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~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Decisions in economics and finance : DEF ; a journal of applied mathematics"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Working papers"
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Search: subject_exact:"Optionspreistheorie"
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Option pricing theory
601
Optionspreistheorie
601
Stochastic process
245
Stochastischer Prozess
245
Volatility
193
Volatilität
193
Theorie
134
Theory
134
Option trading
116
Optionsgeschäft
116
Derivat
115
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115
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69
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66
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48
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34
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33
Incomplete market
29
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option pricing
29
Statistical distribution
28
Statistische Verteilung
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27
Swap
25
stochastic volatility
23
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22
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19
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10
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Takahashi, Akihiko
16
Levendorskij, Sergej Z.
10
Kwok, Yue-Kuen
9
Elliott, Robert J.
7
Jeanblanc, Monique
7
Gapeev, Pavel V.
6
Siu, Tak Kuen
6
Alòs, Elisa
5
Benth, Fred Espen
5
Bojarčenko, Svetlana I.
5
Fabozzi, Frank J.
5
Hui, Cho H.
5
Joshi, Mark S.
5
Lo, C. F.
5
Macrina, Andrea
5
Oosterlee, Cornelis W.
5
Wang, Tai-Ho
5
Yamada, Yuji
5
Zanette, Antonino
5
Avellaneda, Marco
4
Bernard, Carole
4
Brigo, Damiano
4
Ekström, Erik
4
Fujii, Masaaki
4
Gaudenzi, Marcellino
4
Hess, Markus
4
Liu, Rui Hua
4
Mancino, Maria Elvira
4
Nardon, Martina
4
Pianca, Paolo
4
Račev, Svetlozar T.
4
Wilmott, Paul
4
Wu, Lixin
4
Arai, Takuji
3
Barbachan, José Santiago Fajardo
3
Belomestny, Denis
3
Boyarchenko, Mitya
3
Carr, Peter
3
Ceci, Claudia
3
Chan, Leunglung
3
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Asia-Pacific financial markets
Decisions in economics and finance : DEF ; a journal of applied mathematics
International journal of theoretical and applied finance
Working papers
The journal of futures markets
261
Mathematical finance : an international journal of mathematics, statistics and financial theory
255
The journal of computational finance
254
Applied mathematical finance
240
Finance and stochastics
218
Journal of banking & finance
208
The journal of derivatives : the official publication of the International Association of Financial Engineers
203
Quantitative finance
196
Review of derivatives research
170
Insurance / Mathematics & economics
139
European journal of operational research : EJOR
133
Journal of economic dynamics & control
130
International journal of financial engineering
116
Finance research letters
110
Journal of mathematical finance
107
Computational economics
106
Risks : open access journal
93
Research paper series / Swiss Finance Institute
87
The North American journal of economics and finance : a journal of financial economics studies
83
The European journal of finance
81
Journal of financial economics
79
Journal of econometrics
66
Journal of financial and quantitative analysis : JFQA
58
NBER working paper series
58
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
57
Energy economics
56
Review of quantitative finance and accounting
55
SFB 649 discussion paper
54
The journal of finance : the journal of the American Finance Association
54
Annals of finance
52
Journal of risk and financial management : JRFM
50
The journal of real estate finance and economics
50
The review of financial studies
50
Working paper / National Bureau of Economic Research, Inc.
50
Economic modelling
49
International review of economics & finance : IREF
48
Management science : journal of the Institute for Operations Research and the Management Sciences
46
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ECONIS (ZBW)
601
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1
Artificial Neural Networks Performance in WIG20 Index Options Pricing
Wysockia, Maciej
;
Ślepaczuk, Robert
-
2020
Persistent link: https://www.econbiz.de/10012322176
Saved in:
2
Variance Gamma model in hedging vanilla and exotic options
Bollin, Bartłomiej
;
Ślepaczuk, Robert
-
2020
Persistent link: https://www.econbiz.de/10012322240
Saved in:
3
Investment in farming under uncertainty and decoupled support : a real options approach
Di Corato, Luca
;
Zormpas, Dimitrios
-
2019
Persistent link: https://www.econbiz.de/10012005645
Saved in:
4
Option implied VIX, Skew and Kurtosis term structures
Madan, Dilip B.
;
Wang, King
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-13
Persistent link: https://www.econbiz.de/10012662046
Saved in:
5
Dynamic probabilistic forecasting with uncertainty
Benth, Fred Espen
;
Kutrolli, Gleda
;
Stefani, Silvana
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012807773
Saved in:
6
Defaultable term structures driven by semimartingales
Gümbel, Sandrine
;
Schmidt, Thorsten
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012807871
Saved in:
7
The VIX and future information
Hess, Markus
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012807884
Saved in:
8
Local risk minimization of contingent claims simultaneously exposed to endogenous and exogenous default times
Okhrati, Ramin
;
Karpathopoulos, Nikolaos
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012807897
Saved in:
9
Closed form optimal exercise boundary of the American put option
Kitapbayev, Yerkin
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012650204
Saved in:
10
CVA and vulnerable options in Stochastic volatility models
Alòs, Elisa
;
Antonelli, Fabio
;
Ramponi, A.
;
Scarlatti, S.
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012650293
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