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isPartOf:"Applied mathematical finance"
~isPartOf:"International journal of financial engineering"
~isPartOf:"Operations research"
~isPartOf:"The journal of computational finance"
~subject:"Optionspreistheorie"
~subject:"Stochastic process"
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Search: subject_exact:"Optionsgeschäft"
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Optionspreistheorie
Stochastic process
Option trading
154
Optionsgeschäft
154
Option pricing theory
148
Volatility
52
Volatilität
52
Stochastischer Prozess
45
Derivat
34
Derivative
34
Black-Scholes model
32
Black-Scholes-Modell
32
Theorie
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Theory
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Hedging
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Monte Carlo simulation
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Monte-Carlo-Simulation
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stochastic volatility
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Portfolio selection
8
Portfolio-Management
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barrier options
8
Simulation
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option pricing
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Asian options
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Markov chain
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Markov-Kette
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Numerical analysis
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Numerisches Verfahren
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Option pricing
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implied volatility
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American options
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Estimation
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options
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148
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Cai, Ning
4
Kirkby, J. Lars
4
Reisinger, Christoph
4
Cohen, Samuel N.
3
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3
Kou, Steven
3
Wang, Sheng
3
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2
Cont, Rama
2
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2
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2
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2
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Applied mathematical finance
International journal of financial engineering
Operations research
The journal of computational finance
The journal of futures markets
85
International journal of theoretical and applied finance
84
Review of derivatives research
58
Quantitative finance
51
The journal of derivatives : the official publication of the International Association of Financial Engineers
50
Journal of banking & finance
44
Finance research letters
40
Mathematical finance : an international journal of mathematics, statistics and financial theory
39
Journal of economic dynamics & control
38
The North American journal of economics and finance : a journal of financial economics studies
36
Finance and stochastics
30
Computational economics
28
European journal of operational research : EJOR
27
Journal of mathematical finance
26
Research paper series / Swiss Finance Institute
22
International review of economics & finance : IREF
21
Journal of financial economics
21
Management science : journal of the Institute for Operations Research and the Management Sciences
19
Asia-Pacific financial markets
18
Risks : open access journal
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Review of quantitative finance and accounting
17
The European journal of finance
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Economic modelling
16
The journal of derivatives : JOD
16
Insurance / Mathematics & economics
15
Applied economics
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Swiss Finance Institute Research Paper
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Annals of finance
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Journal of econometrics
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Journal of risk and financial management : JRFM
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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International review of financial analysis
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Journal of financial markets
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Energy economics
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Journal of derivatives & hedge funds
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Journal of risk
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ECONIS (ZBW)
148
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11
Dark matter in (volatility and) equity option risk premiums
Bakshi, Gurdip S.
;
Crosby, John
;
Gao, Xiaohui
- In:
Operations research
70
(
2022
)
6
,
pp. 3108-3124
Persistent link: https://www.econbiz.de/10014307635
Saved in:
12
Multilevel Monte Carlo simulation for VIX options in the rough Bergomi model
Bourgey, Florian
;
De Marco, Stefano
- In:
The journal of computational finance
26
(
2022
)
2
,
pp. 53-82
Persistent link: https://www.econbiz.de/10013549658
Saved in:
13
Pricing barrier options with deep backward stochastic differential equation methods
Ganesan, Narayan
;
Yu, Yajie
;
Hientzsch, Bernhard
- In:
The journal of computational finance
25
(
2022
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014546284
Saved in:
14
Double barrier American put option pricing under uncertain volatility model
Zaineb, El Kharrazi
;
Sahar, Saoud
;
Zouhir, Mahani
- In:
International journal of financial engineering
8
(
2021
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012662317
Saved in:
15
Binomial tree method for option pricing : discrete Carr and Madan formula approach
Muroi, Yoshifumi
;
Saeki, Ryota
;
Suda, Shintaro
- In:
International journal of financial engineering
8
(
2021
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012662360
Saved in:
16
Liquidity-free implied volatilities : an approach using conic finance
Michielon, Matteo
;
Khedher, Asma
;
Spreij, Peter
- In:
International journal of financial engineering
8
(
2021
)
4
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012815112
Saved in:
17
Properties of Indian stock market : evidence using strap option strategy
Bangur, P.
;
Singh, M. Kumar
;
Singh, P. Kumar
;
Bangur, R.
- In:
International journal of financial engineering
8
(
2021
)
4
,
pp. 1-13
Persistent link: https://www.econbiz.de/10012815121
Saved in:
18
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:
19
Gradient boosting for quantitative finance
Davis, Jesse
;
Devos, Laurens
;
Reyners, Sofie
;
Schoutens, Wim
- In:
The journal of computational finance
24
(
2021
)
4
,
pp. 1-40
Persistent link: https://www.econbiz.de/10012544161
Saved in:
20
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
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