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~isPartOf:"Applied mathematical finance"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Journal of econometrics"
~isPartOf:"The journal of computational finance"
~isPartOf:"Working papers"
~subject:"Derivat"
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Search: subject_exact:"Optionspreistheorie"
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Derivat
Option pricing theory
698
Optionspreistheorie
698
Stochastic process
252
Stochastischer Prozess
252
Volatility
217
Volatilität
217
Option trading
147
Optionsgeschäft
147
Theorie
141
Theory
141
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140
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72
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CAPM
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Estimation theory
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Option pricing
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stochastic volatility
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Reisinger, Christoph
4
Benth, Fred Espen
3
Escobar, Marcos
3
Gouriéroux, Christian
3
Monfort, Alain
3
Sabino, Piergiacomo
3
Zagst, Rudi
3
Cao, Yi
2
Cohen, Samuel N.
2
Crépey, Stéphane
2
Eberlein, Ernst
2
Fusai, Gianluca
2
Götz, Barbara
2
Hainaut, Donatien
2
Howison, Sam
2
Jain, Shashi
2
Kandhai, Drona
2
Karlsson, Patrik
2
Kirkby, J. Lars
2
Liu, Xiaoquan
2
Lyons, Terry
2
Nejad, Sina
2
Oosterlee, Cornelis Willebrordus
2
Park, Yang-Ho
2
Sircar, Kaushik Ronnie
2
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2
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2
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2
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1
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1
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1
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1
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1
Arribas, Imanol Perez
1
Aït-Sahalia, Yacine
1
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1
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Applied mathematical finance
European journal of operational research : EJOR
Journal of econometrics
The journal of computational finance
Working papers
International journal of theoretical and applied finance
101
Review of derivatives research
44
Quantitative finance
39
The journal of futures markets
31
Journal of banking & finance
30
Journal of mathematical finance
30
International journal of financial engineering
23
Energy economics
22
Mathematical finance : an international journal of mathematics, statistics and financial theory
22
Journal of economic dynamics & control
21
Finance and stochastics
20
Risks : open access journal
20
The journal of derivatives : JOD
20
The European journal of finance
19
The North American journal of economics and finance : a journal of financial economics studies
19
The journal of derivatives : the official publication of the International Association of Financial Engineers
17
Computational economics
15
Finance research letters
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SpringerLink / Bücher
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Insurance / Mathematics & economics
14
Applied economics letters
13
International review of financial analysis
13
Annals of finance
12
International review of economics & finance : IREF
12
Journal of risk and financial management : JRFM
11
SFB 649 discussion paper
11
Mathematical finance
10
Research paper series / Swiss Finance Institute
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Wiley finance series
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Applied economics
9
Mathematical finance : an international journal of mathematics, statistics and financial economics
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Asia-Pacific financial markets
8
Economic modelling
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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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ECONIS (ZBW)
140
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1
Simulation of arbitrage-free implied volatility surfaces
Cont, Rama
;
Vuletić, Milena
- In:
Applied mathematical finance
30
(
2023
)
2
,
pp. 94-121
Persistent link: https://www.econbiz.de/10014443387
Saved in:
2
Variance Gamma model in hedging vanilla and exotic options
Bollin, Bartłomiej
;
Ślepaczuk, Robert
-
2020
Persistent link: https://www.econbiz.de/10012322240
Saved in:
3
Exchange option pricing under variance gamma-like models
Gardini, Matteo
;
Sabino, Piergiacomo
- In:
Applied mathematical finance
29
(
2022
)
6
,
pp. 494-521
Persistent link: https://www.econbiz.de/10014390283
Saved in:
4
Hedging option books using neural-sde market models
Cohen, Samuel N.
;
Reisinger, Christoph
;
Wang, Sheng
- In:
Applied mathematical finance
29
(
2022
)
5
,
pp. 366-401
Persistent link: https://www.econbiz.de/10014323483
Saved in:
5
Model risk in the over-the-counter market
Lazar, Emese
;
Qi, Shuyuan
- In:
European journal of operational research : EJOR
298
(
2022
)
2
,
pp. 769-784
Persistent link: https://www.econbiz.de/10013206897
Saved in:
6
To expand and to abandon : real options under asset variance risk premium
Alibeiki, Hedayat
;
Lotfaliei, Babak
- In:
European journal of operational research : EJOR
300
(
2022
)
2
,
pp. 771-787
Persistent link: https://www.econbiz.de/10013207304
Saved in:
7
Approximate value adjustments for European claims
Antonelli, Fabio
;
Ramponi, Alessandro
;
Scarlatti, Sergio
- In:
European journal of operational research : EJOR
300
(
2022
)
3
,
pp. 1149-1161
Persistent link: https://www.econbiz.de/10013207329
Saved in:
8
CDS pricing with fractional Hawkes processes
Ketelbuters, John-John
;
Hainaut, Donatien
- In:
European journal of operational research : EJOR
297
(
2022
)
3
,
pp. 1139-1150
Persistent link: https://www.econbiz.de/10013263023
Saved in:
9
Robust pricing and hedging via neural stochastic differential equations
Gierjatowicz, Patrick
;
Sabate-Vidales, Marc
;
Siska, David
; …
- In:
The journal of computational finance
26
(
2022
)
3
,
pp. 1-32
Persistent link: https://www.econbiz.de/10014314540
Saved in:
10
Pricing discretely-monitored double barrier options with small probabilities of execution
Kontosakos, Vasileios E.
;
Mendonca, Keegan
;
Pantelous, …
- In:
European journal of operational research : EJOR
290
(
2021
)
1
,
pp. 313-330
Persistent link: https://www.econbiz.de/10012436366
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