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~isPartOf:"Annals of finance"
~isPartOf:"Applied mathematical finance"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Finance and stochastics"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Working papers"
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Search: subject_exact:"Optionspreistheorie"
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Option pricing theory
1,125
Optionspreistheorie
1,125
Stochastic process
462
Stochastischer Prozess
462
Volatility
340
Volatilität
340
Theorie
278
Theory
278
Derivat
227
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227
Option trading
206
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206
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137
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Elliott, Robert J.
15
Kwok, Yue-Kuen
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Levendorskij, Sergej Z.
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Benth, Fred Espen
12
Siu, Tak Kuen
11
Carr, Peter
10
Cui, Zhenyu
9
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8
Jeanblanc, Monique
8
Joshi, Mark S.
8
Kirkby, J. Lars
8
Madan, Dilip B.
8
Takahashi, Akihiko
8
Alòs, Elisa
7
Bojarčenko, Svetlana I.
7
Brigo, Damiano
7
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7
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7
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6
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6
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6
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6
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6
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6
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6
Chan, Leunglung
5
Ekström, Erik
5
Fusai, Gianluca
5
Glau, Kathrin
5
Gobet, Emmanuel
5
Henderson, Vicky
5
Hess, Markus
5
Jacquier, Antoine
5
Kabanov, Jurij M.
5
Linetsky, Vadim
5
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Annals of finance
Applied mathematical finance
European journal of operational research : EJOR
Finance and stochastics
International journal of theoretical and applied finance
Working papers
The journal of futures markets
261
Mathematical finance : an international journal of mathematics, statistics and financial theory
255
The journal of computational finance
254
Journal of banking & finance
208
The journal of derivatives : the official publication of the International Association of Financial Engineers
203
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199
Review of derivatives research
170
Insurance / Mathematics & economics
139
Journal of economic dynamics & control
131
International journal of financial engineering
116
Finance research letters
111
Computational economics
107
Journal of mathematical finance
107
Risks : open access journal
96
Research paper series / Swiss Finance Institute
87
The North American journal of economics and finance : a journal of financial economics studies
83
The European journal of finance
81
Journal of financial economics
79
Asia-Pacific financial markets
77
Journal of econometrics
66
Energy economics
59
Journal of financial and quantitative analysis : JFQA
58
NBER working paper series
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
57
Review of quantitative finance and accounting
55
SFB 649 discussion paper
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The journal of finance : the journal of the American Finance Association
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Journal of risk and financial management : JRFM
50
The journal of real estate finance and economics
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The review of financial studies
50
Working paper / National Bureau of Economic Research, Inc.
50
Economic modelling
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International review of economics & finance : IREF
48
Decisions in economics and finance : DEF ; a journal of applied mathematics
47
Management science : journal of the Institute for Operations Research and the Management Sciences
46
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ECONIS (ZBW)
1,125
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1
An efficient and provable sequential quadratic programming method for American and swing option pricing
Shen, Jinye
;
Huang, Weizhang
;
Ma, Jingtang
- In:
European journal of operational research : EJOR
316
(
2024
)
1
,
pp. 19-35
Persistent link: https://www.econbiz.de/10014566281
Saved in:
2
Asset pricing and hedging in financial markets with fixed and proportional transaction costs
Babaei, Esmaeil
- In:
Annals of finance
20
(
2024
)
2
,
pp. 259-275
Persistent link: https://www.econbiz.de/10014566422
Saved in:
3
Construction and hedging of equity index options portfolios
Wysocki, Maciej
;
Ślepaczuk, Robert
-
2024
Persistent link: https://www.econbiz.de/10014634884
Saved in:
4
A new bivariate approach for modeling the interaction between stock volatility and interest rate : an application to S&P500 returns and options
Ballestra, Luca Vincenzo
;
D'Innocenzo, Enzo
;
Guizzardi, …
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1185-1194
Persistent link: https://www.econbiz.de/10014456945
Saved in:
5
Arbitrage problems with reflected geometric Brownian motion
Buckner, Dean
;
Dowd, Kevin
;
Hulley, Hardy
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014447570
Saved in:
6
Entropy martingale optimal transport and nonlinear pricing-hedging duality
Doldi, Alessandro
;
Frittelli, Marco
- In:
Finance and stochastics
27
(
2023
)
2
,
pp. 255-304
Persistent link: https://www.econbiz.de/10014253636
Saved in:
7
Optional projection under equivalent local martingale measures
Biagini, Francesca
;
Mazzon, Andrea
;
Perkkiö, Ari-Pekka
- In:
Finance and stochastics
27
(
2023
)
2
,
pp. 435-465
Persistent link: https://www.econbiz.de/10014253651
Saved in:
8
Discount models
Filipović, Damir
- In:
Finance and stochastics
27
(
2023
)
4
,
pp. 933-946
Persistent link: https://www.econbiz.de/10014426399
Saved in:
9
Arbitrage-free neural-SDE market models
Cohen, Samuel N.
;
Reisinger, Christoph
;
Wang, Sheng
- In:
Applied mathematical finance
30
(
2023
)
1
,
pp. 1-46
Persistent link: https://www.econbiz.de/10014390284
Saved in:
10
Nonparametric estimates of option prices via Hermite basis functions
Marinelli, Carlo
;
D'Addona, Stefano
- In:
Annals of finance
19
(
2023
)
4
,
pp. 477-522
Persistent link: https://www.econbiz.de/10014448291
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