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~isPartOf:"Applied mathematical finance"
~isPartOf:"Review of derivatives research"
~subject:"Derivat"
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Search: subject_exact:"Optionspreismodell"
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Derivat
Option pricing theory
125
Optionspreistheorie
125
Stochastic process
55
Stochastischer Prozess
55
Option trading
45
Optionsgeschäft
45
Derivative
43
Volatility
41
Volatilität
41
Black-Scholes model
16
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15
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Hedging
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Sabino, Piergiacomo
3
Cohen, Samuel N.
2
Lyons, Terry
2
Nejad, Sina
2
Reisinger, Christoph
2
Wang, Sheng
2
Wang, Xingchun
2
Arribas, Imanol Perez
1
Benth, Fred Espen
1
Bernard, Carole
1
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1
Bossu, Sébastien
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1
Chiu, Chun-Yuan
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 mathematical finance
Review of derivatives research
International journal of theoretical and applied finance
37
Quantitative finance
30
International journal of financial engineering
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
International review of economics & finance : IREF
13
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
9
Journal of econometrics
9
International review of financial analysis
7
The European journal of finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Mathematics and financial economics
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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
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Springer ebook collection / Palgrave Economics and Finance Collection 2000 - 2013
4
The journal of risk model validation
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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 swaptions and zero-coupon futures options under the discrete-time arbitrage-free Nelson-Siegel model
Godin, Frédéric
;
Eghbalzadeh, Ramin
;
Gaillardetz, Patrice
- In:
Review of derivatives research
26
(
2023
)
2/3
,
pp. 171-206
Persistent link: https://www.econbiz.de/10014423872
Saved in:
3
Pricing vulnerable basket spread options with liquidity risk
Dong, Ziming
;
Tang, Dan
;
Wang, Xingchun
- In:
Review of derivatives research
26
(
2023
)
1
,
pp. 23-50
Persistent link: https://www.econbiz.de/10014266355
Saved in:
4
Pricing commodity-linked bonds with stochastic convenience yield, interest rate and counterparty credit risk : application of Mellin transform methods
Ma, Zonggang
;
Ma, Chaoqun
;
Wu, Zhijian
- In:
Review of derivatives research
25
(
2022
)
1
,
pp. 47-91
Persistent link: https://www.econbiz.de/10013191382
Saved in:
5
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:
6
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:
7
A model-free approach to multivariate option pricing
Bernard, Carole
;
Bondarenko, Oleg
;
Vanduffel, Steven
- In:
Review of derivatives research
24
(
2021
)
2
,
pp. 135-155
Persistent link: https://www.econbiz.de/10012549100
Saved in:
8
Pricing vulnerable options with jump risk and liquidity risk
Wang, Xingchun
- In:
Review of derivatives research
24
(
2021
)
3
,
pp. 243-260
Persistent link: https://www.econbiz.de/10012659671
Saved in:
9
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:
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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