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~accessRights:"restricted"
~isPartOf:"Annals of finance"
~isPartOf:"Applied mathematical finance"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Derivat"
~subject:"Experiment"
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Search: subject_exact:"Optionspreismodell"
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Derivat
Experiment
Option pricing theory
242
Optionspreistheorie
242
Stochastic process
135
Stochastischer Prozess
135
Volatility
88
Volatilität
88
Derivative
64
Option trading
63
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option pricing
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stochastic volatility
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Hess, Markus
4
Sabino, Piergiacomo
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2
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Melʹnikov, Aleksandr V.
2
Nejad, Sina
2
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2
Pirjol, Dan
2
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2
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2
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2
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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
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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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Annals of finance
Applied mathematical finance
International journal of theoretical and applied finance
Quantitative finance
43
International journal of financial engineering
29
European journal of operational research : EJOR
25
Journal of mathematical finance
25
The journal of computational finance
25
Finance research letters
22
Review of derivatives research
22
Computational economics
21
The journal of derivatives : JOD
21
The North American journal of economics and finance : a journal of financial economics studies
19
International review of economics & finance : IREF
15
SpringerLink / Bücher
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Applied economics letters
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Journal of banking & finance
14
The journal of futures markets
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11
Journal of economic dynamics & control
10
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9
Journal of econometrics
9
The European journal of finance
8
Asia-Pacific financial markets
7
International review of financial analysis
7
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
6
Economic modelling
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Mathematics and financial economics
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The journal of asset management
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
5
Economics letters
5
Mathematical finance : an international journal of mathematics, statistics and financial economics
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Operations research letters
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Springer Texts in Business and Economics
5
International journal of bonds and derivatives
4
Lecture Notes in Economics and Mathematical Systems
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ECONIS (ZBW)
76
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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
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:
3
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:
4
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:
5
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:
6
Multi-stage real option evaluation with double barrier under stochastic volatility and interest rate
Bufalo, Michele
;
Di Bari, Antonio
;
Villani, Giovanni
- In:
Annals of finance
18
(
2022
)
2
,
pp. 247-266
Persistent link: https://www.econbiz.de/10013278984
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
The VIX and future information
Hess, Markus
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012807884
Saved in:
9
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:
10
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
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