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~isPartOf:"Applied mathematical finance"
~isPartOf:"Energy economics"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Finance and stochastics"
~source:"econis"
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Search: subject_exact:"Optionspreistheorie"
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Option pricing theory
645
Optionspreistheorie
645
Stochastic process
240
Stochastischer Prozess
240
Volatility
171
Volatilität
171
Theorie
168
Theory
168
Derivat
133
Derivative
133
Option trading
116
Optionsgeschäft
116
Hedging
77
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Real options analysis
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Realoptionsansatz
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Risk
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645
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Benth, Fred Espen
10
Carr, Peter
8
Eberlein, Ernst
8
Sircar, Kaushik Ronnie
7
Cui, Zhenyu
6
Hobson, David G.
6
Chiarella, Carl
5
Elliott, Robert J.
5
Filipović, Damir
5
Fusai, Gianluca
5
Glau, Kathrin
5
Kabanov, Jurij M.
5
Kirkby, J. Lars
5
Kwok, Yue-Kuen
5
Lee, Roger
5
Sabino, Piergiacomo
5
Siu, Tak Kuen
5
Alòs, Elisa
4
Belomestny, Denis
4
Cox, Alexander M. G.
4
Escobar, Marcos
4
Howison, Sam
4
Kallsen, Jan
4
Li, Lingfei
4
Linetsky, Vadim
4
Madan, Dilip B.
4
Marazzina, Daniele
4
Nguyen, Duy
4
Obłój, Jan
4
Shiraya, Kenichiro
4
Vargiolu, Tiziano
4
Wong, Hoi Ying
4
Zagst, Rudi
4
Arai, Takuji
3
Atkinson, Colin
3
Bermin, Hans-Peter
3
Brigo, Damiano
3
Chesney, Marc
3
Cohen, Samuel N.
3
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Applied mathematical finance
Energy economics
European journal of operational research : EJOR
Finance and stochastics
International journal of theoretical and applied finance
467
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
Quantitative finance
196
Review of derivatives research
170
Insurance / Mathematics & economics
139
Journal of economic dynamics & control
130
International journal of financial engineering
115
Journal of mathematical finance
107
Computational economics
106
Finance research letters
104
Risks : open access journal
93
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
Journal of financial and quantitative analysis : JFQA
58
NBER working paper series
57
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
57
Review of quantitative finance and accounting
55
SFB 649 discussion paper
54
The journal of finance : the journal of the American Finance Association
54
Annals of finance
50
Journal of risk and financial management : JRFM
50
The journal of real estate finance and economics
50
The review of financial studies
50
Working paper / National Bureau of Economic Research, Inc.
50
Economic modelling
49
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
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ECONIS (ZBW)
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1
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:
2
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:
3
Discount models
Filipović, Damir
- In:
Finance and stochastics
27
(
2023
)
4
,
pp. 933-946
Persistent link: https://www.econbiz.de/10014426399
Saved in:
4
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:
5
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:
6
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:
7
My journey through finance and stochastics
Musiela, Marek
- In:
Finance and stochastics
26
(
2022
)
1
,
pp. 33-58
Persistent link: https://www.econbiz.de/10012796468
Saved in:
8
An analytical study of participating policies with minimum rate guarantee and surrender option
Chiarolla, Maria B.
;
De Angelis, Tiziano
;
Stabile, Gabriele
- In:
Finance and stochastics
26
(
2022
)
2
,
pp. 173-216
Persistent link: https://www.econbiz.de/10013197521
Saved in:
9
Valuation of European options under an uncertain market price of volatility risk
Jaroszkowski, Bartosz
;
Jensen, Max
- In:
Applied mathematical finance
29
(
2022
)
3
,
pp. 213-226
Persistent link: https://www.econbiz.de/10013554804
Saved in:
10
Simulation of the drawdown and its duration in Lévy models via stick-breaking Gaussian approximation
González Cázares, Jorge
;
Mijatovi´c, Aleksandar
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 671-732
Persistent link: https://www.econbiz.de/10013440249
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