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~isPartOf:"Computational economics"
~isPartOf:"Finance research letters"
~subject:"Option pricing theory"
~subject:"Share price"
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Search: subject_exact:"Optionspreismodell"
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Option pricing theory
Share price
Optionspreistheorie
216
Stochastic process
85
Stochastischer Prozess
85
Volatility
82
Volatilität
82
Option trading
71
Optionsgeschäft
71
Black-Scholes model
36
Black-Scholes-Modell
36
Option pricing
33
Derivat
32
Derivative
32
Monte Carlo simulation
25
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Black-Scholes equation
9
Credit risk
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9
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Zinsstruktur
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8
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216
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Wang, Xingchun
7
Kim, Junseok
5
Fabozzi, Frank J.
4
Kim, Jeong-Hoon
4
Lee, Hangsuck
4
Aghdam, Y. Esmaeelzade
3
Carr, Peter
3
Chen, Jun-Home
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Jeon, Junkee
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3
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3
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3
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3
Villani, Giovanni
3
Wang, King
3
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3
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3
Ziemba, William T.
3
Adl, A.
2
Ahmadian, D.
2
Bianchi, Michele Leonardo
2
Cao, Jiling
2
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2
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2
Chung, Y. Peter
2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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Computational economics
Finance research letters
International journal of theoretical and applied finance
467
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
Journal of mathematical finance
107
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
Asia-Pacific financial markets
77
Journal of econometrics
66
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58
NBER working paper series
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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
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50
The journal of real estate finance and economics
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The review of financial studies
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50
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International review of economics & finance : IREF
48
Decisions in economics and finance : DEF ; a journal of applied mathematics
47
Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
216
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1
A critical analysis of the Weighted Least Squares Monte Carlo method for pricing American options
Reesor, R. Mark
;
Stentoft, Lars
;
Zhu, Xiaotian
- In:
Finance research letters
64
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014531706
Saved in:
2
Valuation of standard call options using the Euler-Maruyama method with strong approximation
Suescún-Díaz, Daniel
;
Girón, Luis Eduardo
- In:
Computational economics
61
(
2023
)
4
,
pp. 1545-1560
Persistent link: https://www.econbiz.de/10014327069
Saved in:
3
Analytic method for pricing vulnerable external barrier options
Kim, Donghyun
;
Yoon, Ji-Hun
- In:
Computational economics
61
(
2023
)
4
,
pp. 1561-1591
Persistent link: https://www.econbiz.de/10014327071
Saved in:
4
Derivation and application of some fractional black-scholes equations driven by fractional G-Brownian motion
Guo, Changhong
;
Fang, Shaomei
;
He, Yong
- In:
Computational economics
61
(
2023
)
4
,
pp. 1681-1705
Persistent link: https://www.econbiz.de/10014327122
Saved in:
5
Modeling tail dependence using stochastic volatility model
Kim, See-Woo
;
Ma, Yong-Ki
;
Necula, Ciprian
- In:
Computational economics
62
(
2023
)
1
,
pp. 129-147
Persistent link: https://www.econbiz.de/10014327243
Saved in:
6
A deep learning based numerical PDE method for option pricing
Wang, Xiang
;
Li, Jessica
;
Li, Jichun
- In:
Computational economics
62
(
2023
)
1
,
pp. 149-164
Persistent link: https://www.econbiz.de/10014327247
Saved in:
7
Quasi-Monte Carlo-based conditional Malliavin method for continuous-time Asian option Greeks
Yu, Chao
;
Wang, Xiaoqun
- In:
Computational economics
62
(
2023
)
1
,
pp. 325-360
Persistent link: https://www.econbiz.de/10014327500
Saved in:
8
A neural network approach to value R&D compound american exchange option
Villani, Giovanni
- In:
Computational economics
60
(
2022
)
1
,
pp. 305-324
Persistent link: https://www.econbiz.de/10013262680
Saved in:
9
A fitted l-multi-point flux approximation method for pricing options
Koffi, Rock Stephane
;
Tambue, Antoine
- In:
Computational economics
60
(
2022
)
2
,
pp. 633-663
Persistent link: https://www.econbiz.de/10013380800
Saved in:
10
Simulating and pricing CAT bonds using the spectral method based on Chebyshev basis
Aghdam, Y. Esmaeelzade
;
Neisy, A.
;
Adl, A.
- In:
Computational economics
63
(
2024
)
1
,
pp. 423-435
Persistent link: https://www.econbiz.de/10014472268
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