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~isPartOf:"Applied mathematical finance"
~subject:"Analysis"
~subject:"Derivat"
~subject:"Zinsderivat"
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Search: subject_exact:"Optionspreismodell"
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Analysis
Derivat
Zinsderivat
Option pricing theory
68
Optionspreistheorie
68
Stochastic process
38
Stochastischer Prozess
38
Derivative
21
Volatility
20
Volatilität
20
Option trading
17
Optionsgeschäft
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Hedging
12
Simulation
9
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Energy market
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Lévy processes
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stochastic volatility
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Sabino, Piergiacomo
3
Cohen, Samuel N.
2
Eberlein, Ernst
2
Lyons, Terry
2
Nejad, Sina
2
Reisinger, Christoph
2
Wang, Sheng
2
Arribas, Imanol Perez
1
Baptiste, Julien
1
Benth, Fred Espen
1
Bossu, Sébastien
1
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1
Chevalier, Etienne
1
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1
Cont, Rama
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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1
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1
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Applied mathematical finance
International journal of theoretical and applied finance
46
Quantitative finance
36
International journal of financial engineering
33
The journal of computational finance
28
Journal of mathematical finance
25
Review of derivatives research
22
European journal of operational research : EJOR
21
The journal of derivatives : JOD
20
Finance research letters
16
SpringerLink / Bücher
16
The North American journal of economics and finance : a journal of financial economics studies
16
Finance and stochastics
15
Computational economics
14
Journal of banking & finance
14
International review of economics & finance : IREF
13
The journal of futures markets
13
Energy economics
12
Applied economics letters
11
Insurance / Mathematics & economics
11
Journal of economic dynamics & control
10
Journal of econometrics
9
Applied economics
7
International review of financial analysis
7
Mathematics and financial economics
7
The European journal of finance
7
Annals of finance
6
Asia-Pacific financial markets
6
International journal of theoretical and applied finance : IJTAF
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
5
Economic modelling
5
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
5
Lecture Notes in Economics and Mathematical Systems
5
Mathematical finance : an international journal of mathematics, statistics and financial economics
5
Operations research letters
5
Springer Texts in Business and Economics
5
Springer ebook collection / Palgrave Economics and Finance Collection 2000 - 2013
5
The journal of asset management
5
Economics letters
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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
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:
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
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:
5
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
Saved in:
6
Non-parametric pricing and hedging of exotic derivatives
Lyons, Terry
;
Nejad, Sina
;
Perez Arribas, Imanol
- In:
Applied mathematical finance
27
(
2020
)
6
,
pp. 457-494
Persistent link: https://www.econbiz.de/10012516168
Saved in:
7
Detecting and repairing arbitrage in traded option prices
Cohen, Samuel N.
;
Reisinger, Christoph
;
Wang, Sheng
- In:
Applied mathematical finance
27
(
2020
)
5
,
pp. 345-373
Persistent link: https://www.econbiz.de/10012501620
Saved in:
8
A multiple curve Lévy swap market model
Eberlein, Ernst
;
Gerhart, Christoph
; …
- In:
Applied mathematical finance
27
(
2020
)
5
,
pp. 396-421
Persistent link: https://www.econbiz.de/10012501623
Saved in:
9
Optimal hedging in incomplete markets
Bouzianis, George
;
Hughston, Lane P.
- In:
Applied mathematical finance
27
(
2020
)
4
,
pp. 265-287
Persistent link: https://www.econbiz.de/10012425323
Saved in:
10
Exact simulation of variance gamma-related OU processes : application to the pricing of energy derivatives
Sabino, Piergiacomo
- In:
Applied mathematical finance
27
(
2020
)
3
,
pp. 207-227
Persistent link: https://www.econbiz.de/10012315167
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