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isPartOf:"Applied mathematical finance"
~isPartOf:"Finance research letters"
~isPartOf:"International review of financial analysis"
~language:"eng"
~subject:"Optionspreistheorie"
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Optionspreistheorie
Option trading
140
Optionsgeschäft
140
Option pricing theory
107
Volatility
61
Volatilität
61
Derivat
37
Derivative
37
Stochastic process
24
Stochastischer Prozess
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Black-Scholes model
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Wang, Xingchun
5
Lee, Hangsuck
4
Cohen, Samuel N.
3
Lee, Minha
3
Reisinger, Christoph
3
Wang, Sheng
3
Ha, Hongjun
2
Howison, Sam
2
Hsu, Pao-peng
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Applied mathematical finance
Finance research letters
International review of financial analysis
The journal of futures markets
84
International journal of theoretical and applied finance
83
Review of derivatives research
58
The journal of computational finance
58
Quantitative finance
53
The journal of derivatives : the official publication of the International Association of Financial Engineers
47
Journal of banking & finance
43
Mathematical finance : an international journal of mathematics, statistics and financial theory
38
Journal of economic dynamics & control
37
The North American journal of economics and finance : a journal of financial economics studies
36
International journal of financial engineering
32
Computational economics
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Finance and stochastics
28
European journal of operational research : EJOR
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Journal of mathematical finance
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Research paper series / Swiss Finance Institute
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International review of economics & finance : IREF
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Journal of financial economics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Risks : open access journal
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Asia-Pacific financial markets
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Review of quantitative finance and accounting
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The European journal of finance
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Economic modelling
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The journal of derivatives : JOD
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Insurance / Mathematics & economics
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Applied economics
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Swiss Finance Institute Research Paper
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Journal of risk and financial management : JRFM
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Annals of finance
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Journal of financial markets
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ECONIS (ZBW)
107
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91
Robust approximations for pricing Asian options and volatility swaps under stochastic volatility
Forde, Martin
;
Jacquier, Antoine
- In:
Applied mathematical finance
17
(
2010
)
3/4
,
pp. 241-259
Persistent link: https://www.econbiz.de/10008653259
Saved in:
92
Pricing of swing options in a mean reverting model with jumps
Kjaer, Mats
- In:
Applied mathematical finance
15
(
2008
)
5/6
,
pp. 479-502
Persistent link: https://www.econbiz.de/10003815253
Saved in:
93
Valuation of performance-dependent options
Gerstner, Thomas Stefan
;
Holtz, Markus
- In:
Applied mathematical finance
15
(
2008
)
1/2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10003751107
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94
General lower bounds for arithmetic Asian option prices
Albrecher, H.
;
Mayer, Philipp
;
Schoutens, W.
- In:
Applied mathematical finance
15
(
2008
)
1/2
,
pp. 123-149
Persistent link: https://www.econbiz.de/10003751123
Saved in:
95
Closed-form valuation of American call options on stocks paying multiple dividends
Cassimon, Danny
;
Engelen, Peter-Jan
;
Thomassen, L.
;
Van …
- In:
Finance research letters
4
(
2007
)
1
,
pp. 33-48
Persistent link: https://www.econbiz.de/10003442062
Saved in:
96
A matched asymptotic expansions approach to continuity corrections for discretely sampled options : Part 1: barrier options
Howison, Sam
;
Steinberg, Mario
- In:
Applied mathematical finance
14
(
2007
)
1
,
pp. 63-89
Persistent link: https://www.econbiz.de/10003542939
Saved in:
97
A matched asymptotic expansions approach to continuity corrections for discretely sampled options : Part 2: Bermudan options
Howison, Sam
- In:
Applied mathematical finance
14
(
2007
)
1
,
pp. 91-104
Persistent link: https://www.econbiz.de/10003542976
Saved in:
98
On American options under the Variance Gamma process
Almendral, Ariel
;
Oosterlee, Cornelis W.
- In:
Applied mathematical finance
14
(
2007
)
2
,
pp. 131-152
Persistent link: https://www.econbiz.de/10003542979
Saved in:
99
A simple derivation of and improvements to Jamshidian's and Roger's upper bound methods for Bermudan options
Joshi, Mark S.
- In:
Applied mathematical finance
14
(
2007
)
3
,
pp. 197-205
Persistent link: https://www.econbiz.de/10003542984
Saved in:
100
Pricing lookback options with knock-out boundaries
Muroi, Yoshifumi
- In:
Applied mathematical finance
13
(
2006
)
2
,
pp. 155-190
Persistent link: https://www.econbiz.de/10003331423
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