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Black-Scholes model
39
Black-Scholes-Modell
39
Option pricing theory
26
Optionspreistheorie
26
Theorie
19
Theory
19
Volatility
18
Volatilität
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implied volatility
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option pricing
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1
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Applied mathematical finance
International journal of theoretical and applied finance
80
Mathematical finance : an international journal of mathematics, statistics and financial theory
40
The journal of computational finance
34
Computational economics
33
The journal of futures markets
33
Finance and stochastics
29
The journal of derivatives : the official publication of the International Association of Financial Engineers
28
International journal of financial engineering
26
Journal of mathematical finance
26
MPRA Paper
26
Quantitative finance
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Review of derivatives research
25
Physica A: Statistical Mechanics and its Applications
23
Journal of banking & finance
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Asia-Pacific financial markets
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International Journal of Theoretical and Applied Finance (IJTAF)
16
Risks : open access journal
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The North American journal of economics and finance : a journal of financial economics studies
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Finance and Stochastics
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Journal of econometrics
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Journal of economic dynamics & control
13
Finance research letters
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Options : classic approaches to pricing and modelling
11
The European journal of finance
11
Decisions in economics and finance : DEF ; a journal of applied mathematics
10
Applied Mathematical Finance
9
CoFE discussion papers
9
European journal of operational research : EJOR
9
International review of financial analysis
9
Research paper series / Swiss Finance Institute
9
Review of quantitative finance and accounting
9
The review of financial studies
9
Applied economics
8
CoFE Discussion Paper
8
The journal of risk and insurance : the journal of the American Risk and Insurance Association
8
Advances in futures and options research : a research annual
7
Annals of financial economics
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Asia-Pacific Financial Markets
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CIRANO Working Papers
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ECONIS (ZBW)
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1
On a neural network to extract implied information from american options
Liu, Shuaiqiang
;
Leitao, Álvaro
;
Borovykh, Anastasia
; …
- In:
Applied mathematical finance
28
(
2021
)
5
,
pp. 449-475
Persistent link: https://www.econbiz.de/10013411712
Saved in:
2
Short-time asymptotics for non-self-similar stochastic volatility models
Giorgio, Giacomo
;
Pacchiarotti, Barbara
;
Pigato, Paolo
- In:
Applied mathematical finance
30
(
2023
)
3
,
pp. 123-152
Persistent link: https://www.econbiz.de/10015051230
Saved in:
3
On the implied volatility of Asian options under stochastic volatility models
Alòs, Elisa
;
Nualart, Eulalia
;
Pravosud, Makar
- In:
Applied mathematical finance
30
(
2023
)
5
,
pp. 249-274
Persistent link: https://www.econbiz.de/10015051248
Saved in:
4
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:
5
American strangle options
Qiu, Shi
- In:
Applied mathematical finance
27
(
2020
)
3
,
pp. 228-263
Persistent link: https://www.econbiz.de/10012315168
Saved in:
6
Short maturity forward start Asian options in local volatility models
Pirjol, Dan
;
Wang, Jing
;
Zhu, Lingjiong
- In:
Applied mathematical finance
26
(
2019
)
3
,
pp. 187-221
Persistent link: https://www.econbiz.de/10012210271
Saved in:
7
Diffusion equations : convergence of the functional scheme derived from the binomial tree with local volatility for non smooth payoff functions
Baptiste, Julien
;
Lépinette, Emmanuel
- In:
Applied mathematical finance
25
(
2018
)
5/6
,
pp. 511-532
Persistent link: https://www.econbiz.de/10012129179
Saved in:
8
Robust barrier option pricing by frame projection under exponential Lévy dynamics
Kirkby, J. Lars
- In:
Applied mathematical finance
24
(
2017
)
3/4
,
pp. 337-386
Persistent link: https://www.econbiz.de/10011815237
Saved in:
9
Third-order short-time expansions for close-to-the-money option prices under the CGMY model
Figueroa-López, José E.
;
Gong, Ruoting
;
Houdré, Christian
- In:
Applied mathematical finance
24
(
2017
)
5/6
,
pp. 547-574
Persistent link: https://www.econbiz.de/10011815299
Saved in:
10
Optimal partial proxy method for computing gammas of financial products with discontinuous and angular payoffs
Joshi, Mark S.
;
Zhu, Dan
- In:
Applied mathematical finance
23
(
2016
)
1/2
,
pp. 22-56
Persistent link: https://www.econbiz.de/10011546983
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