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option pricing theorymonte carlo simulationstochastischer prozessstochastic processmarket microstructureoptimal executionweather derivativesoption tradingportfolio managementportfolio selectionhawkes processesmarket impact modelhigh frequency tradingprice manipulationselektronisches handelssystemelectronic tradingshare pricesecurities tradinggeld brief spannebid ask spreadstochastic volatilityvolatility modelmodel valuationvaluation temperaturetemperature derivativesderivatives riskrisk valuationvaluation quantoquanto derivativesderivatives temperaturetemperature electricityelectricity multilevelmultilevel montemonte carlocarlo computingcomputing scrscr standardstandard formulaformula stressstress teststests samplingsampling dimensionaldimensional probabilityprobability measuresmeasures convexconvex orderorder computationcomputation robustrobust optionoption priceprice boundsbounds smilesmile gaussiangaussian termterm structurestructure modelmodel multivariatemultivariate transienttransient priceprice impactimpact matrixmatrix valuedvalued positivepositive definite
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