journal of risk and financial management : JRFM
5
Applied mathematical finance
4
Computational economics
4
European journal of operational research : EJOR
3
Journal of econometrics
3
Risks : open access journal
3
Econometric reviews
2
International journal of financial engineering
2
Mathematics and financial economics
2
Review of derivatives research
2
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
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Annals of finance
1
Australian journal of management
1
CARF working paper
1
Computational Management Science : CMS
1
Discussion paper / Tinbergen Institute
1
Economic modelling
1
Energy economics
1
Finance research letters
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International journal of economics and finance
1
International journal of theoretical and applied finance : IJTAF
1
Journal of banking & finance
1
Journal of derivatives & hedge funds
1
Journal of financial economics
1
Journal of mathematical finance
1
Journal of real estate research : JRER ; a publication of the American Real Estate Society
1
Journal of risk finance : the convergence of financial products and insurance
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematics of operations research
1
Operations research
1
Quantitative finance and economics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The journal of computational finance
1
The journal of operational risk
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
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1
On American VIX options under the generalized 3/2 and 1/2 models
Detemple, Jérôme B.
;
Kitapbayev, Yerkin
- In:
Mathematical finance : an international journal of …
28
(
2018
)
2
,
pp. 550-581
Persistent link: https://www.econbiz.de/10011969085
Saved in:
2
Density of Skew Brownian motion and its functionals with application in finance
Gairat, Alexander
;
Shcherbakov, Vadim
- In:
Mathematical finance : an international journal of …
27
(
2017
)
4
,
pp. 1069-1088
Persistent link: https://www.econbiz.de/10011765020
Saved in:
3
Nonparametric estimation of jump diffusion models
Park, Joon Y.
;
Wang, Bin
- In:
Journal of econometrics
222
(
2021
)
1,3
,
pp. 688-715
Persistent link: https://www.econbiz.de/10012619778
Saved in:
4
On the American swaption in the linear-rational framework
Filipović, Damir
;
Kitapbayev, Yerkin
- In:
Quantitative finance
18
(
2018
)
11
,
pp. 1865-1876
Persistent link: https://www.econbiz.de/10012262857
Saved in:
5
A Markov chain approximation scheme for option pricing under skew diffusions
Ding, Kailin
;
Cui, Zhenyu
;
Wang, Yongjin
- In:
Quantitative finance
21
(
2021
)
3
,
pp. 461-480
Persistent link: https://www.econbiz.de/10012483834
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6
Arbitrage problems with reflected geometric Brownian motion
Buckner, Dean
;
Dowd, Kevin
;
Hulley, Hardy
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014447570
Saved in:
7
Double barrier options in regime-switching hyper-exponential jump-diffusion models
Boyarchenko, Mitya
;
Bojarčenko, Svetlana I.
- In:
International journal of theoretical and applied finance
14
(
2011
)
7
,
pp. 1005-1043
Persistent link: https://www.econbiz.de/10009407678
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8
Jointly estimating jump beats
Polimenis, Vassilis
;
Papantonis, Ioannis
- In:
Journal of risk finance : the convergence of financial …
15
(
2014
)
2
,
pp. 131-148
Persistent link: https://www.econbiz.de/10010337468
Saved in:
9
Weather derivatives with applications to Canadian data
Sviščuk, Anatolij
;
Cui, Kaijie
- In:
Journal of mathematical finance
3
(
2013
)
1
,
pp. 81-95
Persistent link: https://www.econbiz.de/10010240221
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10
Stochastic differential game, Esscher transform and general equilibrium under a Markovian regime-switching Lévy model
Shen, Yang
;
Siu, Tak Kuen
- In:
Insurance / Mathematics & economics
53
(
2013
)
3
,
pp. 757-768
Persistent link: https://www.econbiz.de/10010227881
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