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subject:"Börsenkurs"
~isPartOf:"Finance and stochastics"
~isPartOf:"Journal of derivatives & hedge funds"
~subject:"Option pricing theory"
~subject:"Suchtheorie"
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Börsenkurs
Option pricing theory
Suchtheorie
Option trading
55
Optionsgeschäft
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Optionspreistheorie
38
Theorie
28
Theory
28
Stochastic process
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Stochastischer Prozess
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option
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Hobson, David G.
5
Alghalith, Moawia
2
Deng, Geng
2
Dulaney, Tim
2
Figueroa-López, José E.
2
McCann, Craig
2
Mordecki, Ernesto
2
Orosi, Greg
2
Ólafsson, Sveinn
2
Aboura, Sofiane
1
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Carr, Peter
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Cont, Rama
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Cvitanić, Jakša
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Finance and stochastics
Journal of derivatives & hedge funds
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
36
International journal of financial engineering
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Computational economics
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Journal of mathematical finance
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European journal of operational research : EJOR
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Journal of financial economics
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International review of economics & finance : IREF
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International review of financial analysis
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Risks : open access journal
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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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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 financial and quantitative analysis : JFQA
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Theoretical economics letters
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Journal of empirical finance
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ECONIS (ZBW)
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1
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:
2
A quasi-sure optional decomposition and super-hedging result on the Skorokhod space
Bouchard, Bruno
;
Tan, Xiaolu
- In:
Finance and stochastics
25
(
2021
)
3
,
pp. 505-528
Persistent link: https://www.econbiz.de/10012585984
Saved in:
3
Robust bounds for the American put
Hobson, David G.
;
Norgilas, Dominykas
- In:
Finance and stochastics
23
(
2019
)
2
,
pp. 359-395
Persistent link: https://www.econbiz.de/10012023741
Saved in:
4
Model uncertainty and the pricing of American options
Hobson, David G.
;
Neuberger, Anthony
- In:
Finance and stochastics
21
(
2017
)
1
,
pp. 285-329
Persistent link: https://www.econbiz.de/10011944370
Saved in:
5
Multilevel Monte Carlo for exponential Lévy models
Giles, Michael B.
;
Xia, Yuan
- In:
Finance and stochastics
21
(
2017
)
4
,
pp. 995-1026
Persistent link: https://www.econbiz.de/10011944462
Saved in:
6
Short-time expansions for close-to-the-money options under a Lévy jump model with stochastic volatility
Figueroa-López, José E.
;
Ólafsson, Sveinn
- In:
Finance and stochastics
20
(
2016
)
1
,
pp. 219-265
Persistent link: https://www.econbiz.de/10011460382
Saved in:
7
Short-term asymptotics for the implied volatility skew under a stochastic volatility model with Lévy jumps
Figueroa-López, José E.
;
Ólafsson, Sveinn
- In:
Finance and stochastics
20
(
2016
)
4
,
pp. 973-1020
Persistent link: https://www.econbiz.de/10011570202
Saved in:
8
Another look at the integral of exponential Brownian motion and the pricing of Asian options
Lyasoff, Andrew
- In:
Finance and stochastics
20
(
2016
)
4
,
pp. 1061-1096
Persistent link: https://www.econbiz.de/10011570364
Saved in:
9
Robust price bounds for the forward starting straddle
Hobson, David G.
;
Klimmek, Martin
- In:
Finance and stochastics
19
(
2015
)
1
,
pp. 189-214
Persistent link: https://www.econbiz.de/10011417160
Saved in:
10
Forward equations for option prices in semimartingale models
Bentata, Amel
;
Cont, Rama
- In:
Finance and stochastics
19
(
2015
)
3
,
pp. 617-651
Persistent link: https://www.econbiz.de/10011418317
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