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subject:"Portfolio selection"
~isPartOf:"Applied mathematical finance"
~isPartOf:"Journal of econometrics"
~isPartOf:"SpringerLink / Bücher"
~subject:"Option pricing theory"
~subject:"USA"
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Portfolio selection
Option pricing theory
USA
Derivat
159
Derivative
159
Optionspreistheorie
91
Theorie
53
Theory
53
Stochastic process
38
Stochastischer Prozess
38
Volatility
38
Volatilität
38
Derivat <Wertpapier>
29
Hedging
23
Option trading
22
Optionsgeschäft
22
Portfolio-Management
19
Kreditrisiko
17
Yield curve
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Deutschland
13
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11
Interest rate derivative
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Zinsderivat
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10
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10
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9
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9
Risk
9
Swap
9
Simulation
8
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8
Wetter
8
Kreditderivat
7
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7
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7
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Benth, Fred Espen
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Monfort, Alain
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Sabino, Piergiacomo
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2
Cohen, Samuel N.
2
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2
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2
Lyons, Terry
2
Nejad, Sina
2
Park, Yang-Ho
2
Reisinger, Christoph
2
Sircar, Kaushik Ronnie
2
Wang, Sheng
2
Xiu, Dacheng
2
Zapranis, Achilleas
2
Zheng, Wendong
2
Alaton, Peter
1
Alexandridis K., Antonis
1
Alexandridis, A.
1
Aly, Sidi Mohamed Ould
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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1
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1
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1
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1
Bouchaud, Jean-Philippe
1
Bouziane, Markus
1
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1
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1
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Applied mathematical finance
Journal of econometrics
SpringerLink / Bücher
The journal of futures markets
195
International journal of theoretical and applied finance
111
Journal of banking & finance
70
Review of derivatives research
47
The journal of finance : the journal of the American Finance Association
47
Quantitative finance
45
European journal of operational research : EJOR
39
The journal of computational finance
35
The journal of derivatives : the official publication of the International Association of Financial Engineers
34
Energy economics
33
Journal of financial and quantitative analysis : JFQA
33
Journal of mathematical finance
32
Journal of financial economics
30
Mathematical finance : an international journal of mathematics, statistics and financial theory
30
Advances in futures and options research : a research annual
29
Finance and stochastics
29
The journal of fixed income
27
The European journal of finance
26
Working paper / National Bureau of Economic Research, Inc.
26
Finance research letters
25
International journal of financial engineering
25
Journal of economic dynamics & control
25
Risks : open access journal
22
The North American journal of economics and finance : a journal of financial economics studies
22
The journal of derivatives : JOD
22
The journal of structured finance
21
The review of financial studies
20
Computational economics
19
International review of financial analysis
19
Applied economics
18
International review of economics & finance : IREF
18
The financial review : the official publication of the Eastern Finance Association
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Wiley finance series
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Annals of finance
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Applied financial economics
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Finance and economics discussion series
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Insurance / Mathematics & economics
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ECONIS (ZBW)
111
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1
Simulation of arbitrage-free implied volatility surfaces
Cont, Rama
;
Vuletić, Milena
- In:
Applied mathematical finance
30
(
2023
)
2
,
pp. 94-121
Persistent link: https://www.econbiz.de/10014443387
Saved in:
2
Exchange option pricing under variance gamma-like models
Gardini, Matteo
;
Sabino, Piergiacomo
- In:
Applied mathematical finance
29
(
2022
)
6
,
pp. 494-521
Persistent link: https://www.econbiz.de/10014390283
Saved in:
3
Hedging option books using neural-sde market models
Cohen, Samuel N.
;
Reisinger, Christoph
;
Wang, Sheng
- In:
Applied mathematical finance
29
(
2022
)
5
,
pp. 366-401
Persistent link: https://www.econbiz.de/10014323483
Saved in:
4
Closed-form implied volatility surfaces for stochastic volatility models with jumps
Aït-Sahalia, Yacine
;
Li, Chenxu
;
Li, Chen Xu
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 364-392
Persistent link: https://www.econbiz.de/10012619431
Saved in:
5
Fast pricing of energy derivatives with mean-reverting jump-diffusion processes
Sabino, Piergiacomo
;
Cufaro Petroni, Nicola
- In:
Applied mathematical finance
28
(
2021
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012625980
Saved in:
6
Static replication of European multi-asset options with homogeneous payoff
Bossu, Sébastien
- In:
Applied mathematical finance
28
(
2021
)
5
,
pp. 381-394
Persistent link: https://www.econbiz.de/10013411710
Saved in:
7
Exact simulation of variance gamma-related OU processes : application to the pricing of energy derivatives
Sabino, Piergiacomo
- In:
Applied mathematical finance
27
(
2020
)
3
,
pp. 207-227
Persistent link: https://www.econbiz.de/10012315167
Saved in:
8
Optimal hedging in incomplete markets
Bouzianis, George
;
Hughston, Lane P.
- In:
Applied mathematical finance
27
(
2020
)
4
,
pp. 265-287
Persistent link: https://www.econbiz.de/10012425323
Saved in:
9
Non-parametric pricing and hedging of exotic derivatives
Lyons, Terry
;
Nejad, Sina
;
Perez Arribas, Imanol
- In:
Applied mathematical finance
27
(
2020
)
6
,
pp. 457-494
Persistent link: https://www.econbiz.de/10012516168
Saved in:
10
Detecting and repairing arbitrage in traded option prices
Cohen, Samuel N.
;
Reisinger, Christoph
;
Wang, Sheng
- In:
Applied mathematical finance
27
(
2020
)
5
,
pp. 345-373
Persistent link: https://www.econbiz.de/10012501620
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