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~isPartOf:"Applied mathematical finance"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"The journal of corporate finance : contracting, governance and organization"
~isPartOf:"Working papers"
~subject:"Realoptionsansatz"
~subject:"Simulation"
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Search: subject_exact:"Optionspreistheorie"
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Realoptionsansatz
Simulation
Option pricing theory
399
Optionspreistheorie
399
Stochastic process
142
Stochastischer Prozess
142
Volatility
116
Volatilität
116
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Sabino, Piergiacomo
3
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3
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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
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1
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1
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1
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1
Cont, Rama
1
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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
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1
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1
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1
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Applied mathematical finance
European journal of operational research : EJOR
The journal of corporate finance : contracting, governance and organization
Working papers
International journal of theoretical and applied finance
19
Quantitative finance
16
Energy economics
15
The European journal of finance
15
The journal of computational finance
15
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13
Journal of economic dynamics & control
11
Journal of mathematical finance
11
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9
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8
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8
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8
Finance research letters
7
International journal of production economics
7
Journal of banking & finance
7
Real options and investment under uncertainty : classical readings and recent contributions
7
The journal of derivatives : the official publication of the International Association of Financial Engineers
7
Finanz-Betrieb : FB ; Zeitschrift für Unternehmensfinanzierung und Finanzmanagement
6
International journal of financial engineering
6
Journal of risk and financial management : JRFM
6
Operations research
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Applied economics
5
Economic modelling
5
FCN working paper
5
Real R & D options
5
Universitext
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Bochumer Beiträge zur Unternehmensführung und Unternehmensforschung
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Financial innovation : FIN
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Lecture notes in economics and mathematical systems : LNEMS
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Research paper series / Swiss Finance Institute
4
Review of derivatives research
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The journal of futures markets
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Wiley finance series
4
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
4
American journal of agricultural economics
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ECONIS (ZBW)
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1
Simulation schemes for the Heston model with Poisson conditioning
Choi, Jaehyuk
;
Kwok, Yue-Kuen
- In:
European journal of operational research : EJOR
314
(
2024
)
1
,
pp. 363-376
Persistent link: https://www.econbiz.de/10014456865
Saved in:
2
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:
3
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:
4
Generic improvements to least squares monte carlo methods with applications to optimal stopping problems
Wei, Wei
;
Zhu, Dan
- In:
European journal of operational research : EJOR
298
(
2022
)
3
,
pp. 1132-1144
Persistent link: https://www.econbiz.de/10013206929
Saved in:
5
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:
6
Real options, risk aversion and markets : a corporate finance perspective
Ewald, Christian
;
Taub, Bart
- In:
The journal of corporate finance : contracting, …
72
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013209828
Saved in:
7
Hostile takeovers or friendly mergers? : real options analysis
Ebina, Takeshi
;
Kumakura, Yuya
;
Nishide, Katsumasa
- In:
The journal of corporate finance : contracting, …
77
(
2022
),
pp. 1-26
Persistent link: https://www.econbiz.de/10013494294
Saved in:
8
Investment in farming under uncertainty and decoupled support : a real options approach
Di Corato, Luca
;
Zormpas, Dimitrios
-
2019
Persistent link: https://www.econbiz.de/10012005645
Saved in:
9
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
Saved in:
10
A real options based decision support tool for R&D investment : application to CO2 recycling technology
Deeney, Peter
;
Cummins, Mark
;
Heintz, Katharina
;
Pryce, …
- In:
European journal of operational research : EJOR
289
(
2021
)
2
,
pp. 696-711
Persistent link: https://www.econbiz.de/10012416838
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