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~isPartOf:"Applied financial economics"
~isPartOf:"Asia-Pacific financial markets"
~subject:"Derivative"
~subject:"Stochastic process"
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Search: subject:"Optionspreistheorie"
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Derivative
Stochastic process
Option pricing theory
116
Optionspreistheorie
116
Stochastischer Prozess
31
Volatility
28
Volatilität
28
Option trading
26
Optionsgeschäft
26
Theorie
25
Theory
25
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13
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11
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Estimation theory
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42
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Takahashi, Akihiko
3
Platen, Eckhard
2
Sorwar, Ghulam
2
Yamada, Toshihiro
2
Allen, David E.
1
Amaba, Takafumi
1
Asiimwe, Pious
1
Balbás de la Corte, Alejandro
1
Baldeaux, Jan
1
Ben Salah, Zied
1
Cardinali, Alessandro
1
Chen, Shiau-hung
1
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1
Chung, Tsz-Kin
1
Fabozzi, Frank J.
1
Fujii, Masaaki
1
Grossinho, Maria do Rosário
1
Hamza, Kais
1
Hansen, Charlotte S.
1
Heath, David C.
1
Hishida, Yuji
1
Huang, Hung-hsi
1
Ida, Yuuki
1
Imai, Junichi
1
Ishigaki, Yuta
1
Iyer, Srikanth K.
1
Ji, Qin
1
Kanniainen, Juho
1
Kawanishi, Yasuhiro
1
Kim, Yong-jin
1
Kim, Young Shin
1
Kinoshita, Tsuyoshi
1
Klebaner, Fima C.
1
Klingler, Sven
1
Kord, Yaser
1
Kumar, Swapnil
1
Landsman, Zinoviy
1
Larikka, Mauri
1
Li, Steven
1
Lian, Yu-Min
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Applied financial economics
Asia-Pacific financial markets
International journal of theoretical and applied finance
261
Applied mathematical finance
128
Quantitative finance
127
The journal of computational finance
109
Finance and stochastics
95
European journal of operational research : EJOR
77
Mathematical finance : an international journal of mathematics, statistics and financial theory
76
Insurance / Mathematics & economics
75
Review of derivatives research
71
International journal of financial engineering
68
The journal of futures markets
68
Journal of mathematical finance
64
Risks : open access journal
58
Computational economics
57
Journal of banking & finance
51
Journal of economic dynamics & control
51
Finance research letters
47
The North American journal of economics and finance : a journal of financial economics studies
47
Energy economics
36
The European journal of finance
35
The journal of derivatives : the official publication of the International Association of Financial Engineers
34
Annals of finance
33
Journal of econometrics
33
Research paper series / Swiss Finance Institute
30
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
29
Journal of risk and financial management : JRFM
26
Economic modelling
25
SFB 649 discussion paper
24
Mathematical finance : an international journal of mathematics, statistics and financial economics
23
SpringerLink / Bücher
23
Mathematics and financial economics
22
Journal of financial economics
21
The journal of derivatives : JOD
21
Applied economics
19
International review of economics & finance : IREF
19
Decisions in economics and finance : DEF ; a journal of applied mathematics
18
International review of financial analysis
18
Operations research letters
18
Applied economics letters
17
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ECONIS (ZBW)
42
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1
Hyperbolic symmetrization of heston type diffusion
Ida, Yuuki
;
Kinoshita, Tsuyoshi
- In:
Asia-Pacific financial markets
26
(
2019
)
3
,
pp. 355-364
Persistent link: https://www.econbiz.de/10012309668
Saved in:
2
A numerical scheme for expectations with first hitting time to smooth boundary
Hishida, Yuji
;
Ishigaki, Yuta
;
Okumura, Toshiki
- In:
Asia-Pacific financial markets
26
(
2019
)
4
,
pp. 553-565
Persistent link: https://www.econbiz.de/10012309819
Saved in:
3
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:
4
Pricing CIR yield options by conditional moment matching
Prayoga, Adrian
;
Privault, Nicolas
- In:
Asia-Pacific financial markets
24
(
2017
)
1
,
pp. 19-38
Persistent link: https://www.econbiz.de/10011742283
Saved in:
5
Commodity spread option with cointegration
Nakajima, Katsushi
;
Ōhashi, Kazuhiko
- In:
Asia-Pacific financial markets
23
(
2016
)
1
,
pp. 1-44
Persistent link: https://www.econbiz.de/10011619864
Saved in:
6
The end of the month option and other embedded options in futures contracts
Lindensjö, Kristoffer
- In:
Asia-Pacific financial markets
23
(
2016
)
1
,
pp. 69-83
Persistent link: https://www.econbiz.de/10011619869
Saved in:
7
On the price of risk under a regime switching CGMY process
Asiimwe, Pious
;
Mahera, Charles Wilson
;
Menoukeu-Pamen, …
- In:
Asia-Pacific financial markets
23
(
2016
)
4
,
pp. 305-335
Persistent link: https://www.econbiz.de/10011619970
Saved in:
8
An asymptotic expansion for forward-backward SDEs : a malliavin calculus approach
Takahashi, Akihiko
;
Yamada, Toshihiro
- In:
Asia-Pacific financial markets
23
(
2016
)
4
,
pp. 337-373
Persistent link: https://www.econbiz.de/10011619975
Saved in:
9
A new type of barrier options : lizard option
Kawanishi, Yasuhiro
- In:
Asia-Pacific financial markets
22
(
2015
)
1
,
pp. 75-86
Persistent link: https://www.econbiz.de/10010511547
Saved in:
10
Option pricing for symmetric Lévy returns with applications
Hamza, Kais
;
Klebaner, Fima C.
;
Landsman, Zinoviy
;
Tan, …
- In:
Asia-Pacific financial markets
22
(
2015
)
1
,
pp. 27-52
Persistent link: https://www.econbiz.de/10010511553
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