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~isPartOf:"Applied mathematical finance"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Finance and stochastics"
~isPartOf:"Working papers"
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Search: subject_exact:"Optionspreistheorie"
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Option pricing theory
601
Optionspreistheorie
601
Stochastic process
224
Stochastischer Prozess
224
Theorie
167
Theory
167
Volatility
156
Volatilität
156
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109
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Carr, Peter
8
Eberlein, Ernst
8
Benth, Fred Espen
7
Cui, Zhenyu
6
Hobson, David G.
6
Sircar, Kaushik Ronnie
6
Elliott, Robert J.
5
Filipović, Damir
5
Fusai, Gianluca
5
Glau, Kathrin
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Kabanov, Jurij M.
5
Kirkby, J. Lars
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Kwok, Yue-Kuen
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Lee, Roger
5
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4
Belomestny, Denis
4
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4
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4
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3
Atkinson, Colin
3
Bermin, Hans-Peter
3
Brigo, Damiano
3
Chesney, Marc
3
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3
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Applied mathematical finance
European journal of operational research : EJOR
Finance and stochastics
Working papers
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
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254
Journal of banking & finance
208
The journal of derivatives : the official publication of the International Association of Financial Engineers
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87
The North American journal of economics and finance : a journal of financial economics studies
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International review of economics & finance : IREF
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
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591
On the relative efficiency of nth order and DARA stochastic dominance rules
Basso, Antonella
- In:
Applied mathematical finance
4
(
1997
)
4
,
pp. 207-222
Persistent link: https://www.econbiz.de/10001238759
Saved in:
592
On the range of options prices
Eberlein, Ernst
- In:
Finance and stochastics
1
(
1997
)
2
,
pp. 131-140
Persistent link: https://www.econbiz.de/10001217943
Saved in:
593
Compound and exchange options in the affine term structure model
Scaillet, Olivier
- In:
Applied mathematical finance
3
(
1996
)
1
,
pp. 75-92
Persistent link: https://www.econbiz.de/10001209608
Saved in:
594
Toward real-time pricing of complex financial derivates
Ninomiya, S.
- In:
Applied mathematical finance
3
(
1996
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10001209611
Saved in:
595
The pricing of Asian options under stochastic interest rates
Aase Nielsen, Jørgen
- In:
Applied mathematical finance
3
(
1996
)
3
,
pp. 209-236
Persistent link: https://www.econbiz.de/10001217777
Saved in:
596
Arbitrage pricing with incomplete markets
Britten-Jones, Mark
- In:
Applied mathematical finance
3
(
1996
)
4
,
pp. 347-363
Persistent link: https://www.econbiz.de/10001217782
Saved in:
597
Binomial models for option valuation : examining and improving convergence
Leisen, Dietmar
- In:
Applied mathematical finance
3
(
1996
)
4
,
pp. 319-346
Persistent link: https://www.econbiz.de/10001217783
Saved in:
598
A systematic approach to pricing and hedging international derivatives with interest rate risk : analysis of international derivatives under stochastic interest rates
Frey, Rüdiger
- In:
Applied mathematical finance
3
(
1996
)
4
,
pp. 295-317
Persistent link: https://www.econbiz.de/10001217786
Saved in:
599
Option pricing with hedging at fixed trading dates
Mercurio, Fabio
- In:
Applied mathematical finance
3
(
1996
)
2
,
pp. 135-158
Persistent link: https://www.econbiz.de/10001219285
Saved in:
600
Bond, futures and option evaluation in the quadratic interest rate model
Jamshidian, Farshid
- In:
Applied mathematical finance
3
(
1996
)
2
,
pp. 93-115
Persistent link: https://www.econbiz.de/10001219287
Saved in:
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