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~isPartOf:"Applied mathematical finance"
~isPartOf:"Energy economics"
~subject:"Derivat"
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Search: subject_exact:"Optionspreismodell"
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Derivat
Option pricing theory
102
Optionspreistheorie
102
Stochastic process
49
Stochastischer Prozess
49
Volatility
34
Volatilität
34
Derivative
32
Option trading
25
Optionsgeschäft
25
Hedging
17
Monte Carlo simulation
14
Monte-Carlo-Simulation
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Simulation
12
Electric power industry
9
Elektrizitätswirtschaft
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Black-Scholes model
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Portfolio selection
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Portfolio-Management
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Real options analysis
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Realoptionsansatz
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Electricity price
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Risiko
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Risk
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Statistical distribution
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Statistische Verteilung
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Sabino, Piergiacomo
3
Cohen, Samuel N.
2
Lyons, Terry
2
Nejad, Sina
2
Reisinger, Christoph
2
Wang, Sheng
2
Alasseur, C.
1
Algieri, Bernardina
1
Arribas, Imanol Perez
1
Bannör, Karl
1
Benth, Fred Espen
1
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1
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1
Bossu, Sébastien
1
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1
Bunn, Derek W.
1
Chiu, Chun-Yuan
1
Cont, Rama
1
Cufaro Petroni, Nicola
1
Date, Paresh
1
Eberlein, Ernst
1
Elias, R. S.
1
Fang, Liping
1
Figueroa-López, José E.
1
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1
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1
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1
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Applied mathematical finance
Energy economics
International journal of theoretical and applied finance
37
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
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
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Annals of finance
6
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
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Theoretical economics letters
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Annual review of financial economics
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ECONIS (ZBW)
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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
Pricing and hedging wind power prediction risk with binary option contracts
Thakur, Jagruti
;
Hesamzadeh, Mohammad Reza
;
Date, Paresh
; …
- In:
Energy economics
126
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014483492
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
The market price of risk for delivery periods : pricing swaps and options in electricity markets
Kemper, Annika
;
Schmeck, Maren Diane
;
Kh.Balci, Anna
- In:
Energy economics
113
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013540564
Saved in:
6
Electricity price modelling with stochastic volatility and jumps : an empirical investigation
Gudkov, Nikolay
;
Ignatieva, Ekaterina
- In:
Energy economics
98
(
2021
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012873255
Saved in:
7
Risk premia in electricity derivatives markets
Algieri, Bernardina
;
Leccadito, Arturo
;
Tunaru, Diana
- In:
Energy economics
100
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012990257
Saved in:
8
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:
9
Three-factor commodity forward curve model and its joint P and Q dynamics
Ladokhin, Sergiy
;
Borovkova, Svetlana
- In:
Energy economics
101
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013161542
Saved in:
10
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
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