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~isPartOf:"Applied financial economics"
~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Finance and stochastics"
~subject:"Derivative"
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Search: subject:"Optionspreistheorie"
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Derivative
Option pricing theory
334
Optionspreistheorie
334
Theorie
131
Theory
131
Stochastic process
111
Stochastischer Prozess
111
Volatility
68
Volatilität
68
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Carr, Peter
2
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Applied financial economics
Asia-Pacific financial markets
Finance and stochastics
International journal of theoretical and applied finance
101
Applied mathematical finance
62
Review of derivatives research
44
Quantitative finance
43
The journal of computational finance
32
The journal of futures markets
32
European journal of operational research : EJOR
30
Journal of banking & finance
30
Journal of mathematical finance
30
International journal of financial engineering
24
Energy economics
23
Mathematical finance : an international journal of mathematics, statistics and financial theory
22
Journal of economic dynamics & control
21
Risks : open access journal
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The journal of derivatives : JOD
20
The European journal of finance
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The North American journal of economics and finance : a journal of financial economics studies
19
Finance research letters
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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SpringerLink / Bücher
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Applied economics letters
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Insurance / Mathematics & economics
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International review of financial analysis
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International review of economics & finance : IREF
13
Annals of finance
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Journal of risk and financial management : JRFM
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SFB 649 discussion paper
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Mathematical finance
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Research paper series / Swiss Finance Institute
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Wiley finance series
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Applied economics
9
Economic modelling
9
Mathematical finance : an international journal of mathematics, statistics and financial economics
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Journal of financial economics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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33
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1
Pricing options on flow forwards by neural networks in a Hilbert space
Benth, Fred Espen
;
Detering, Nils
;
Galimberti, Luca
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 81-121
Persistent link: https://www.econbiz.de/10014447586
Saved in:
2
Additive logistic processes in option pricing
Carr, Peter
;
Torricelli, Lorenzo
- In:
Finance and stochastics
25
(
2021
)
4
,
pp. 689-724
Persistent link: https://www.econbiz.de/10012665200
Saved in:
3
Linear credit risk models
Ackerer, Damien
;
Filipović, Damir
- In:
Finance and stochastics
24
(
2020
)
1
,
pp. 169-214
Persistent link: https://www.econbiz.de/10012253344
Saved in:
4
Regime switching affine processes with applications to finance
Beek, Misha van
;
Mandjes, Michel
;
Spreij, Peter
; …
- In:
Finance and stochastics
24
(
2020
)
2
,
pp. 309-333
Persistent link: https://www.econbiz.de/10012253354
Saved in:
5
A risk-neutral equilibrium leading to uncertain volatility pricing
Muhle-Karbe, Johannes
;
Nutz, Marcel
- In:
Finance and stochastics
22
(
2018
)
2
,
pp. 281-295
Persistent link: https://www.econbiz.de/10011945712
Saved in:
6
Market completion with derivative securities
Schwarz, Daniel C.
- In:
Finance and stochastics
21
(
2017
)
1
,
pp. 263-284
Persistent link: https://www.econbiz.de/10011944367
Saved in:
7
Computing deltas without derivatives
Baños, D.
;
Meyer-Brandis, T.
;
Proske, Frank
;
Duedahl, S.
- In:
Finance and stochastics
21
(
2017
)
2
,
pp. 509-549
Persistent link: https://www.econbiz.de/10011944403
Saved in:
8
Bounds for VIX futures given S&P 500 smiles
Guyon, Julien
;
Menegaux, Romain
;
Nutz, Marcel
- In:
Finance and stochastics
21
(
2017
)
3
,
pp. 593-630
Persistent link: https://www.econbiz.de/10011944412
Saved in:
9
Pricing perpetual put options by the Black-Scholes equation with a nonlinear volatility function
Grossinho, Maria do Rosário
;
Kord, Yaser
;
Ševčovič, …
- In:
Asia-Pacific financial markets
24
(
2017
)
4
,
pp. 291-308
Persistent link: https://www.econbiz.de/10011797690
Saved in:
10
A general HJM framework for multiple yield curve modelling
Cuchiero, Christa
;
Fontana, Claudio
;
Gnoatto, Alessandro
- In:
Finance and stochastics
20
(
2016
)
2
,
pp. 267-320
Persistent link: https://www.econbiz.de/10011470672
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