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~isPartOf:"Applied mathematical finance"
~isPartOf:"Review of derivatives research"
~person:"Avellaneda, Marco"
~person:"Escobar, Marcos"
~subject:"Optionsgeschäft"
~type_genre:"Article in journal"
~type_genre:"Dissertation"
~type_genre:"Handbook"
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Optionsgeschäft
Option pricing theory
4
Option trading
4
Optionspreistheorie
4
Stochastic process
3
Stochastischer Prozess
3
Volatility
3
Volatilität
3
Correlation
2
Experiment
2
Korrelation
2
Stochastic volatility
2
Barrier options
1
Basket options
1
Black-Scholes model
1
Black-Scholes-Modell
1
Derivat
1
Derivative
1
First-passage time
1
Principal components
1
Stochastic clock
1
Stochastic covariance
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Theorie
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Theory
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barrier options
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generalized Fourier transform
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random correlation
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Avellaneda, Marco
Escobar, Marcos
Cohen, Samuel N.
3
Drimus, Gabriel
3
Kwok, Yue-Kuen
3
Reisinger, Christoph
3
Wang, Sheng
3
Wang, Xingchun
3
Carr, Peter
2
Farkas, Walter
2
Funahashi, Hideharu
2
Handley, John C.
2
Hieber, Peter
2
Howison, Sam
2
Hung, Mao-Wei
2
Kijima, Masaaki
2
Mayer, Philipp
2
Nunes, Joaõ Pedro Vidal
2
Ronn, Ehud I.
2
Ulrich, Maxim
2
Wang, Hsiao-Chuan
2
Wang, Jr-Yan
2
Zagst, Rudi
2
Zheng, Wendong
2
Ahn, Hyungsok
1
Albrecher, H.
1
Alexander, Carol
1
Almendral, Ariel
1
Aly, Sidi Mohamed Ould
1
Andersen, Leif B. G.
1
Andreasen, Jesper Fredborg
1
Aoudia, Djilali Ait
1
Areal, Nelson
1
Arismendi Zambrano, Juan Carlos
1
Armstrong, Grant F.
1
Battauz, Anna
1
Benth, Fred Espen
1
Blau, Benjamin
1
Borovykh, Anastasia
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Applied mathematical finance
Review of derivatives research
International journal of financial markets and derivatives
1
International journal of theoretical and applied finance
1
Journal / The Capco Institute : journal of financial transformation
1
Risks : open access journal
1
The journal of computational finance
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
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ECONIS (ZBW)
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1
Stochastic covariance and dimension reduction in the pricing of basket options
Escobar, Marcos
;
Krause, Daniel
;
Zagst, Rudi
- In:
Review of derivatives research
19
(
2016
)
3
,
pp. 165-200
Persistent link: https://www.econbiz.de/10011927967
Saved in:
2
Closed-form pricing of two-asset barrier options with stochastic covariance
Götz, Barbara
;
Escobar, Marcos
;
Zagst, Rudi
- In:
Applied mathematical finance
21
(
2014
)
3/4
,
pp. 363-397
Persistent link: https://www.econbiz.de/10010499671
Saved in:
3
Efficiently pricing double barrier derivatives in stochastic volatility models
Escobar, Marcos
;
Hieber, Peter
;
Scherer, Matthias
- In:
Review of derivatives research
17
(
2014
)
2
,
pp. 191-216
Persistent link: https://www.econbiz.de/10010529630
Saved in:
4
Combinatorial implications of nonlinear uncertain volatility models : the case of barrier options
Avellaneda, Marco
;
Buff, Robert
- In:
Applied mathematical finance
6
(
1999
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10001449223
Saved in:
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