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subject:"Börsenkurs"
~isPartOf:"Finance and stochastics"
~subject:"Option pricing theory"
~subject:"Suchtheorie"
~subject:"Theorie"
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Börsenkurs
Option pricing theory
Suchtheorie
Theorie
Option trading
43
Optionsgeschäft
43
Optionspreistheorie
28
Theory
26
Hedging
11
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Hobson, David G.
6
Benth, Fred Espen
2
Figueroa-López, José E.
2
Leblanc, Boris
2
Mordecki, Ernesto
2
Ólafsson, Sveinn
2
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1
Bentata, Amel
1
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1
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1
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1
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1
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Dassios, Angelos
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1
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Finance and stochastics
The journal of futures markets
119
International journal of theoretical and applied finance
95
Journal of banking & finance
68
Review of derivatives research
67
The journal of derivatives : the official publication of the International Association of Financial Engineers
64
The journal of computational finance
60
Applied mathematical finance
54
Quantitative finance
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Finance research letters
49
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Journal of economic dynamics & control
41
The North American journal of economics and finance : a journal of financial economics studies
37
Journal of financial economics
33
International journal of financial engineering
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Computational economics
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International review of economics & finance : IREF
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European journal of operational research : EJOR
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Journal of mathematical finance
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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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Journal of financial markets
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Asia-Pacific financial markets
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The review of financial studies
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International review of financial analysis
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Review of quantitative finance and accounting
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The European journal of finance
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Risks : open access journal
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Journal of risk and financial management : JRFM
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NBER working paper series
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The journal of derivatives : JOD
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Economic modelling
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Swiss Finance Institute Research Paper
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The journal of finance : the journal of the American Finance Association
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Applied economics
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Insurance / Mathematics & economics
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Journal of financial and quantitative analysis : JFQA
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Working paper / National Bureau of Economic Research, Inc.
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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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