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~isPartOf:"Advances in futures and options research : a research annual"
~isPartOf:"Applied mathematical finance"
~subject:"Optionspreistheorie"
~subject:"Risikoprämie"
~subject:"Zinsderivat"
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Optionspreistheorie
Risikoprämie
Zinsderivat
Derivat
131
Derivative
131
Theorie
94
Theory
94
Option pricing theory
77
USA
57
United States
57
Interest rate derivative
44
CAPM
39
Hedging
31
Volatility
31
Volatilität
31
Stochastic process
30
Stochastischer Prozess
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Yield curve
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Zinsstruktur
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Benth, Fred Espen
3
Eberlein, Ernst
3
Sabino, Piergiacomo
3
Chiarella, Carl
2
Cohen, Samuel N.
2
Howison, Sam
2
Jamshidian, Farshid
2
Lyons, Terry
2
Nejad, Sina
2
Overdahl, James A.
2
Reisinger, Christoph
2
Ronn, Ehud I.
2
Rutkowski, Marek
2
Sircar, Kaushik Ronnie
2
Tian, Yisong Sam
2
Wang, Sheng
2
Zheng, Wendong
2
Ahlip, Rehez
1
Alaton, Peter
1
Alexandridis, A.
1
Aly, Sidi Mohamed Ould
1
Andersen, Leif B. G.
1
Andreasen, Jesper Fredborg
1
Arak, Marcelle V.
1
Arnott, Robert D.
1
Arribas, Imanol Perez
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1
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Advances in futures and options research : a research annual
Applied mathematical finance
The journal of futures markets
234
International journal of theoretical and applied finance
134
Journal of banking & finance
95
Review of derivatives research
64
Quantitative finance
56
The journal of computational finance
53
The journal of derivatives : the official publication of the International Association of Financial Engineers
53
NBER working paper series
51
Energy economics
49
International review of financial analysis
43
NBER Working Paper
42
The journal of finance : the journal of the American Finance Association
42
Working paper / National Bureau of Economic Research, Inc.
41
Journal of mathematical finance
40
The review of financial studies
40
Mathematical finance : an international journal of mathematics, statistics and financial theory
39
Journal of financial economics
37
Journal of international money and finance
37
European journal of operational research : EJOR
36
Applied financial economics
35
Finance and stochastics
35
International review of economics & finance : IREF
35
The European journal of finance
35
Journal of international financial markets, institutions & money
34
The journal of fixed income
34
International journal of financial engineering
33
Journal of economic dynamics & control
32
The North American journal of economics and finance : a journal of financial economics studies
30
Working paper
29
Journal of empirical finance
26
Risks : open access journal
26
Applied economics
24
Finance research letters
24
Journal of econometrics
23
Research paper series / Swiss Finance Institute
23
Journal of financial and quantitative analysis : JFQA
22
Applied economics letters
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Economics letters
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ECONIS (ZBW)
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1
The impact of stochastic volatility on initial margin and MVA for interest rate derivatives
Hoencamp, J. H.
;
Kort, J. P. de
;
Kandhai, B. D.
- In:
Applied mathematical finance
29
(
2022
)
2
,
pp. 141-179
Persistent link: https://www.econbiz.de/10013554796
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
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
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:
10
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
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