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~isPartOf:"Derivatives & financial instruments"
~isPartOf:"Quantitative finance"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Aufsatzsammlung"
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Search: subject:"Derivat <Wertpapier>"
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Derivat
99
Derivative
99
Option pricing theory
43
Optionspreistheorie
43
Stochastic process
20
Stochastischer Prozess
20
Volatility
20
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20
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17
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Aufsatzsammlung
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Benth, Fred Espen
2
Bossu, Sébastien
2
Bunn, Derek W.
2
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2
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2
Christensen, Troels Sønderby
2
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2
Hammer, Viva
2
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2
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2
Li, Jonathan Yu-Meng
2
Marzban, Saeed
2
Murre, Donald
2
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2
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2
Sit, Tony
2
Tang, Ke
2
Wong, Hoi Ying
2
Alexander, Carol
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
Capriotti, Luca
1
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1
Chen, Dianfa
1
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1
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International Conference on Futures and Other Derivatives <7., 2018, Schanghai>
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Derivatives & financial instruments
Quantitative finance
The journal of futures markets
388
Journal of banking & finance
176
International journal of theoretical and applied finance
170
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122
Applied mathematical finance
80
The journal of finance : the journal of the American Finance Association
79
Journal of financial economics
72
International review of financial analysis
70
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68
Finance research letters
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The journal of derivatives : the official publication of the International Association of Financial Engineers
66
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62
International review of economics & finance : IREF
61
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58
European journal of operational research : EJOR
55
Advances in futures and options research : a research annual
52
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48
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
47
Applied economics
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Finance and stochastics
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The journal of fixed income
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Journal of securities operations & custody
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The journal of credit risk : published quarterly by Incisive Media
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ECONIS (ZBW)
99
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31
Artificial neural network for option pricing with and without asymptotic correction
Funahashi, Hideharu
- In:
Quantitative finance
21
(
2021
)
4
,
pp. 575-592
Persistent link: https://www.econbiz.de/10012483840
Saved in:
32
Equal risk pricing of derivatives with deep hedging
Carbonneau, Alexandre
;
Godin, Frédéric
- In:
Quantitative finance
21
(
2021
)
4
,
pp. 593-608
Persistent link: https://www.econbiz.de/10012483841
Saved in:
33
A functional analysis approach to the static replication of European options
Bossu, Sébastien
;
Carr, Peter
;
Papanicolaou, Andrew
- In:
Quantitative finance
21
(
2021
)
4
,
pp. 637-655
Persistent link: https://www.econbiz.de/10012483843
Saved in:
34
Multivariate continuous-time modeling of wind indexes and hedging of wind risk
Benth, Fred Espen
;
Christensen, Troels Sønderby
; …
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 165-183
Persistent link: https://www.econbiz.de/10012424641
Saved in:
35
Pricing methods for α-quantile and perpetual early exercise options based on Spitzer identities
Phelan, C. E.
;
Marazzina, D.
;
Germano, G.
- In:
Quantitative finance
20
(
2020
)
6
,
pp. 899-918
Persistent link: https://www.econbiz.de/10012262635
Saved in:
36
A revised option pricing formula with the underlying being banned from short selling
He, Xin-Jiang
;
Zhu, Song-Ping
- In:
Quantitative finance
20
(
2020
)
6
,
pp. 935-948
Persistent link: https://www.econbiz.de/10012262638
Saved in:
37
Modelling the joint behaviour of electricity prices in interconnected markets
Christensen, Troels Sønderby
;
Benth, Fred Espen
- In:
Quantitative finance
20
(
2020
)
9
,
pp. 1441-1456
Persistent link: https://www.econbiz.de/10012295613
Saved in:
38
A path-integral approximation for non-linear diffusions
Capriotti, Luca
- In:
Quantitative finance
20
(
2020
)
1
,
pp. 29-36
Persistent link: https://www.econbiz.de/10012194852
Saved in:
39
A structural Heath-Jarrow-Morton framework for consistent intraday spot and futures electricity prices
Hinderks, W. J.
;
Korn, Ralf
;
Wagner, Andreas
- In:
Quantitative finance
20
(
2020
)
3
,
pp. 347-357
Persistent link: https://www.econbiz.de/10012194870
Saved in:
40
Scenario analysis for derivative portfolios via dynamic factor models
Haugh, Martin B.
;
Lacedelli, Octavio Ruiz
- In:
Quantitative finance
20
(
2020
)
4
,
pp. 547-571
Persistent link: https://www.econbiz.de/10012194907
Saved in:
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