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~isPartOf:"Advances in futures and options research : a research annual"
~isPartOf:"Applied mathematical finance"
~isPartOf:"SpringerLink / Bücher"
~subject:"Optionspreistheorie"
~subject:"Risikoprämie"
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Optionspreistheorie
Risikoprämie
Derivat
187
Derivative
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123
Option pricing theory
95
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United States
62
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2
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1
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Advances in futures and options research : a research annual
Applied mathematical finance
SpringerLink / Bücher
International journal of theoretical and applied finance
119
The journal of futures markets
102
Journal of banking & finance
78
Review of derivatives research
61
Quantitative finance
53
Energy economics
49
The journal of computational finance
48
NBER working paper series
43
The journal of derivatives : the official publication of the International Association of Financial Engineers
40
International review of financial analysis
37
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37
NBER Working Paper
37
European journal of operational research : EJOR
34
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34
International journal of financial engineering
33
Mathematical finance : an international journal of mathematics, statistics and financial theory
33
Journal of international money and finance
32
International review of economics & finance : IREF
30
The journal of finance : the journal of the American Finance Association
30
Finance and stochastics
29
Journal of financial economics
29
The European journal of finance
29
The North American journal of economics and finance : a journal of financial economics studies
28
The review of financial studies
28
Journal of economic dynamics & control
27
Risks : open access journal
25
Applied financial economics
23
Finance research letters
23
Journal of econometrics
22
Journal of empirical finance
22
Journal of international financial markets, institutions & money
21
Research paper series / Swiss Finance Institute
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The journal of derivatives : JOD
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Applied economics
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Working paper
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Applied economics letters
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ECONIS (ZBW)
101
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1
Pricing the excess volatility in foreign exchange risk premium and forward rate bias
Swan, Tina T.
;
Swan, Bruce Q.
;
Chen, Xinfu
- In:
Applied mathematical finance
29
(
2022
)
1
,
pp. 33-61
Persistent link: https://www.econbiz.de/10013554066
Saved in:
2
Eurodollar
futures
pricing in log-normal interest rate models in discrete time
Pirjol, Dan
- In:
Applied mathematical finance
23
(
2016
)
5/6
,
pp. 445-464
Persistent link: https://www.econbiz.de/10011704268
Saved in:
3
A non-Gaussian Ornstein-Uhlenbeck model for pricing wind power
futures
Benth, Fred Espen
;
Pircalabu, Anca
- In:
Applied mathematical finance
25
(
2018
)
1/2
,
pp. 36-65
Persistent link: https://www.econbiz.de/10011959115
Saved in:
4
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:
5
Regime-switching stochastic volatility model : estimation and calibration to VIX options
Goutte, Stéphane
;
Ismail, Amine
;
Pham, Huyên
- In:
Applied mathematical finance
24
(
2017
)
1/2
,
pp. 38-75
Persistent link: https://www.econbiz.de/10011746993
Saved in:
6
Hybrid Lévy models : design and computational aspects
Eberlein, Ernst
;
Rudmann, Marcus
- In:
Applied mathematical finance
25
(
2018
)
5/6
,
pp. 533-556
Persistent link: https://www.econbiz.de/10012129180
Saved in:
7
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:
8
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:
9
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:
10
Liquidity costs : a new numerical methodology and an empirical study
Michel, Christophe
;
Reutenauer, Victor
;
Talay, Denis
; …
- In:
Applied mathematical finance
23
(
2016
)
1/2
,
pp. 57-79
Persistent link: https://www.econbiz.de/10011546989
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