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subject:"Börsenkurs"
~isPartOf:"Computational economics"
~isPartOf:"Finance and stochastics"
~subject:"Option pricing theory"
~subject:"Suchtheorie"
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Börsenkurs
Option pricing theory
Suchtheorie
Option trading
73
Optionsgeschäft
73
Optionspreistheorie
56
Theorie
27
Theory
27
Stochastic process
19
Stochastischer Prozess
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Black-Scholes model
16
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Hobson, David G.
5
Figueroa-López, José E.
2
Mordecki, Ernesto
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2
Adl, A.
1
Aghdam, Y. Esmaeelzade
1
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1
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Computational economics
Finance and stochastics
The journal of futures markets
102
International journal of theoretical and applied finance
83
Review of derivatives research
59
The journal of computational finance
58
Quantitative finance
52
Applied mathematical finance
51
The journal of derivatives : the official publication of the International Association of Financial Engineers
51
Journal of banking & finance
50
Finance research letters
45
Mathematical finance : an international journal of mathematics, statistics and financial theory
41
Journal of economic dynamics & control
37
The North American journal of economics and finance : a journal of financial economics studies
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International journal of financial engineering
32
Journal of mathematical finance
28
European journal of operational research : EJOR
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Journal of financial economics
25
International review of economics & finance : IREF
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Research paper series / Swiss Finance Institute
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Management science : journal of the Institute for Operations Research and the Management Sciences
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International review of financial analysis
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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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Journal of financial markets
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The journal of derivatives : JOD
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Applied economics
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Insurance / Mathematics & 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 derivatives & hedge funds
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Journal of financial and quantitative analysis : JFQA
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Theoretical economics letters
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ECONIS (ZBW)
57
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1
Valuation of standard call options using the Euler-Maruyama method with strong approximation
Suescún-Díaz, Daniel
;
Girón, Luis Eduardo
- In:
Computational economics
61
(
2023
)
4
,
pp. 1545-1560
Persistent link: https://www.econbiz.de/10014327069
Saved in:
2
Analytic method for pricing vulnerable external barrier options
Kim, Donghyun
;
Yoon, Ji-Hun
- In:
Computational economics
61
(
2023
)
4
,
pp. 1561-1591
Persistent link: https://www.econbiz.de/10014327071
Saved in:
3
Quasi-Monte Carlo-based conditional Malliavin method for continuous-time Asian option Greeks
Yu, Chao
;
Wang, Xiaoqun
- In:
Computational economics
62
(
2023
)
1
,
pp. 325-360
Persistent link: https://www.econbiz.de/10014327500
Saved in:
4
Optional projection under equivalent local martingale measures
Biagini, Francesca
;
Mazzon, Andrea
;
Perkkiö, Ari-Pekka
- In:
Finance and stochastics
27
(
2023
)
2
,
pp. 435-465
Persistent link: https://www.econbiz.de/10014253651
Saved in:
5
A semi-closed form approximation of arbitrage‑free call option price surface
Kundu, Arindam
;
Kumar, Sumit
;
Tomar, Nutan Kumar
- In:
Computational economics
63
(
2024
)
4
,
pp. 1431-1457
Persistent link: https://www.econbiz.de/10014549032
Saved in:
6
The convergence investigation of a numerical scheme for the tempered fractional black-scholes model arising European double barrier option
Aghdam, Y. Esmaeelzade
;
Mesgarani, H.
;
Adl, A.
;
Farnam, B.
- In:
Computational economics
61
(
2023
)
2
,
pp. 513-528
Persistent link: https://www.econbiz.de/10014228450
Saved in:
7
Option pricing by the Legendre wavelets method
Doostaki, Reza
;
Hosseini, Mohammad Mehdi
- In:
Computational economics
59
(
2022
)
2
,
pp. 749-773
Persistent link: https://www.econbiz.de/10013169051
Saved in:
8
An analytical approximation formula for barrier option prices under the heston model
He, Xin-Jiang
;
Lin, Sha
- In:
Computational economics
60
(
2022
)
4
,
pp. 1413-1425
Persistent link: https://www.econbiz.de/10013447445
Saved in:
9
Exploring option pricing and hedging via volatility asymmetry
Casas, Isabel
;
Veiga, Helena
- In:
Computational economics
57
(
2021
)
4
,
pp. 1015-1039
Persistent link: https://www.econbiz.de/10012543248
Saved in:
10
An approximation scheme for option pricing under two-state continuous CAPM
Safdari-Vaighani, Ali
;
Ahmadian, Davood
;
Javid-Jahromi, Roja
- In:
Computational economics
57
(
2021
)
4
,
pp. 1373-1385
Persistent link: https://www.econbiz.de/10012543380
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