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Option pricing theory
Lévy process
207
Stochastischer Prozess
115
Stochastic process
113
Optionspreistheorie
94
Volatility
49
Volatilität
44
Stable convergence
28
Option trading
25
Optionsgeschäft
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Theorie
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stable convergence
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21
Zeitreihenanalyse
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Schätztheorie
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Estimation theory
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stochastic volatility
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Stochastic volatility
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Portfolio selection
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Portfolio-Management
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power variation
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Power variation
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option pricing
14
Option pricing
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Risiko
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Risk
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Central limit theorem
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Estimation
12
Hedging
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Schätzung
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Börsenkurs
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CAPM
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Derivat
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Aguilar, Jean-Philippe
7
Kim, Young Shin
7
Yamazaki, Akira
4
Abbring, Jaap H.
2
Andersen, Torben
2
Bojarčenko, Svetlana I.
2
Chan, Tat Lung
2
Fabozzi, Frank J.
2
Hess, Markus
2
Kabanov, Jurij M.
2
Kirkby, Justin Lars
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
Todorov, Viktor
2
Woerner, Jeannette H. C.
2
Zhu, Wenli
2
Ahcan, Ales
1
Al-Hadad, Jonas
1
Ballotta, Laura
1
Biagini, Francesca
1
Bondarenko, Oleg
1
Boyarchenko, Mitya
1
Budhi Arta Surya
1
Cai, Zongwu
1
Capponi, Agostino
1
Carr, Peter
1
Chen, Ping
1
Chevallier, Julien
1
Chiang, Shu Ling
1
Cui, Kaijie
1
Delong, Łukasz
1
Denk, Robert
1
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International journal of theoretical and applied finance
11
Insurance / Mathematics & economics
10
Finance and stochastics
6
Quantitative finance
6
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
Journal of banking & finance
2
Mathematical finance
2
Mathematics and financial economics
2
Review of derivatives research
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Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
2
Annals of finance
1
Australian journal of management
1
CARF working paper
1
Computational Management Science : CMS
1
Discussion paper / Tinbergen Institute
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic modelling
1
Energy economics
1
Finance research letters
1
International journal of economics and finance
1
International journal of theoretical and applied finance : IJTAF
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
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 econometrics journal
1
The journal of computational finance
1
The journal of operational risk
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ECONIS (ZBW)
94
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1
The fine structure of equity-index option dynamics
Andersen, Torben
;
Bondarenko, Oleg
;
Todorov, Viktor
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 532-546
Persistent link: https://www.econbiz.de/10011499756
Saved in:
2
Jump activity analysis for affine jump-diffusion models : evidence from the commodity market
Fonseca, José da
;
Ignatieva, Ekaterina
- In:
Journal of banking & finance
99
(
2019
),
pp. 45-62
Persistent link: https://www.econbiz.de/10012162294
Saved in:
3
Estimating spot volatility under infinite variation jumps with dependent market microstructure noise
Liu, Qiang
;
Liu, Zhi
- In:
The econometrics journal
27
(
2024
)
2
,
pp. 278-298
Persistent link: https://www.econbiz.de/10015046377
Saved in:
4
Purely discontinuous Lévy processes and power variation : inference for integrated volatility and the scale parameter
Woerner, Jeannette H. C.
-
2003
Persistent link: https://www.econbiz.de/10009581651
Saved in:
5
Estimation of integrated volatility in stochastic volatility models
Woerner, Jeannette H. C.
-
2003
Persistent link: https://www.econbiz.de/10009581654
Saved in:
6
Parametric inference and dynamic state recovery from option panels
Andersen, Torben
;
Fusari, Nicola
;
Todorov, Viktor
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
3
,
pp. 1081-1145
Persistent link: https://www.econbiz.de/10011378591
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
Saved in:
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
Saved in:
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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