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isPartOf:"Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement"
~isPartOf:"Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty"
~isPartOf:"Review of quantitative finance and accounting"
~isPartOf:"The European journal of finance"
~isPartOf:"The journal of computational finance"
~subject:"Black-Scholes model"
~subject:"Risiko"
~subject:"Stock option"
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Search: subject_exact:"Optionspreismodell"
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Black-Scholes model
Risiko
Stock option
Option pricing theory
418
Optionspreistheorie
418
Stochastic process
125
Stochastischer Prozess
125
Volatility
117
Volatilität
117
Theorie
104
Theory
104
Option trading
93
Optionsgeschäft
93
Derivat
55
Derivative
55
Monte Carlo simulation
49
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Real options analysis
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Realoptionsansatz
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Experiment
17
stochastic volatility
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16
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16
Statistische Verteilung
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Chen, Ren-Raw
2
Jabłecki, Juliusz
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Reisinger, Christoph
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Wang, Guanying
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Yao, Kai
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Adkins, Roger
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Anderluh, J. H. M.
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Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
Review of quantitative finance and accounting
The European journal of finance
The journal of computational finance
International journal of theoretical and applied finance
68
Applied mathematical finance
34
The journal of futures markets
34
Review of derivatives research
31
Computational economics
30
Quantitative finance
30
Journal of banking & finance
28
Mathematical finance : an international journal of mathematics, statistics and financial theory
28
Finance and stochastics
27
International journal of financial engineering
25
Journal of mathematical finance
22
The North American journal of economics and finance : a journal of financial economics studies
21
Journal of financial economics
20
Research paper series / Swiss Finance Institute
18
The journal of derivatives : the official publication of the International Association of Financial Engineers
18
Finance research letters
17
Risks : open access journal
17
European journal of operational research : EJOR
15
Insurance / Mathematics & economics
15
Journal of economic dynamics & control
15
Journal of risk and financial management : JRFM
13
Applied economics
11
Asia-Pacific financial markets
11
The journal of finance : the journal of the American Finance Association
11
Journal of empirical finance
10
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Mathematics and financial economics
9
NBER working paper series
9
Annals of finance
8
Decisions in economics and finance : DEF ; a journal of applied mathematics
8
International review of economics & finance : IREF
8
International review of financial analysis
8
Working paper / National Bureau of Economic Research, Inc.
8
Journal of derivatives & hedge funds
7
NBER Working Paper
7
The review of financial studies
7
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ECONIS (ZBW)
72
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1
Solution method and parameter estimation of uncertain partial differential equation with application to China's population
Yang, Lu
;
Liu, Yang
- In:
Fuzzy optimization and decision making : a journal of …
23
(
2024
)
1
,
pp. 155-177
Persistent link: https://www.econbiz.de/10014500867
Saved in:
2
Efficient numerical valuation of European options under the two-asset Kou jump-diffusion model
Hout, Karel J. in 't
;
Lamotte, Pieter
- In:
The journal of computational finance
26
(
2023
)
4
,
pp. 101-137
Persistent link: https://www.econbiz.de/10014342075
Saved in:
3
Uncertain energy model for electricity and gas futures with application in spark-spread option price
Mehrdoust, Farshid
;
Noorani, Idin
;
Xu, Wei
- In:
Fuzzy optimization and decision making : a journal of …
22
(
2023
)
1
,
pp. 123-148
Persistent link: https://www.econbiz.de/10014227971
Saved in:
4
Option implied riskiness and risk-taking incentives of executive compensation
Lu, Chia-Chi
;
Shen, Hsin-han
;
Shih, Pai-Ta
;
Tsai, Wei‐Che
- In:
Review of quantitative finance and accounting
60
(
2023
)
3
,
pp. 1143-1160
Persistent link: https://www.econbiz.de/10014291781
Saved in:
5
Estimating risks of European option books using neural stochastic differential equation market models
Cohen, Samuel N.
;
Reisinger, Christoph
;
Wang, Sheng
- In:
The journal of computational finance
26
(
2022
)
3
,
pp. 33-72
Persistent link: https://www.econbiz.de/10014314556
Saved in:
6
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:
7
Probabilistic machine learning for local volatility
Tegnér, Martin
;
Roberts, Stephen
- In:
The journal of computational finance
25
(
2021
)
3
,
pp. 1-50
Persistent link: https://www.econbiz.de/10012873079
Saved in:
8
Option pricing under stock market cycles with jump risks : evidence from the S&P 500 index
Wang, Shin-yun
;
Chuang, Ming-Che
;
Lin, Shih-kuei
;
Shyu, …
- In:
Review of quantitative finance and accounting
56
(
2021
)
1
,
pp. 25-51
Persistent link: https://www.econbiz.de/10012432624
Saved in:
9
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:
10
Penalty methods for bilateral XVA pricing in European and American contingent claims by a partial differential equation model
Chen, Yuwei
;
Christara, Christiana C.
- In:
The journal of computational finance
24
(
2021
)
4
,
pp. 41-70
Persistent link: https://www.econbiz.de/10012544162
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