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~isPartOf:"Computational economics"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Derivat"
~subject:"Suchtheorie"
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Derivat
Suchtheorie
Option trading
79
Optionsgeschäft
79
Option pricing theory
66
Optionspreistheorie
66
Theorie
35
Theory
35
Black-Scholes model
20
Black-Scholes-Modell
20
Volatility
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Volatilität
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American option
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Option pricing
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1
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Emmerling, Thomas J.
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Erkan, Bünyamin
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1
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1
Touzi, Nizar
1
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1
Vellekoop, Michel
1
Večeř, Jan
1
Wu, Mu-En
1
Yam, Sheung Chi Phillip
1
Yang, Zhaojun
1
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1
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Computational economics
Mathematical finance : an international journal of mathematics, statistics and financial theory
International journal of theoretical and applied finance
27
The journal of futures markets
25
Review of derivatives research
19
Applied mathematical finance
16
Quantitative finance
15
International journal of financial engineering
14
The North American journal of economics and finance : a journal of financial economics studies
14
Finance research letters
13
International review of economics & finance : IREF
13
Journal of banking & finance
13
Journal of financial economics
12
The journal of derivatives : JOD
12
European journal of operational research : EJOR
11
International review of financial analysis
9
Journal of mathematical finance
9
Risks : open access journal
9
Journal of economic dynamics & control
8
Journal of financial markets
8
The European journal of finance
8
Finance and stochastics
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
Economic modelling
6
Applied economics letters
5
Energy economics
5
Global finance journal
5
Journal of econometrics
5
Journal of risk and financial management : JRFM
5
Review of quantitative finance and accounting
5
The journal of computational finance
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
The journal of finance : the journal of the American Finance Association
5
wi - Wirtschaft
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Always learning
4
Annals of finance
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ECONIS (ZBW)
13
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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
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:
5
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:
6
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
Saved in:
7
Utility-based pricing, timing and hedging of an American call option under an incomplete market with partial information
Song, Dandan
;
Yang, Zhaojun
- In:
Computational economics
44
(
2014
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10010396234
Saved in:
8
Game call options revisited
Yam, Sheung Chi Phillip
;
Yung, S. P.
;
Zhou, Wei
- In:
Mathematical finance : an international journal of …
24
(
2014
)
1
,
pp. 173-206
Persistent link: https://www.econbiz.de/10010256173
Saved in:
9
A method for pricing American options using semi-infinite linear programming
Christensen, Sören
- In:
Mathematical finance : an international journal of …
24
(
2014
)
1
,
pp. 156-172
Persistent link: https://www.econbiz.de/10010256174
Saved in:
10
Perpetual cancellable American call option
Emmerling, Thomas J.
- In:
Mathematical finance : an international journal of …
22
(
2012
)
4
,
pp. 645-666
Persistent link: https://www.econbiz.de/10009614942
Saved in:
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