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isPartOf:"The European journal of finance"
~isPartOf:"Bloomberg market essentials"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Aktienoption"
~subject:"Monte-Carlo-Simulation"
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Search: subject_exact:"Asian option"
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Aktienoption
Monte-Carlo-Simulation
Option trading
136
Optionsgeschäft
136
Option pricing theory
101
Optionspreistheorie
101
Volatility
41
Volatilität
41
Stochastic process
31
Stochastischer Prozess
31
Derivat
30
Derivative
30
Theorie
27
Theory
27
Black-Scholes model
25
Black-Scholes-Modell
25
Hedging
23
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12
American options
8
barrier options
8
Credit risk
7
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7
Monte Carlo simulation
7
Asia
6
Asien
6
Portfolio selection
6
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Stock option
6
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5
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Mathematical programming
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Mathematische Optimierung
5
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5
Search theory
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13
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Ap Gwilym, Owain
2
Bernard, Carole
2
Verousis, Thanos
2
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1
Boyle, Phelim P.
1
Briani, Maya
1
Buryak, Alexander
1
Caramellino, Lucia
1
Chen, Su
1
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1
Guo, Ivan
1
Hassan, Nadima el
1
Henderson, Vicky
1
Hvistendahl Karlsen, Kenneth
1
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1
Li, Weiping
1
McLeish, Don L.
1
Milʹstejn, Grigorij N.
1
Passarelli, Dan
1
Reiß, O.
1
Schoenmakers, John
1
Sun, Jia
1
Tang, Robert
1
Terenzi, Giulia
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The European journal of finance
Bloomberg market essentials
International journal of theoretical and applied finance
The journal of futures markets
11
Journal of banking & finance
10
The journal of computational finance
9
Finance research letters
7
Quantitative finance
7
Journal of financial markets
6
Review of quantitative finance and accounting
6
Journal of risk and financial management : JRFM
5
Review of derivatives research
5
The North American journal of economics and finance : a journal of financial economics studies
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
Annals of finance
4
Computational economics
4
Applied economics
3
European journal of operational research : EJOR
3
Journal of financial economics
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Research paper series / Swiss Finance Institute
3
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
3
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Internationale Standardlehrbücher der Wirtschafts- und Sozialwissenschaften
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ECONIS (ZBW)
13
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1
The value of being lucky : option backdating and nondiversifiable risk
Henderson, Vicky
;
Sun, Jia
;
Whalley, A. Elizabeth
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012652678
Saved in:
2
Numerical stability of a hybrid method for pricing options
Briani, Maya
;
Caramellino, Lucia
;
Terenzi, Giulia
; …
- In:
International journal of theoretical and applied finance
22
(
2019
)
7
,
pp. 1-46
Persistent link: https://www.econbiz.de/10012153319
Saved in:
3
The early exercise premium in American options by using nonparametric regressions
Li, Weiping
;
Chen, Su
- In:
International journal of theoretical and applied finance
21
(
2018
)
7
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011956935
Saved in:
4
The valuation of self-funding instalment warrants
Dewynne, Jeff N.
;
Hassan, Nadima el
- In:
International journal of theoretical and applied finance
20
(
2017
)
4
,
pp. 1-48
Persistent link: https://www.econbiz.de/10011687010
Saved in:
5
The intraday determination of liquidity in the NYSE LIFFE equity option markets
Verousis, Thanos
;
Ap Gwilym, Owain
;
Chen, XiaoHua
- In:
The European journal of finance
22
(
2016
)
10/12
,
pp. 1164-1188
Persistent link: https://www.econbiz.de/10011715335
Saved in:
6
Commonality in equity options liquidity : evidence from European markets
Verousis, Thanos
;
Ap Gwilym, Owain
;
Voukelatos, Nikolaos
- In:
The European journal of finance
22
(
2016
)
10/12
,
pp. 1204-1223
Persistent link: https://www.econbiz.de/10011715347
Saved in:
7
Effective and simple VWAP options pricing model
Buryak, Alexander
;
Guo, Ivan
- In:
International journal of theoretical and applied finance
17
(
2014
)
6
,
pp. 1-13
Persistent link: https://www.econbiz.de/10010438536
Saved in:
8
Nearly exact option price simulation using characteristic functions
Bernard, Carole
;
Cui, Zhenyu
;
McLeish, Don L.
- In:
International journal of theoretical and applied finance
15
(
2012
)
7
,
pp. 1-29
Persistent link: https://www.econbiz.de/10009685897
Saved in:
9
Monte Carlo methods for pricing discrete Parisian options
Bernard, Carole
;
Boyle, Phelim P.
- In:
The European journal of finance
17
(
2011
)
3/4
,
pp. 169-196
Persistent link: https://www.econbiz.de/10009155447
Saved in:
10
Pricing and Deltas of discretely-monitored barrier options using stratified sampling on the hitting-times to the barrier
Joshi, Mark S.
;
Tang, Robert
- In:
International journal of theoretical and applied finance
13
(
2010
)
5
,
pp. 717-750
Persistent link: https://www.econbiz.de/10008904339
Saved in:
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