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~isPartOf:"Computational economics"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Derivat"
~subject:"Experiment"
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Derivat
Experiment
Option trading
79
Optionsgeschäft
79
Option pricing theory
66
Optionspreistheorie
66
Theorie
35
Theory
35
Black-Scholes model
20
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20
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16
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American option
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1
Girón, Luis Eduardo
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Wu, Wen-Bo
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Yam, Sheung Chi Phillip
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Computational economics
Mathematical finance : an international journal of mathematics, statistics and financial theory
International journal of theoretical and applied finance
31
The journal of futures markets
26
Applied mathematical finance
22
Quantitative finance
19
Review of derivatives research
19
International journal of financial engineering
17
The North American journal of economics and finance : a journal of financial economics studies
17
Finance research letters
16
Journal of banking & finance
15
European journal of operational research : EJOR
14
International review of economics & finance : IREF
13
The journal of derivatives : JOD
13
Journal of financial economics
12
Journal of financial markets
9
The European journal of finance
9
The journal of computational finance
9
International review of financial analysis
8
Journal of economic dynamics & control
8
Journal of mathematical finance
8
Risks : open access journal
8
Applied economics letters
7
Economic modelling
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
Energy economics
6
Annals of finance
5
Finance and stochastics
5
Global finance journal
5
Investment management and financial innovations
5
Journal of derivatives & hedge funds
5
Journal of econometrics
5
Journal of risk and financial management : JRFM
5
Review of quantitative finance and accounting
5
The journal of asset management
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
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The journal of finance : the journal of the American Finance Association
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wi - Wirtschaft
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Always learning
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1
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:
2
Kelly-based options trading strategies on settlement date via supervised learning algorithms
Wu, Mu-En
;
Syu, Jia-Hao
;
Chen, Chien-Ming
- In:
Computational economics
59
(
2022
)
4
,
pp. 1627-1644
Persistent link: https://www.econbiz.de/10013262110
Saved in:
3
Exploring option pricing and hedging via volatility asymmetry
Casas, Isabel
;
Veiga, Helena
- In:
Computational economics
57
(
2021
)
4
,
pp. 1015-1039
Persistent link: https://www.econbiz.de/10012543248
Saved in:
4
Pricing exotic option under jump-diffusion models by the quadrature method
Zhang, Jin-Yu
;
Wu, Wen-Bo
;
Li, Yong
;
Lou, Zhu-Sheng
- In:
Computational economics
58
(
2021
)
3
,
pp. 867-884
Persistent link: https://www.econbiz.de/10012651045
Saved in:
5
Static hedges of barrier options under fast mean-reverting stochastic volatility
Huh, Jeonggyu
;
Jeon, Jaegi
;
Ma, Yong-Ki
- In:
Computational economics
55
(
2020
)
1
,
pp. 185-210
Persistent link: https://www.econbiz.de/10012222596
Saved in:
6
About long-term cross-currency Bermuda swaption pricing
Erkan, Bünyamin
;
Prigent, Jean-Luc
- In:
Computational economics
56
(
2020
)
1
,
pp. 239-262
Persistent link: https://www.econbiz.de/10012272028
Saved in:
7
LSM algorithm for pricing American option under Heston-Hull-White's stochastic volatility model
Samimi, O.
;
Mardani, Z.
;
Sharafpour, S.
;
Mehrdoust, F.
- In:
Computational economics
50
(
2017
)
2
,
pp. 173-187
Persistent link: https://www.econbiz.de/10011762377
Saved in:
8
Option pricing and hedging with execution costs and market impact
Guéant, Olivier
;
Pu, Jiang
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 803-831
Persistent link: https://www.econbiz.de/10011764978
Saved in:
9
Valuation of barrier options via a general self-duality
Alòs, Elisa
;
Chen, Zhanyu
;
Rheinländer, Thorsten
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 492-515
Persistent link: https://www.econbiz.de/10011583542
Saved in:
10
Black-scholes representation for Asian options
Večeř, Jan
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 598-626
Persistent link: https://www.econbiz.de/10010485999
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