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~accessRights:"restricted"
~isPartOf:"Applied mathematical finance"
~isPartOf:"European journal of operational research : EJOR"
~subject:"Derivat"
~subject:"Portfolio selection"
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Derivat
Portfolio selection
Option pricing theory
145
Optionspreistheorie
145
Stochastic process
79
Stochastischer Prozess
79
Volatility
49
Volatilität
49
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Sabino, Piergiacomo
3
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Cohen, Samuel N.
2
Cui, Zhenyu
2
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Liu, Xiaoquan
2
Lyons, Terry
2
Nejad, Sina
2
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1
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1
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Applied mathematical finance
European journal of operational research : EJOR
International journal of theoretical and applied finance
49
Quantitative finance
39
International journal of financial engineering
31
Insurance / Mathematics & economics
25
Journal of mathematical finance
24
Review of derivatives research
24
Finance research letters
22
SpringerLink / Bücher
21
The journal of computational finance
20
The journal of derivatives : JOD
20
Journal of banking & finance
18
Finance and stochastics
17
Journal of economic dynamics & control
17
The North American journal of economics and finance : a journal of financial economics studies
16
Applied economics letters
13
Computational economics
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International review of economics & finance : IREF
13
The journal of futures markets
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Energy economics
11
International review of financial analysis
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9
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8
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7
Scandinavian actuarial journal
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Operations research letters
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Research paper series / Swiss Finance Institute
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The journal of asset management
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
5
Asia-Pacific financial markets
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Economics letters
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Journal of financial economics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Pricing of variance swap rates and investment decisions of variance swaps : evidence from a three-factor model
Hong, Yi
;
Jin, Xing
- In:
European journal of operational research : EJOR
303
(
2022
)
2
,
pp. 975-985
Persistent link: https://www.econbiz.de/10013364052
Saved in:
9
Pricing discretely-monitored double barrier options with small probabilities of execution
Kontosakos, Vasileios E.
;
Mendonca, Keegan
;
Pantelous, …
- In:
European journal of operational research : EJOR
290
(
2021
)
1
,
pp. 313-330
Persistent link: https://www.econbiz.de/10012436366
Saved in:
10
A data-driven framework for consistent financial valuation and risk measurement
Cui, Zhenyu
;
Kirby, J. Lars
;
Nguyen, Duy
- In:
European journal of operational research : EJOR
289
(
2021
)
1
,
pp. 381-398
Persistent link: https://www.econbiz.de/10012416736
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