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Optionsgeschäft
Stochastischer Prozess
19,344
Stochastic process
19,165
Theorie
10,536
Theory
10,525
Volatilität
4,132
Volatility
4,128
Optionspreistheorie
3,723
Option pricing theory
3,717
Mathematical programming
2,668
Mathematische Optimierung
2,668
Portfolio selection
1,891
Portfolio-Management
1,891
Zeitreihenanalyse
1,741
Time series analysis
1,734
Estimation theory
1,679
Schätztheorie
1,679
Estimation
1,510
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1,505
Markov chain
1,368
Markov-Kette
1,368
Risk
1,240
Risiko
1,232
Option trading
893
Monte-Carlo-Simulation
875
Monte Carlo simulation
874
Statistical distribution
846
Statistische Verteilung
846
Simulation
836
Dynamische Optimierung
835
Dynamic programming
834
CAPM
826
Derivat
821
Derivative
821
Börsenkurs
811
Share price
809
Forecasting model
801
Prognoseverfahren
801
Wahrscheinlichkeitsrechnung
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Probability theory
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CC license
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Graue Literatur
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Cui, Zhenyu
15
Wang, Xingchun
13
Lee, Hangsuck
12
Todorov, Viktor
11
Chiarella, Carl
10
Escobar, Marcos
10
Carr, Peter
9
Fusari, Nicola
9
Shiraya, Kenichiro
9
Andersen, Torben
8
Fusai, Gianluca
8
He, Xin-Jiang
8
Kirkby, J. Lars
8
Lee, Minha
8
Levendorskij, Sergej Z.
8
Li, Lingfei
8
Lian, Guanghua
8
Nguyen, Duy
8
Zhu, Song-Ping
8
Bojarčenko, Svetlana I.
7
Brignone, Riccardo
7
Elliott, Robert J.
7
Kirkby, Justin
7
Li, Chenxu
7
McAleer, Michael
7
Takahashi, Akihiko
7
Zagst, Rudi
7
Alòs, Elisa
6
Itkin, Andrey
6
Kwok, Yue-Kuen
6
Pistorius, Martijn
6
Benth, Fred Espen
5
Cai, Ning
5
Chan, Tat Lung
5
Chang, Chia-Lin
5
Ewald, Christian-Oliver
5
Ha, Hongjun
5
Jacquier, Antoine
5
Kang, Boda
5
Kyriakou, Ioannis
5
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Australian National University / Faculty of Economics and Commerce
1
Centre for Analytical Finance <Århus>
1
Christian-Albrechts-Universität zu Kiel
1
National Bureau of Economic Research
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Swiss Finance Institute
1
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All
International journal of theoretical and applied finance
58
Quantitative finance
43
The journal of computational finance
36
Applied mathematical finance
30
Computational economics
21
Finance and stochastics
21
Finance research letters
21
International journal of financial engineering
19
European journal of operational research : EJOR
18
Review of derivatives research
17
Journal of mathematical finance
16
The North American journal of economics and finance : a journal of financial economics studies
16
The journal of futures markets
16
Journal of economic dynamics & control
15
Journal of banking & finance
12
Journal of econometrics
12
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Operations research letters
10
Insurance / Mathematics & economics
9
Risks : open access journal
9
Annals of finance
8
Asia-Pacific financial markets
7
Economic modelling
7
The journal of derivatives : JOD
7
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
Research paper series / Swiss Finance Institute
6
The European journal of finance
6
Theoretical economics letters
6
Computational Management Science : CMS
5
International review of economics & finance : IREF
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
Review of quantitative finance and accounting
5
Risk and decision analysis
5
The North American journal of economics and finance : a journal of theory and practice
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
Computational management science
4
Decisions in economics and finance : DEF ; a journal of applied mathematics
4
Financial innovation : FIN
4
IMA journal of management mathematics
4
International journal of theoretical and applied finance : IJTAF
4
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ECONIS (ZBW)
893
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1
American options and stochastic interest rates
Battauz, Anna
;
Rotondi, Francesco
- In:
Computational management science
19
(
2022
)
4
,
pp. 567-604
Persistent link: https://www.econbiz.de/10013447493
Saved in:
2
Option-implied risk-neutral distributions and implied binominal trees : a literature review
Jackwerth, Jens Carsten
- In:
The journal of derivatives : the official publication …
7
(
2000
)
2
,
pp. 66-82
Persistent link: https://www.econbiz.de/10001497770
Saved in:
3
Call features and term to maturity of callable foreign bonds
Hooper, Vincent J.
(
contributor
);
Pointon, John
(
contributor
)
-
1996
Persistent link: https://www.econbiz.de/10000947861
Saved in:
4
Essentials of stochastic finance : facts, models, theory
Širjaev, Alʹbert N.
-
1999
Persistent link: https://www.econbiz.de/10001375629
Saved in:
5
Lévy processes in finance : a remedy to the non-stationarity of continuous martingales
Leblanc, Boris
- In:
Finance and stochastics
2
(
1998
)
4
,
pp. 399-408
Persistent link: https://www.econbiz.de/10001247134
Saved in:
6
Stochastic targets with mixed diffusion processes and viscosity solutions
Bouchard, Bruno
-
2000
Persistent link: https://www.econbiz.de/10001548992
Saved in:
7
Kombinierte Aktien-, Optionsstrategien im ein- und mehrperiodigen Fall : eine theoetische und empirische Untersuchung
Adam, Michael
;
Adam, Michael E. H.
-
2001
Persistent link: https://www.econbiz.de/10001629302
Saved in:
8
Back-testing the performance of an actively managed option portfolio at the Swedish stock market, 1990 - 1999
Blomvall, Jörgen
;
Lindberg, Per O.
- In:
Journal of economic dynamics & control
27
(
2003
)
6
,
pp. 1099-1112
Persistent link: https://www.econbiz.de/10001734566
Saved in:
9
Simulation based option pricing
Lüssem, Jens
;
Schumacher, Jürgen
- In:
Applied quantitative finance : theory and computational …
,
(pp. 349-366)
.
2002
Persistent link: https://www.econbiz.de/10001750014
Saved in:
10
Using Brownian bridge for fast simulation of jump-diffusion processes and barrier options
Metwally, Steve A. K.
;
Atiya, Amir F.
- In:
The journal of derivatives : the official publication …
10
(
2002
)
1
,
pp. 43-54
Persistent link: https://www.econbiz.de/10001718687
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