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~isPartOf:"Applied mathematical finance"
~subject:"CAPM"
~subject:"Derivat"
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CAPM
Derivat
Option pricing theory
70
Optionspreistheorie
70
Stochastic process
40
Stochastischer Prozess
40
Volatility
22
Volatilität
22
Derivative
21
Option trading
18
Optionsgeschäft
18
Hedging
12
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10
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Lévy processes
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implied volatility
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stochastic volatility
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Sabino, Piergiacomo
3
Cohen, Samuel N.
2
Lyons, Terry
2
Nejad, Sina
2
Reisinger, Christoph
2
Wang, Sheng
2
Arribas, Imanol Perez
1
Aste, Tomaso
1
Baldeaux, Jan
1
Baño Rollin, Sebastian del
1
Benth, Fred Espen
1
Bihari, Zsolt
1
Bossu, Sébastien
1
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1
Brody, Dorje C.
1
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1
Chiu, Chun-Yuan
1
Cont, Rama
1
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1
Cufaro Petroni, Nicola
1
Divos, Peter
1
Eberlein, Ernst
1
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1
Fung, Man Chung
1
Gardini, Matteo
1
Glau, Kathrin
1
Gong, Ruoting
1
Grbac, Zorana
1
Hess, Markus
1
Houdré, Christian
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Applied mathematical finance
International journal of theoretical and applied finance
43
Quantitative finance
40
International journal of financial engineering
29
Review of derivatives research
25
Journal of mathematical finance
24
Finance research letters
22
European journal of operational research : EJOR
21
The journal of derivatives : JOD
21
Journal of banking & finance
19
The journal of computational finance
18
Journal of economic dynamics & control
16
SpringerLink / Bücher
16
The North American journal of economics and finance : a journal of financial economics studies
16
Computational economics
14
Applied economics letters
13
Energy economics
13
Finance and stochastics
13
International review of economics & finance : IREF
13
The journal of futures markets
13
Insurance / Mathematics & economics
12
Mathematics and financial economics
12
Journal of econometrics
11
Applied economics
10
International review of financial analysis
10
Management science : journal of the Institute for Operations Research and the Management Sciences
9
The European journal of finance
9
Annals of finance
8
Journal of financial economics
8
Research paper series / Swiss Finance Institute
8
Asia-Pacific financial markets
7
Mathematical finance : an international journal of mathematics, statistics and financial economics
7
Economics letters
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
Operations research letters
6
The journal of asset management
6
Theoretical economics letters
6
Economic modelling
5
International journal of bonds and derivatives
5
Lecture Notes in Economics and Mathematical Systems
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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
Explicit representations for utility indifference prices
Hess, Markus
- In:
Applied mathematical finance
28
(
2021
)
1
,
pp. 23-47
Persistent link: https://www.econbiz.de/10012625986
Saved in:
6
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:
7
Semi-robust replication of barrier-style claims on price and volatility
Carr, Peter
;
Lee, Roger
;
Lorig, Matthew
- In:
Applied mathematical finance
28
(
2021
)
6
,
pp. 534-559
Persistent link: https://www.econbiz.de/10013411770
Saved in:
8
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:
9
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:
10
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
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