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~accessRights:"restricted"
~isPartOf:"Annals of finance"
~isPartOf:"Applied mathematical finance"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Derivat"
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Search: subject_exact:"Optionspreismodell"
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Derivat
Option pricing theory
241
Optionspreistheorie
241
Stochastic process
134
Stochastischer Prozess
134
Volatility
87
Volatilität
87
Derivative
64
Option trading
63
Optionsgeschäft
63
Hedging
30
Black-Scholes model
26
Black-Scholes-Modell
26
Portfolio selection
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Portfolio-Management
25
Yield curve
24
Zinsstruktur
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Statistical distribution
21
Statistische Verteilung
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19
option pricing
19
Martingal
16
Martingale
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stochastic volatility
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Analysis
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Risiko
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Hess, Markus
3
Sabino, Piergiacomo
3
Benth, Fred Espen
2
Bernard, Carole
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
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1
Borovkova, Svetlana
1
Bossu, Sébastien
1
Bouzianis, George
1
Capriotti, Luca
1
Chan, Leunglung
1
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1
Cont, Rama
1
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1
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1
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1
Daniluk, Andrzej
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De Gennaro Aquino, Luca
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1
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1
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1
Eberlein, Ernst
1
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1
Facchinetti, Giorgio
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
27
Review of derivatives research
22
International journal of financial engineering
21
The journal of derivatives : JOD
20
European journal of operational research : EJOR
19
Journal of mathematical finance
19
The journal of computational finance
16
SpringerLink / Bücher
15
Finance research letters
14
The North American journal of economics and finance : a journal of financial economics studies
14
Journal of banking & finance
13
Computational economics
12
International review of economics & finance : IREF
12
Energy economics
11
Applied economics letters
10
Finance and stochastics
10
Journal of economic dynamics & control
10
The journal of futures markets
10
Insurance / Mathematics & economics
9
Journal of econometrics
9
International review of financial analysis
7
The European journal of finance
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
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
Theoretical economics letters
4
Annual review of financial economics
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ECONIS (ZBW)
64
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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
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:
7
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:
8
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:
9
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
Saved in:
10
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
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