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~isPartOf:"Decisions in economics and finance : DEF ; a journal of applied mathematics"
~subject:"Black-Scholes model"
~subject:"Risikomanagement"
~subject:"United States"
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Black-Scholes model
Risikomanagement
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Option trading
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Optionsgeschäft
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Option pricing theory
13
Optionspreistheorie
13
Theorie
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Theory
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Volatility
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Black-Scholes-Modell
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American option
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León, Jorge A.
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Pardo, Sophie
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Plott, Charles
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Decisions in economics and finance : DEF ; a journal of applied mathematics
The journal of futures markets
52
International journal of theoretical and applied finance
24
The journal of derivatives : the official publication of the International Association of Financial Engineers
24
The review of financial studies
22
Journal of financial and quantitative analysis : JFQA
19
Journal of banking & finance
16
Review of derivatives research
15
Working paper / National Bureau of Economic Research, Inc.
15
The journal of finance : the journal of the American Finance Association
14
Applied mathematical finance
12
The journal of computational finance
12
International journal of financial engineering
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
11
Quantitative finance
11
The North American journal of economics and finance : a journal of financial economics studies
11
Computational economics
10
Journal of financial economics
9
International review of financial analysis
7
Journal of economic dynamics & control
7
Journal of mathematical finance
7
Finance and stochastics
6
Journal of derivatives & hedge funds
6
Journal of risk and financial management : JRFM
6
The journal of business : B
6
Applied economics
5
Applied financial economics
5
Discussion paper / Centre for Economic Policy Research
5
European journal of operational research : EJOR
5
Insurance / Mathematics & economics
5
Review of Pacific Basin financial markets and policies
5
Review of quantitative finance and accounting
5
The European journal of finance
5
Asia-Pacific financial markets
4
Economic review
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Energy economics
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Finance research letters
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Global finance journal
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International journal of theoretical and applied finance : IJTAF
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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
Markets with random lifetimes and private values : mean reversion and option to trade
Cvitanić, Jakša
;
Plott, Charles
;
Tseng, Chien-Yao
- In:
Decisions in economics and finance : DEF ; a journal of …
38
(
2015
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010513472
Saved in:
3
Prepayment risk on callable bonds : theory and test
François, Pascal
;
Pardo, Sophie
- In:
Decisions in economics and finance : DEF ; a journal of …
38
(
2015
)
2
,
pp. 147-176
Persistent link: https://www.econbiz.de/10011342200
Saved in:
4
A moments and strike matching binominal algorithm for pricing American put options
Jourdain, Benjamin
;
Zanette, Antonino
- In:
Decisions in economics and finance : DEF ; a journal of …
31
(
2008
)
1
,
pp. 33-49
Persistent link: https://www.econbiz.de/10003771585
Saved in:
5
An efficient binomial method for pricing American options
Gaudenzi, Marcellino
;
Pressacco, Flavio
- In:
Decisions in economics and finance : DEF ; a journal of …
26
(
2003
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10003837087
Saved in:
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