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~isPartOf:"Computational economics"
~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
106
Stochastic process
48
Stochastischer Prozess
48
Volatility
37
Volatilität
37
Black-Scholes model
29
Black-Scholes-Modell
29
Option trading
28
Optionsgeschäft
28
Option pricing
22
Monte Carlo simulation
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18
Derivat
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Statistische Verteilung
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Black-Scholes equation
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Markov chain
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Markov-Kette
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American option pricing
6
Estimation theory
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American option
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Kim, Junseok
5
Aghdam, Y. Esmaeelzade
3
Fabozzi, Frank J.
3
Jeong, Darae
3
Lee, Chaeyoung
3
Villani, Giovanni
3
Wang, Xiaoqun
3
Adl, A.
2
Ahmadian, D.
2
Bianchi, Michele Leonardo
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2
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He, Xin-Jiang
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Huh, Jeonggyu
2
Itkin, Andrey
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Jang, Hanbyeol
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Kalantari, R.
2
Khani, Ali
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Kim, Jeong-Hoon
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Yoo, Minhyun
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1
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Computational economics
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
Finance research letters
110
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
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
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Journal of risk and financial management : JRFM
50
The journal of real estate finance and economics
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The review of financial studies
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Working paper / National Bureau of Economic Research, Inc.
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Economic modelling
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International review of economics & finance : IREF
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
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91
A highly accurate finite element method to price discrete double barrier options
Golbabai, A.
;
Ballestra, L. V.
;
Ahmadian, D.
- In:
Computational economics
44
(
2014
)
2
,
pp. 153-173
Persistent link: https://www.econbiz.de/10010438023
Saved in:
92
Valuation of R&D investment opportunities with the threat of compentitors entry in real option analysis
Villani, Giovanni
- In:
Computational economics
43
(
2014
)
3
,
pp. 330-355
Persistent link: https://www.econbiz.de/10010258806
Saved in:
93
A modified least-squares simulation approach to value American barrier options
Zhang, Lihua
;
Zhang, Weiguo
;
Xu, Weijun
;
Shi, Xiang
- In:
Computational economics
44
(
2014
)
4
,
pp. 489-506
Persistent link: https://www.econbiz.de/10010489859
Saved in:
94
Explanatory factors and causality in the dynamics of volatility surfaces implied from OTC Asian-Pacific currency options
Chalamandaris, Georgios
;
Tsekrekos, Andrianos E.
- In:
Computational economics
41
(
2013
)
3
,
pp. 327-358
Persistent link: https://www.econbiz.de/10009711327
Saved in:
95
Wind derivatives : modeling and pricing
Alexandridis, A.
;
Zapranis, Achilleas
- In:
Computational economics
41
(
2013
)
3
,
pp. 299-326
Persistent link: https://www.econbiz.de/10009711330
Saved in:
96
Using Chebyshev polynomials to approximate partial differential equations : a reply
Mosiño, Alejandro
- In:
Computational economics
39
(
2012
)
1
,
pp. 13-27
Persistent link: https://www.econbiz.de/10009508051
Saved in:
97
An integer programming model for pricing American contingent claims under transaction costs
Pınar, M. Ç.
;
Camcı, A.
- In:
Computational economics
39
(
2012
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10009508053
Saved in:
98
Valuation of N-stage investments under jump-diffusion processes
Andergassen, Rainer
;
Sereno, Luigi
- In:
Computational economics
39
(
2012
)
3
,
pp. 289-313
Persistent link: https://www.econbiz.de/10009513147
Saved in:
99
Two-State volatility transition pricing and hedging of TXO options
Su, Ender
;
Lin, Feng-jeng
- In:
Computational economics
39
(
2012
)
3
,
pp. 259-287
Persistent link: https://www.econbiz.de/10009513153
Saved in:
100
Using pseudo-parabolic and fractional equations for option pricing in jump diffusion models
Itkin, Andrey
;
Carr, Peter
- In:
Computational economics
40
(
2012
)
1
,
pp. 63-104
Persistent link: https://www.econbiz.de/10009627499
Saved in:
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