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~accessRights:"restricted"
~isPartOf:"Annals of finance"
~isPartOf:"Applied mathematical finance"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"The European journal of finance"
~subject:"Derivat"
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Search: subject_exact:"Optionspreismodell"
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Derivat
Option pricing theory
270
Optionspreistheorie
270
Stochastic process
148
Stochastischer Prozess
148
Volatility
99
Volatilität
99
Option trading
72
Optionsgeschäft
72
Derivative
71
Hedging
33
Black-Scholes model
28
Black-Scholes-Modell
28
Portfolio selection
27
Portfolio-Management
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Yield curve
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Zinsstruktur
27
CAPM
22
Statistical distribution
21
Statistische Verteilung
21
option pricing
19
Credit risk
18
Kreditrisiko
18
Experiment
17
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17
stochastic volatility
17
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Analysis
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71
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Hess, Markus
3
Sabino, Piergiacomo
3
Ballotta, Laura
2
Benth, Fred Espen
2
Bernard, Carole
2
Chen, Son-nan
2
Cohen, Samuel N.
2
Lyons, Terry
2
Melʹnikov, Aleksandr V.
2
Nejad, Sina
2
Pirjol, Dan
2
Reisinger, Christoph
2
Wang, Sheng
2
Zheng, Wendong
2
Alòs, Elisa
1
Antonelli, Fabio
1
Armstrong, John
1
Arribas, Imanol Perez
1
Avellaneda, Marco
1
Bakel, Sjoerd van
1
Benedetti, Giuseppe
1
Bojarčenko, Svetlana I.
1
Bonfiglioli, Efrem
1
Borovkova, Svetlana
1
Bossu, Sébastien
1
Bouzianis, George
1
Capriotti, Luca
1
Chan, Leunglung
1
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1
Cont, Rama
1
Cufaro Petroni, Nicola
1
Cui, Zhenyu
1
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1
Daniluk, Andrzej
1
De Gennaro Aquino, Luca
1
Dewynne, Jeff N.
1
Dokučaev, Nikolaj G.
1
Dorfleitner, Gregor
1
Eberlein, Ernst
1
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1
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Annals of finance
Applied mathematical finance
International journal of theoretical and applied finance
The European journal of finance
Quantitative finance
28
International journal of financial engineering
22
Review of derivatives research
22
The journal of derivatives : JOD
20
European journal of operational research : EJOR
19
Journal of mathematical finance
19
Finance research letters
16
The journal of computational finance
16
SpringerLink / Bücher
15
The North American journal of economics and finance : a journal of financial economics studies
14
International review of economics & finance : IREF
13
Journal of banking & finance
13
Computational economics
12
Applied economics letters
11
Energy economics
11
The journal of futures markets
11
Finance and stochastics
10
Journal of economic dynamics & control
10
Insurance / Mathematics & economics
9
Journal of econometrics
9
International review of financial analysis
7
Applied economics
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Mathematics and financial economics
6
Asia-Pacific financial markets
5
Mathematical finance : an international journal of mathematics, statistics and financial economics
5
Springer Texts in Business and Economics
5
The journal of asset management
5
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
4
Economic modelling
4
Economics letters
4
International journal of bonds and derivatives
4
Lecture Notes in Economics and Mathematical Systems
4
Operations research letters
4
Springer ebook collection / Palgrave Economics and Finance Collection 2000 - 2013
4
The journal of risk model validation
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ECONIS (ZBW)
71
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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
Valuing basket-spread options with default risk under Hawkes jump-diffusion processes
Li, Zelei
;
Tang, Dan
;
Wang, Xingchun
- In:
The European journal of finance
29
(
2023
)
12
,
pp. 1406-1431
Persistent link: https://www.econbiz.de/10014323018
Saved in:
3
The valuation of corporations : a derivative pricing perspective
Madan, Dilip B.
;
Wang, King
- In:
Annals of finance
19
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014253867
Saved in:
4
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:
5
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:
6
Equilibrium pricing of commodity spot and forward under incomplete markets with implications on convenience yield
Nakajima, Katsushi
- In:
Annals of finance
18
(
2022
)
1
,
pp. 35-80
Persistent link: https://www.econbiz.de/10013194631
Saved in:
7
Defaultable term structures driven by semimartingales
Gümbel, Sandrine
;
Schmidt, Thorsten
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012807871
Saved in:
8
CVA and vulnerable options in Stochastic volatility models
Alòs, Elisa
;
Antonelli, Fabio
;
Ramponi, A.
;
Scarlatti, S.
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012650293
Saved in:
9
The value of being lucky : option backdating and nondiversifiable risk
Henderson, Vicky
;
Sun, Jia
;
Whalley, A. Elizabeth
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012652678
Saved in:
10
A unified market model for swaptions and constant maturity swaps
Tee, Chyng Wen
;
Kerkhof, Franciscus Lambertus Johannes
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012652680
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