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~isPartOf:"Review of derivatives research"
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Search: subject:"Derivat <Wertpapier>"
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Derivat
147
Derivative
147
Option pricing theory
105
Optionspreistheorie
105
Volatility
43
Volatilität
43
Theorie
41
Theory
41
Stochastic process
38
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38
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33
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33
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23
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20
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20
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14
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13
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12
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12
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12
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10
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10
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10
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10
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9
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8
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8
Weather
8
Wetter
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Incomplete market
7
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7
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Commodity derivative
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146
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147
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Benth, Fred Espen
6
Kijima, Masaaki
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Rösch, Daniel
3
Sabino, Piergiacomo
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Baldeaux, Jan
2
Büchel, Patrick
2
Cohen, Samuel N.
2
Eberlein, Ernst
2
Escobar, Marcos
2
Howison, Sam
2
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2
Kavussanos, Manolis G.
2
Kim, Young Shin
2
Koziol, Christian
2
Kratochwil, Michael
2
Lyons, Terry
2
Mahayni, Antje
2
Matsumoto, Koichi
2
Muck, Matthias
2
Nejad, Sina
2
Reisinger, Christoph
2
Rutkowski, Marek
2
Scherer, Matthias
2
Schlögl, Erik
2
Sircar, Kaushik Ronnie
2
Wang, Sheng
2
Wang, Xingchun
2
Zheng, Wendong
2
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1
Alexandridis, A.
1
Aly, Sidi Mohamed Ould
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
Review of derivatives research
The journal of futures markets
395
Journal of banking & finance
177
International journal of theoretical and applied finance
171
Energy economics
121
The journal of finance : the journal of the American Finance Association
81
Journal of financial economics
73
International review of financial analysis
70
Finance research letters
66
SpringerLink / Bücher
66
The journal of derivatives : the official publication of the International Association of Financial Engineers
66
NBER working paper series
63
The European journal of finance
62
International review of economics & finance : IREF
61
Quantitative finance
61
Working paper / National Bureau of Economic Research, Inc.
61
Applied financial economics
60
Journal of financial and quantitative analysis : JFQA
58
European journal of operational research : EJOR
56
Advances in futures and options research : a research annual
52
NBER Working Paper
50
Die Bank
49
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
47
Applied economics
45
Finance and stochastics
45
The journal of fixed income
45
Mathematical finance : an international journal of mathematics, statistics and financial theory
44
The North American journal of economics and finance : a journal of financial economics studies
43
The journal of computational finance
43
Working paper
42
Applied economics letters
40
Wiley finance series
40
Economics letters
39
Journal of economic dynamics & control
39
Journal of mathematical finance
39
The review of financial studies
39
Derivatives & financial instruments
36
Journal of risk and financial management : JRFM
36
Review of quantitative finance and accounting
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ECONIS (ZBW)
147
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147
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1
Implied volatility surfaces : a comprehensive analysis using half a billion option prices
Ulrich, Maxim
;
Zimmer, Lukas
;
Merbecks, Constantin
- In:
Review of derivatives research
26
(
2023
)
2/3
,
pp. 135-169
Persistent link: https://www.econbiz.de/10014423871
Saved in:
2
Deep calibration of financial models : turning theory into practice
Büchel, Patrick
;
Kratochwil, Michael
;
Nagl, Maximilian
; …
- In:
Review of derivatives research
25
(
2022
)
2
,
pp. 109-136
Persistent link: https://www.econbiz.de/10013457606
Saved in:
3
Arbitrage-free smile construction on FX option markets using Garman-Kohlhagen deltas and implied volatilities
Muck, Matthias
- In:
Review of derivatives research
25
(
2022
)
3
,
pp. 293-314
Persistent link: https://www.econbiz.de/10013457626
Saved in:
4
Optimal exercise of American put options near maturity : a new economic perspective
Battauz, Anna
;
De Donno, Marzia
;
Gajda, Janusz
;
Sbuelz, …
- In:
Review of derivatives research
25
(
2022
)
1
,
pp. 23-46
Persistent link: https://www.econbiz.de/10013191376
Saved in:
5
The impact of stochastic volatility on initial margin and MVA for interest rate derivatives
Hoencamp, J. H.
;
Kort, J. P. de
;
Kandhai, B. D.
- In:
Applied mathematical finance
29
(
2022
)
2
,
pp. 141-179
Persistent link: https://www.econbiz.de/10013554796
Saved in:
6
Does model complexity improve pricing accuracy? : the case of CoCos
Koziol, Christian
;
Weitz, Sebastian Georg
- In:
Review of derivatives research
24
(
2021
)
3
,
pp. 261-284
Persistent link: https://www.econbiz.de/10012659679
Saved in:
7
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:
8
Pricing swaptions and zero-coupon futures options under the discrete-time arbitrage-free Nelson-Siegel model
Godin, Frédéric
;
Eghbalzadeh, Ramin
;
Gaillardetz, Patrice
- In:
Review of derivatives research
26
(
2023
)
2/3
,
pp. 171-206
Persistent link: https://www.econbiz.de/10014423872
Saved in:
9
Pricing vulnerable basket spread options with liquidity risk
Dong, Ziming
;
Tang, Dan
;
Wang, Xingchun
- In:
Review of derivatives research
26
(
2023
)
1
,
pp. 23-50
Persistent link: https://www.econbiz.de/10014266355
Saved in:
10
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
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