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type_genre:"Arbeitspapier"
~isPartOf:"Decisions in economics and finance : DEF ; a journal of applied mathematics"
~subject:"Experiment"
~subject:"Optionspreistheorie"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Sammelwerk"
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Search: subject_exact:"Black-Scholes option pricing model"
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Optionspreistheorie
Black-Scholes model
10
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7
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5
Theory
5
Volatility
4
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4
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Derivat
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Derivative operator in the Malliavin calculus sense
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Albeverio, Sergio
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Alòs, Elisa
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Cordoni, Francesco
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Di Persio, Luca
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Hok, Julien
1
Jourdain, Benjamin
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Kenmoe, Romuald N.
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Decisions in economics and finance : DEF ; a journal of applied mathematics
International journal of theoretical and applied finance
47
Computational economics
29
Applied mathematical finance
24
The journal of computational finance
24
Quantitative finance
21
International journal of financial engineering
20
Journal of mathematical finance
20
Finance and stochastics
19
The journal of futures markets
19
Review of derivatives research
17
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Journal of banking & finance
13
The North American journal of economics and finance : a journal of financial economics studies
13
Asia-Pacific financial markets
9
Journal of economic dynamics & control
9
Risks : open access journal
9
European journal of operational research : EJOR
8
Review of quantitative finance and accounting
8
The European journal of finance
8
Finance research letters
7
Journal of derivatives & hedge funds
7
Journal of risk and financial management : JRFM
7
The journal of derivatives : the official publication of the International Association of Financial Engineers
7
Applied economics
6
Journal of econometrics
6
Research paper series / Swiss Finance Institute
6
International journal of financial markets and derivatives
5
International journal of theoretical and applied finance : IJTAF
5
Annals of financial economics
4
Computational Management Science : CMS
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Discussion paper / B
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Finance and economics discussion series
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Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
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Journal of empirical finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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1
Asymptotic expansion for some local volatility models arising in finance
Albeverio, Sergio
;
Cordoni, Francesco
;
Di Persio, Luca
; …
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 527-573
Persistent link: https://www.econbiz.de/10012127266
Saved in:
2
Calibration of local volatility model with stochastic interestrates by efficient numerical PDE methods
Hok, Julien
;
Tan, Shih-Hau
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 609-637
Persistent link: https://www.econbiz.de/10012127281
Saved in:
3
A note on the implied volatility of floating strike Asian options
Alòs, Elisa
;
León, Jorge A.
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 743-758
Persistent link: https://www.econbiz.de/10012127320
Saved in:
4
An application of nonparametric volatility estimators to option pricing
Kenmoe, Romuald N.
;
Sanfelici, Simona
- In:
Decisions in economics and finance : DEF ; a journal of …
37
(
2014
)
2
,
pp. 393-412
Persistent link: https://www.econbiz.de/10010412432
Saved in:
5
A moments and strike matching binominal algorithm for pricing American put options
Jourdain, Benjamin
;
Zanette, Antonino
- In:
Decisions in economics and finance : DEF ; a journal of …
31
(
2008
)
1
,
pp. 33-49
Persistent link: https://www.econbiz.de/10003771585
Saved in:
6
Weak convergence of tree methods to price options on defaultable assets
Nieuwenhuis, J. H.
;
Vellekoop, Michel
- In:
Decisions in economics and finance : DEF ; a journal of …
27
(
2004
)
2
,
pp. 87-107
Persistent link: https://www.econbiz.de/10003095202
Saved in:
7
An efficient binomial method for pricing American options
Gaudenzi, Marcellino
;
Pressacco, Flavio
- In:
Decisions in economics and finance : DEF ; a journal of …
26
(
2003
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10003837087
Saved in:
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