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~isPartOf:"Asia-Pacific financial markets"
~isPartOf:"Decisions in economics and finance : DEF ; a journal of applied mathematics"
~subject:"Black-Scholes-Modell"
~subject:"CAPM"
~subject:"Martingale"
~subject:"Stochastischer Prozess"
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Black-Scholes-Modell
CAPM
Martingale
Stochastischer Prozess
Option pricing theory
124
Optionspreistheorie
124
Theorie
48
Theory
48
Volatility
42
Volatilität
42
Stochastic process
38
Option trading
37
Optionsgeschäft
37
Black-Scholes model
28
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Takahashi, Akihiko
4
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2
Kim, Yong-jin
2
Klebaner, Fima C.
2
Madan, Dilip B.
2
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2
Takaoka, Koichiro
2
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Campi, Luciano
1
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De Gennaro Aquino, Luca
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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
303
Finance and stochastics
142
Mathematical finance : an international journal of mathematics, statistics and financial theory
125
Applied mathematical finance
124
Quantitative finance
119
The journal of computational finance
103
The journal of futures markets
95
International journal of financial engineering
77
Review of derivatives research
74
Insurance / Mathematics & economics
73
Journal of mathematical finance
72
Computational economics
68
Journal of banking & finance
64
European journal of operational research : EJOR
62
Risks : open access journal
57
The journal of derivatives : the official publication of the International Association of Financial Engineers
57
Finance research letters
56
Journal of economic dynamics & control
54
The North American journal of economics and finance : a journal of financial economics studies
47
Journal of econometrics
45
Research paper series / Swiss Finance Institute
39
Annals of finance
37
The European journal of finance
37
Journal of financial economics
36
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
32
The review of financial studies
32
The journal of finance : the journal of the American Finance Association
31
Journal of risk and financial management : JRFM
30
Review of quantitative finance and accounting
28
Mathematics and financial economics
27
Discussion paper / B
26
Mathematical methods of operations research
23
Economic modelling
22
Energy economics
22
Mathematical finance : an international journal of mathematics, statistics and financial economics
22
SFB 649 discussion paper
22
SpringerLink / Bücher
20
Operations research letters
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ECONIS (ZBW)
67
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1
A note on the implied volatility of floating strike Asian options
Alòs, Elisa
;
León, Jorge A.
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 743-758
Persistent link: https://www.econbiz.de/10012127320
Saved in:
2
A numerical scheme for expectations with first hitting time to smooth boundary
Hishida, Yuji
;
Ishigaki, Yuta
;
Okumura, Toshiki
- In:
Asia-Pacific financial markets
26
(
2019
)
4
,
pp. 553-565
Persistent link: https://www.econbiz.de/10012309819
Saved in:
3
Model-free stochastic collocation for an arbitrage-free implied volatility, part I
Le Floc'h, Fabien
;
Oosterlee, Cornelis Willebrordus
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 679-714
Persistent link: https://www.econbiz.de/10012127314
Saved in:
4
Semi-analytical prices for lookback and barrier options under the Heston model
De Gennaro Aquino, Luca
;
Bernard, Carole
- In:
Decisions in economics and finance : DEF ; a journal of …
42
(
2019
)
2
,
pp. 715-741
Persistent link: https://www.econbiz.de/10012127317
Saved in:
5
Pricing perpetual put options by the Black-Scholes equation with a nonlinear volatility function
Grossinho, Maria do Rosário
;
Kord, Yaser
;
Ševčovič, …
- In:
Asia-Pacific financial markets
24
(
2017
)
4
,
pp. 291-308
Persistent link: https://www.econbiz.de/10011797690
Saved in:
6
Understanding delta-hedged
option
returns in stochastic volatility environments
Sasaki, Hiroshi
- In:
Asia-Pacific financial markets
22
(
2015
)
2
,
pp. 151-184
Persistent link: https://www.econbiz.de/10011377526
Saved in:
7
Pricing CIR yield options by conditional moment matching
Prayoga, Adrian
;
Privault, Nicolas
- In:
Asia-Pacific financial markets
24
(
2017
)
1
,
pp. 19-38
Persistent link: https://www.econbiz.de/10011742283
Saved in:
8
The pricing of lookback options and binomial approximation
Grosse-Erdmann, Karl-Goswin
;
Heuwelyckx, Fabien
- In:
Decisions in economics and finance : DEF ; a journal of …
39
(
2016
)
1
,
pp. 33-67
Persistent link: https://www.econbiz.de/10011451641
Saved in:
9
A new type of barrier options : lizard
option
Kawanishi, Yasuhiro
- In:
Asia-Pacific financial markets
22
(
2015
)
1
,
pp. 75-86
Persistent link: https://www.econbiz.de/10010511547
Saved in:
10
Pricing VIX options with stochastic volatility and random jumps
Lian, Guang-hua
;
Zhu, Song-ping
- In:
Decisions in economics and finance : DEF ; a journal of …
36
(
2013
)
1
,
pp. 71-88
Persistent link: https://www.econbiz.de/10009729063
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