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~accessRights:"restricted"
~isPartOf:"Applied mathematical finance"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Journal of econometrics"
~isPartOf:"Working papers"
~subject:"Derivat"
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Search: subject_exact:"Optionspreistheorie"
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Derivat
Option pricing theory
177
Optionspreistheorie
177
Stochastic process
97
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97
Volatility
74
Volatilität
74
Derivative
49
Option trading
41
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Sabino, Piergiacomo
3
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2
Cohen, Samuel N.
2
Kirkby, J. Lars
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Liu, Xiaoquan
2
Lyons, Terry
2
Nejad, Sina
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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Applied mathematical finance
European journal of operational research : EJOR
Journal of econometrics
Working papers
International journal of theoretical and applied finance
37
Quantitative finance
30
International journal of financial engineering
22
Review of derivatives research
22
The journal of derivatives : JOD
20
Journal of mathematical finance
19
Finance research letters
16
The journal of computational finance
16
SpringerLink / Bücher
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The North American journal of economics and finance : a journal of financial economics studies
14
International review of economics & finance : IREF
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Journal of banking & finance
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Applied economics letters
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7
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Asia-Pacific financial markets
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Springer Texts in Business and Economics
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The journal of asset management
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
4
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Economics letters
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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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Operations research letters
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Springer ebook collection / Palgrave Economics and Finance Collection 2000 - 2013
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The journal of risk model validation
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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
Model risk in the over-the-counter market
Lazar, Emese
;
Qi, Shuyuan
- In:
European journal of operational research : EJOR
298
(
2022
)
2
,
pp. 769-784
Persistent link: https://www.econbiz.de/10013206897
Saved in:
3
To expand and to abandon : real options under asset variance risk premium
Alibeiki, Hedayat
;
Lotfaliei, Babak
- In:
European journal of operational research : EJOR
300
(
2022
)
2
,
pp. 771-787
Persistent link: https://www.econbiz.de/10013207304
Saved in:
4
Approximate value adjustments for European claims
Antonelli, Fabio
;
Ramponi, Alessandro
;
Scarlatti, Sergio
- In:
European journal of operational research : EJOR
300
(
2022
)
3
,
pp. 1149-1161
Persistent link: https://www.econbiz.de/10013207329
Saved in:
5
CDS pricing with fractional Hawkes processes
Ketelbuters, John-John
;
Hainaut, Donatien
- In:
European journal of operational research : EJOR
297
(
2022
)
3
,
pp. 1139-1150
Persistent link: https://www.econbiz.de/10013263023
Saved in:
6
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:
7
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:
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
Closed-form implied volatility surfaces for stochastic volatility models with jumps
Aït-Sahalia, Yacine
;
Li, Chenxu
;
Li, Chen Xu
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 364-392
Persistent link: https://www.econbiz.de/10012619431
Saved in:
10
The complete Gaussian kernel in the multi-factor Heston model : option pricing and implied volatility applications
Recchioni, Maria Cristina
;
Iori, Giulia
;
Tedeschi, Gabriele
- In:
European journal of operational research : EJOR
293
(
2021
)
1
,
pp. 336-360
Persistent link: https://www.econbiz.de/10012502484
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