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~isPartOf:"Applied mathematical finance"
~isPartOf:"International review of economics & finance : IREF"
~subject:"Derivat"
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Search: subject_exact:"Optionspreismodell"
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Derivat
Option pricing theory
100
Optionspreistheorie
100
Stochastic process
48
Stochastischer Prozess
48
Volatility
39
Volatilität
39
Derivative
34
Option trading
34
Optionsgeschäft
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16
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Zinsderivat
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Sabino, Piergiacomo
3
Chen, Jun-Home
2
Cohen, Samuel N.
2
Lian, Yu-Min
2
Lyons, Terry
2
Nejad, Sina
2
Reisinger, Christoph
2
Wang, Sheng
2
Arribas, Imanol Perez
1
Benth, Fred Espen
1
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1
Bossu, Sébastien
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
Cufaro Petroni, Nicola
1
Di Persio, Luca
1
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1
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1
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1
Gardini, Matteo
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
International review of economics & finance : IREF
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
European journal of operational research : EJOR
19
Journal of mathematical finance
19
Finance research letters
16
The journal of computational finance
16
SpringerLink / Bücher
15
The North American journal of economics and finance : a journal of financial economics studies
14
Journal of banking & finance
13
Computational economics
12
Energy economics
12
Applied economics letters
11
The journal of futures markets
11
Finance and stochastics
10
Journal of economic dynamics & control
10
Insurance / Mathematics & economics
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Journal of econometrics
9
International review of financial analysis
7
The European journal of finance
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Annals of finance
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Applied economics
6
Management science : journal of the Institute for Operations Research and the Management Sciences
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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
Economic modelling
4
Economics letters
4
International journal of bonds and derivatives
4
Lecture Notes in Economics and Mathematical Systems
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Operations research letters
4
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
Pricing derivatives on foreign assets using Markov-modulated cojump-diffusion dynamics
Lian, Yu-Min
;
Chen, Jun-Home
;
Liao, Szu-Lang
- In:
International review of economics & finance : IREF
93
(
2024
)
2
,
pp. 503-519
Persistent link: https://www.econbiz.de/10014535585
Saved in:
2
An analytical GARCH valuation model for spread options with default risk
Song, Shiyu
;
Tang, Dan
;
Xu, Guangli
;
Yin, Xunbai
- In:
International review of economics & finance : IREF
83
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014239894
Saved in:
3
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:
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
Informed trading in the CDS and OTM put option markets
Hu, May
;
Narayan, Paresh Kumar
;
Park, Jason
;
Verhoeven, …
- In:
International review of economics & finance : IREF
79
(
2022
),
pp. 353-367
Persistent link: https://www.econbiz.de/10013343419
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
Pricing virtual currency-linked derivatives with time-inhomogeneity
Lian, Yu-Min
;
Chen, Jun-Home
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 424-439
Persistent link: https://www.econbiz.de/10012627797
Saved in:
9
Implied volatility forecast and option trading strategy
Liu, Dehong
;
Liang, Yucong
;
Zhang, Lili
;
Lung, Peter P.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 943-954
Persistent link: https://www.econbiz.de/10012630807
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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