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~isPartOf:"Applied mathematical finance"
~subject:"Derivat"
~subject:"Zinsderivat"
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Search: subject_exact:"Optionspreismodell"
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Derivat
Zinsderivat
Option pricing theory
240
Optionspreistheorie
240
Stochastic process
85
Stochastischer Prozess
85
Volatility
72
Volatilität
72
Derivative
61
Theorie
60
Theory
60
Option trading
51
Optionsgeschäft
51
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28
Black-Scholes model
24
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21
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option pricing
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Benth, Fred Espen
3
Eberlein, Ernst
3
Sabino, Piergiacomo
3
Cohen, Samuel N.
2
Howison, Sam
2
Lyons, Terry
2
Nejad, Sina
2
Reisinger, Christoph
2
Sircar, Kaushik Ronnie
2
Wang, Sheng
2
Zheng, Wendong
2
Alaton, Peter
1
Alexandridis, A.
1
Aly, Sidi Mohamed Ould
1
Andersen, Leif B. G.
1
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1
Arribas, Imanol Perez
1
Badran, Alexander
1
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1
Baldeaux, Jan
1
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1
Bossu, Sébastien
1
Bouzianis, George
1
Börger, Reik H.
1
Chiarella, Carl
1
Chiu, Chun-Yuan
1
Cont, Rama
1
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1
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1
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Applied mathematical finance
International journal of theoretical and applied finance
111
Review of derivatives research
51
The journal of computational finance
44
Quantitative finance
43
The journal of futures markets
36
Journal of banking & finance
35
Journal of mathematical finance
33
European journal of operational research : EJOR
32
International journal of financial engineering
31
Finance and stochastics
28
Mathematical finance : an international journal of mathematics, statistics and financial theory
28
The journal of derivatives : the official publication of the International Association of Financial Engineers
28
Risks : open access journal
24
Journal of economic dynamics & control
23
Energy economics
22
The North American journal of economics and finance : a journal of financial economics studies
21
The European journal of finance
20
The journal of derivatives : JOD
20
Finance research letters
17
Journal of econometrics
16
SpringerLink / Bücher
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Computational economics
15
Applied economics letters
14
Insurance / Mathematics & economics
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International review of financial analysis
14
International review of economics & finance : IREF
13
SFB 649 discussion paper
13
Annals of finance
12
Applied economics
11
Economic modelling
11
Journal of risk and financial management : JRFM
11
Research paper series / Swiss Finance Institute
11
Journal of financial economics
10
Mathematical finance
10
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
10
Wiley finance series
10
Mathematical finance : an international journal of mathematics, statistics and financial economics
9
Mathematics and financial economics
9
The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
64
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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
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:
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
Fast pricing of energy derivatives with mean-reverting jump-diffusion processes
Sabino, Piergiacomo
;
Cufaro Petroni, Nicola
- In:
Applied mathematical finance
28
(
2021
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012625980
Saved in:
5
Static replication of European multi-asset options with homogeneous payoff
Bossu, Sébastien
- In:
Applied mathematical finance
28
(
2021
)
5
,
pp. 381-394
Persistent link: https://www.econbiz.de/10013411710
Saved in:
6
Non-parametric pricing and hedging of exotic derivatives
Lyons, Terry
;
Nejad, Sina
;
Perez Arribas, Imanol
- In:
Applied mathematical finance
27
(
2020
)
6
,
pp. 457-494
Persistent link: https://www.econbiz.de/10012516168
Saved in:
7
Detecting and repairing arbitrage in traded option prices
Cohen, Samuel N.
;
Reisinger, Christoph
;
Wang, Sheng
- In:
Applied mathematical finance
27
(
2020
)
5
,
pp. 345-373
Persistent link: https://www.econbiz.de/10012501620
Saved in:
8
A multiple curve Lévy swap market model
Eberlein, Ernst
;
Gerhart, Christoph
; …
- In:
Applied mathematical finance
27
(
2020
)
5
,
pp. 396-421
Persistent link: https://www.econbiz.de/10012501623
Saved in:
9
Optimal hedging in incomplete markets
Bouzianis, George
;
Hughston, Lane P.
- In:
Applied mathematical finance
27
(
2020
)
4
,
pp. 265-287
Persistent link: https://www.econbiz.de/10012425323
Saved in:
10
Exact simulation of variance gamma-related OU processes : application to the pricing of energy derivatives
Sabino, Piergiacomo
- In:
Applied mathematical finance
27
(
2020
)
3
,
pp. 207-227
Persistent link: https://www.econbiz.de/10012315167
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