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~accessRights:"restricted"
~isPartOf:"Applied mathematical finance"
~subject:"Derivat"
~subject:"Optionsgeschäft"
~subject:"Zinsderivat"
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Derivat
Optionsgeschäft
Zinsderivat
Option pricing theory
68
Optionspreistheorie
68
Stochastic process
38
Stochastischer Prozess
38
Derivative
21
Volatility
20
Volatilität
20
Option trading
17
Hedging
12
Simulation
9
Black-Scholes model
8
Black-Scholes-Modell
8
Portfolio selection
8
Portfolio-Management
8
Yield curve
8
Zinsstruktur
8
CAPM
7
Martingal
7
Martingale
7
Statistical distribution
7
Statistische Verteilung
7
Experiment
6
Monte Carlo simulation
6
Monte-Carlo-Simulation
6
Credit risk
5
Interest rate derivative
5
Kreditrisiko
5
Energiemarkt
4
Energy market
4
Lévy processes
4
Risiko
4
Risk
4
stochastic volatility
4
Analysis
3
Greece
3
Griechenland
3
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English
31
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Sabino, Piergiacomo
3
Cohen, Samuel N.
2
Eberlein, Ernst
2
Lyons, Terry
2
Nejad, Sina
2
Pirjol, Dan
2
Reisinger, Christoph
2
Wang, Sheng
2
Aoudia, Djilali Ait
1
Arismendi Zambrano, Juan Carlos
1
Arribas, Imanol Perez
1
Benth, Fred Espen
1
Bossu, Sébastien
1
Bouzianis, George
1
Carr, Peter
1
Chang, Ming-Chi
1
Chiu, Chun-Yuan
1
Cont, Rama
1
Cufaro Petroni, Nicola
1
Figueroa-López, José E.
1
Figà-Talamanca, Gianna
1
Gardini, Matteo
1
Gerhart, Christoph
1
Gong, Ruoting
1
Goutte, Stéphane
1
Houdré, Christian
1
Hughston, Lane P.
1
Ismail, Amine
1
Jain, Shashi
1
Joshi, Mark S.
1
Karlsson, Patrik
1
Kercheval, Alec
1
Kirkby, J. Lars
1
Kitapbayev, Yerkin
1
Lütkebohmert-Holtz, Eva
1
Michel, Christophe
1
Ménassé, Clément
1
Oosterlee, Cornelis Willebrordus
1
Papanicolaou, A.
1
Perez Arribas, Imanol
1
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Applied mathematical finance
International journal of theoretical and applied finance
66
Quantitative finance
65
International journal of financial engineering
46
Finance research letters
42
The journal of computational finance
41
Review of derivatives research
39
The North American journal of economics and finance : a journal of financial economics studies
39
The journal of futures markets
38
Journal of banking & finance
33
European journal of operational research : EJOR
31
Computational economics
29
Journal of mathematical finance
29
The journal of derivatives : JOD
25
Journal of economic dynamics & control
24
International review of economics & finance : IREF
22
Finance and stochastics
21
SpringerLink / Bücher
19
Applied economics
17
Insurance / Mathematics & economics
16
Energy economics
15
Management science : journal of the Institute for Operations Research and the Management Sciences
15
Applied economics letters
14
Annals of finance
13
Journal of econometrics
13
The European journal of finance
13
Research paper series / Swiss Finance Institute
11
International review of financial analysis
10
Journal of financial economics
10
Operations research letters
10
Theoretical economics letters
10
Asia-Pacific financial markets
9
Journal of financial markets
9
Economic modelling
8
Economics letters
8
Mathematical finance : an international journal of mathematics, statistics and financial economics
8
Mathematics and financial economics
8
Swiss Finance Institute Research Paper
8
The journal of asset management
8
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
7
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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
Spiking the volatility punch
Carr, Peter
;
Figà-Talamanca, Gianna
- In:
Applied mathematical finance
27
(
2020
)
6
,
pp. 495-520
Persistent link: https://www.econbiz.de/10012516169
Saved in:
8
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:
9
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:
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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