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isPartOf:"Applied mathematical finance"
~accessRights:"restricted"
~isPartOf:"International journal of financial engineering"
~isPartOf:"Operations research"
~isPartOf:"The journal of computational finance"
~subject:"Stochastic process"
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Search: subject_exact:"Optionsgeschäft"
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Stochastic process
Option trading
78
Optionsgeschäft
78
Option pricing theory
76
Optionspreistheorie
76
Volatility
30
Volatilität
30
Stochastischer Prozess
29
Black-Scholes model
24
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24
Derivat
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barrier options
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option pricing
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stochastic volatility
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options
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Kirkby, J. Lars
4
Aoudia, Djilali Ait
1
Bain, Alan
1
Burkovska, Olena
1
Cai, Ning
1
Chevalier, Etienne
1
Crocce, Fabián
1
Drimus, Gabriel
1
Escobar, Marcos
1
Fan, Yulian
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1
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1
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1
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1
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1
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1
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1
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1
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1
Gulisashvili, Archil
1
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1
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1
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Applied mathematical finance
International journal of financial engineering
Operations research
The journal of computational finance
Quantitative finance
18
International journal of theoretical and applied finance
14
Journal of economic dynamics & control
9
The North American journal of economics and finance : a journal of financial economics studies
9
Computational economics
8
European journal of operational research : EJOR
8
The journal of futures markets
8
Annals of finance
6
Finance and stochastics
6
Finance research letters
6
Journal of econometrics
6
Journal of mathematical finance
5
Review of derivatives research
5
Journal of banking & finance
4
The journal of derivatives : JOD
4
Insurance / Mathematics & economics
3
International review of economics & finance : IREF
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Operations research letters
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The European journal of finance
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
2
Applied economics
2
Applied economics letters
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Asia-Pacific financial markets
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
2
International journal of theoretical and applied finance : IJTAF
2
International review of finance
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Journal of financial econometrics
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Journal of the Operational Research Society
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Market microstructure and liquidity
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Mathematics of operations research
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Modern economy
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Research paper series / Swiss Finance Institute
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ECONIS (ZBW)
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1
Exchange option pricing under variance gamma-like models
Gardini, Matteo
;
Sabino, Piergiacomo
- In:
Applied mathematical finance
29
(
2022
)
6
,
pp. 494-521
Persistent link: https://www.econbiz.de/10014390283
Saved in:
2
Risk arbitrage opportunities for stock index options
Post, Thierry
;
Rodríguez Longarela, Iñaki
- In:
Operations research
69
(
2021
)
1
,
pp. 100-113
Persistent link: https://www.econbiz.de/10012523428
Saved in:
3
The CTMC–Heston model : calibration and exotic option pricing with SWIFT
Leitao, Álvaro
;
Kirkby, J. Lars
;
Ortiz-Garcia, Luis
- In:
The journal of computational finance
24
(
2021
)
4
,
pp. 71-114
Persistent link: https://www.econbiz.de/10012544164
Saved in:
4
Calibration of local-stochastic and path-dependent volatility models to vanilla and no-touch options
Bain, Alan
;
Mariapragassam, Matthieu
;
Reisinger, Christoph
- In:
The journal of computational finance
24
(
2021
)
4
,
pp. 115-161
Persistent link: https://www.econbiz.de/10012544167
Saved in:
5
Options portfolio selection
Guasoni, Paolo
;
Mayerhofer, Eberhard
- In:
Operations research
68
(
2020
)
3
,
pp. 733-740
Persistent link: https://www.econbiz.de/10012234441
Saved in:
6
Regime classification and stock loan valuation
Cai, Ning
;
Zhang, Wei
- In:
Operations research
68
(
2020
)
4
,
pp. 965-983
Persistent link: https://www.econbiz.de/10012288340
Saved in:
7
High-order approximations to call option prices in the Heston model
Gulisashvili, Archil
;
Lagunas-Merino, Marc
;
Merino, Raúl
; …
- In:
The journal of computational finance
24
(
2020
)
1
,
pp. 83-102
Persistent link: https://www.econbiz.de/10012421960
Saved in:
8
Pricing multiple barrier derivatives under stochastic volatility
Escobar, Marcos
;
Panz, Sven
;
Zagst, Rudi
- In:
The journal of computational finance
24
(
2020
)
2
,
pp. 77-101
Persistent link: https://www.econbiz.de/10012543622
Saved in:
9
Complexity reduction for calibration to American options
Burkovska, Olena
;
Glau, Kathrin
;
Mahlstedt, Mirco
; …
- In:
The journal of computational finance
23
(
2019
)
1
,
pp. 25-60
Persistent link: https://www.econbiz.de/10012064981
Saved in:
10
Path-dependent American options
Chevalier, Etienne
;
Ly Vath, Vathana
;
Mnif, Mohamed
- In:
The journal of computational finance
23
(
2019
)
1
,
pp. 61-95
Persistent link: https://www.econbiz.de/10012064988
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