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~isPartOf:"Advances in futures and options research : a research annual"
~isPartOf:"Applied mathematical finance"
~subject:"Optionspreistheorie"
~subject:"Risikoprämie"
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Optionspreistheorie
Risikoprämie
Derivat
131
Derivative
131
Theorie
94
Theory
94
Option pricing theory
77
USA
57
United States
57
Interest rate derivative
44
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Benth, Fred Espen
3
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2
Lyons, Terry
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Nejad, Sina
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Advances in futures and options research : a research annual
Applied mathematical finance
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
Journal of mathematical finance
37
NBER Working Paper
37
European journal of operational research : EJOR
34
International journal of financial engineering
34
Working paper / National Bureau of Economic Research, Inc.
34
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
Finance research letters
26
Risks : open access journal
26
Applied financial economics
23
Journal of econometrics
22
Journal of empirical finance
22
Journal of international financial markets, institutions & money
21
Research paper series / Swiss Finance Institute
21
The journal of derivatives : JOD
21
Applied economics
20
Working paper
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Applied economics letters
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SpringerLink / Bücher
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ECONIS (ZBW)
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71
Efficient pricing of derivatives on assets with discrete dividends
Vellekoop, Michel
;
Nieuwenhuis, J. H.
- In:
Applied mathematical finance
13
(
2006
)
3
,
pp. 265-284
Persistent link: https://www.econbiz.de/10003383705
Saved in:
72
Valuation of two-factor term structure models
Goldman, D.
;
Heath, D.
;
Kentwell, Glenn
;
Platen, Eckhard
- In:
Advances in futures and options research : a research annual
8
(
1995
),
pp. 263-291
Persistent link: https://www.econbiz.de/10001211280
Saved in:
73
The construction of a path-independent interest rate tree : the model of Heath, Jarrow and Morton
Munnik, Jeroen F. de
- In:
Advances in futures and options research : a research annual
7
(
1994
),
pp. 135-145
Persistent link: https://www.econbiz.de/10001196349
Saved in:
74
A reexamination of lattice procedures for interest rate-contingent claims
Tian, Yisong Sam
- In:
Advances in futures and options research : a research annual
7
(
1994
),
pp. 87-111
Persistent link: https://www.econbiz.de/10001196351
Saved in:
75
On the pricing and hedging of volatility derivatives
Howison, Sam
;
Rafailidis, Avraam
;
Rasmussen, Henrik
- In:
Applied mathematical finance
11
(
2004
)
4
,
pp. 317-346
Persistent link: https://www.econbiz.de/10002458545
Saved in:
76
On arbitrage-free pricing of weather derivatives based on fractional Brownian motion
Benth, Fred Espen
- In:
Applied mathematical finance
10
(
2003
)
4
,
pp. 302-324
Persistent link: https://www.econbiz.de/10001864238
Saved in:
77
On modelling and pricing weather derivatives
Alaton, Peter
;
Djehiche, Boualem
;
Stillberger, David
- In:
Applied mathematical finance
9
(
2002
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10001685120
Saved in:
78
Trading volume in models of financial derivatives
Howison, Sam
;
Lamper, David
- In:
Applied mathematical finance
8
(
2001
)
2
,
pp. 119-135
Persistent link: https://www.econbiz.de/10001628629
Saved in:
79
Phenomenology of the interest rate curve
Bouchaud, Jean-Philippe
(
contributor
)
- In:
Applied mathematical finance
6
(
1999
)
3
,
pp. 209-232
Persistent link: https://www.econbiz.de/10001490691
Saved in:
80
Option pricing in incomplete discrete markets
Wolczyńska, Grażyna
- In:
Applied mathematical finance
5
(
1998
)
3/4
,
pp. 165-179
Persistent link: https://www.econbiz.de/10001446806
Saved in:
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