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~isPartOf:"Applied mathematical finance"
~subject:"Stochastic process"
~subject:"Theorie"
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Stochastic process
Theorie
Derivat
79
Derivative
79
Option pricing theory
67
Optionspreistheorie
67
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32
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30
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30
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30
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17
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Rutkowski, Marek
4
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3
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2
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2
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Applied mathematical finance
The journal of futures markets
278
International journal of theoretical and applied finance
139
Journal of banking & finance
122
Energy economics
75
NBER working paper series
75
NBER Working Paper
63
Advances in futures and options research : a research annual
62
Journal of international money and finance
62
The journal of finance : the journal of the American Finance Association
61
Journal of financial and quantitative analysis : JFQA
60
The review of financial studies
59
Working paper / National Bureau of Economic Research, Inc.
58
Mathematical finance : an international journal of mathematics, statistics and financial theory
53
Finance and stochastics
49
Economics letters
48
Review of derivatives research
46
Journal of financial economics
43
The journal of derivatives : the official publication of the International Association of Financial Engineers
41
The European journal of finance
39
The journal of computational finance
38
Applied economics
37
International review of financial analysis
37
Journal of economic dynamics & control
37
Finance research letters
36
The journal of fixed income
36
Applied financial economics
35
Quantitative finance
35
European journal of operational research : EJOR
34
International review of economics & finance : IREF
34
Journal of empirical finance
34
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32
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30
SpringerLink / Bücher
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Gabler Edition Wissenschaft
25
Europäische Hochschulschriften / 5
24
International journal of financial engineering
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1
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:
2
Pricing the excess volatility in foreign exchange risk premium and forward rate bias
Swan, Tina T.
;
Swan, Bruce Q.
;
Chen, Xinfu
- In:
Applied mathematical finance
29
(
2022
)
1
,
pp. 33-61
Persistent link: https://www.econbiz.de/10013554066
Saved in:
3
Hedging strategies in commodity markets : rolling intrinsic and delta hedging for virtual power plants
Biegler-König, Richard
- In:
Applied mathematical finance
27
(
2020
)
6
,
pp. 550-582
Persistent link: https://www.econbiz.de/10012516171
Saved in:
4
Trading signals in VIX
futures
Avellaneda, Marco
;
Li, Thomas Nanfeng
;
Papanicolaou, Andrew
- In:
Applied mathematical finance
28
(
2021
)
3
,
pp. 275-298
Persistent link: https://www.econbiz.de/10013171072
Saved in:
5
Regime-switching stochastic volatility model : estimation and calibration to VIX options
Goutte, Stéphane
;
Ismail, Amine
;
Pham, Huyên
- In:
Applied mathematical finance
24
(
2017
)
1/2
,
pp. 38-75
Persistent link: https://www.econbiz.de/10011746993
Saved in:
6
Hybrid Lévy models : design and computational aspects
Eberlein, Ernst
;
Rudmann, Marcus
- In:
Applied mathematical finance
25
(
2018
)
5/6
,
pp. 533-556
Persistent link: https://www.econbiz.de/10012129180
Saved in:
7
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:
8
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:
9
Liquidity costs : a new numerical methodology and an empirical study
Michel, Christophe
;
Reutenauer, Victor
;
Talay, Denis
; …
- In:
Applied mathematical finance
23
(
2016
)
1/2
,
pp. 57-79
Persistent link: https://www.econbiz.de/10011546989
Saved in:
10
Counterparty credit exposures for interest rate derivatives using the stochastic grid bundling method
Karlsson, Patrik
;
Jain, Shashi
;
Oosterlee, Cornelis …
- In:
Applied mathematical finance
23
(
2016
)
3/4
,
pp. 175-196
Persistent link: https://www.econbiz.de/10011704227
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