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~isPartOf:"Applied economics"
~isPartOf:"Applied mathematical finance"
~subject:"Derivat"
~subject:"Zinsderivat"
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Derivat
Zinsderivat
Option pricing theory
97
Optionspreistheorie
97
Stochastic process
48
Stochastischer Prozess
48
Volatility
37
Volatilität
37
Option trading
28
Optionsgeschäft
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Sabino, Piergiacomo
3
Cohen, Samuel N.
2
Eberlein, Ernst
2
Lyons, Terry
2
Nejad, Sina
2
Reisinger, Christoph
2
Wang, Sheng
2
Ahalawat, Shweta
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
Cont, Rama
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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Applied economics
Applied mathematical finance
International journal of theoretical and applied finance
40
Quantitative finance
30
International journal of financial engineering
29
Review of derivatives research
22
Journal of mathematical finance
21
European journal of operational research : EJOR
20
The journal of derivatives : JOD
20
The journal of computational finance
18
Finance research letters
16
SpringerLink / Bücher
16
The North American journal of economics and finance : a journal of financial economics studies
16
Journal of banking & finance
14
International review of economics & finance : IREF
13
The journal of futures markets
13
Computational economics
12
Applied economics letters
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Energy economics
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Journal of economic dynamics & control
10
Insurance / Mathematics & economics
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Journal of econometrics
9
International review of financial analysis
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The European journal of finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
6
Mathematics and financial economics
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
5
Asia-Pacific financial markets
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Economic modelling
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Mathematical finance : an international journal of mathematics, statistics and financial economics
5
Springer Texts in Business and Economics
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Springer ebook collection / Palgrave Economics and Finance Collection 2000 - 2013
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The journal of asset management
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Economics letters
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Finance and Capital Markets Series
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International journal of bonds and derivatives
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Lecture Notes in Economics and Mathematical Systems
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ECONIS (ZBW)
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1
Throwing away a billion yuan, real or rand : the cost of sub-optimal hedging in high interest-rate environments
Backwell, Alex
;
Ruddock, Ralph
- In:
Applied economics
55
(
2023
)
18
,
pp. 2060-2069
Persistent link: https://www.econbiz.de/10014294859
Saved in:
2
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:
3
Spot market and derivative segment of equity in India
Sharma, Dheeraj P.
;
Ahalawat, Shweta
;
Patro, Archana
; …
- In:
Applied economics
54
(
2022
)
3
,
pp. 326-339
Persistent link: https://www.econbiz.de/10012874036
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
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:
6
Directly pricing VIX futures : the role of dynamic volatility and jump intensity
Wang, Tianyi
;
Cheng, Sicong
;
Yin, Fangsheng
;
Yu, Mei
- In:
Applied economics
54
(
2022
)
32
,
pp. 3678-3694
Persistent link: https://www.econbiz.de/10013410814
Saved in:
7
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:
8
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:
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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