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~isPartOf:"Digital finance : smart data analytics, investment innovation, and financial technology"
~isPartOf:"Quantitative finance"
~isPartOf:"The journal of derivatives : JOD"
~person:"Carr, Peter"
~person:"Elliott, Robert J."
~person:"Haucap, Justus"
~person:"Jeon, Doh-Shin"
~person:"Madan, Dilip B."
~person:"Ndoye, Mbaye"
~subject:"Option pricing theory"
~subject:"Optionspreistheorie"
~subject:"Telekommunikation"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Option pricing theory
Optionspreistheorie
Telekommunikation
Stochastic process
5
Stochastischer Prozess
5
Derivat
4
Derivative
4
Option trading
4
Optionsgeschäft
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Carr, Peter
Elliott, Robert J.
Haucap, Justus
Jeon, Doh-Shin
Madan, Dilip B.
Ndoye, Mbaye
Bayer, Christian
7
Cui, Zhenyu
5
Tempone, Raúl
4
Chan, Tat Lung
3
Drapeau, Samuel
3
Felpel, Mike
3
Gatheral, Jim
3
Horvath, Blanka Nora
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Jacquier, Antoine
3
Kienitz, Jörg
3
McWalter, Thomas A.
3
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3
Schoutens, Wim
3
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3
Wong, Hoi Ying
3
Xu, Wei
3
Ziveyi, Jonathan
3
Aguilar, Jean-Philippe
2
Alòs, Elisa
2
Ben Hammouda, Chiheb
2
Benth, Fred Espen
2
Bunn, Derek W.
2
Chatterjee, Rupak
2
Cheang, Gerald H. L.
2
Dai, Tian-Shyr
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De Marco, Stefano
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2
Glau, Kathrin
2
Godin, Frédéric
2
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2
Gudkov, Nikolay
2
Gulisashvili, Archil
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Digital finance : smart data analytics, investment innovation, and financial technology
Quantitative finance
The journal of derivatives : JOD
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
International journal of theoretical and applied finance
10
Applied mathematical finance
8
Finance and stochastics
7
The journal of computational finance
7
Annals of finance
6
Finance research letters
4
Journal of financial economics
4
The journal of finance : the journal of the American Finance Association
4
European finance review : the official journal of the European Finance Association
3
Review of derivatives research
3
The European journal of finance
3
The journal of futures markets
3
Asia-Pacific financial markets
2
Computational economics
2
Insurance / Mathematics & economics
2
International journal of financial engineering
2
Journal of banking & finance
2
Journal of economic dynamics & control
2
Journal of financial and quantitative analysis : JFQA
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of risk
2
Journal of risk and financial management : JRFM
2
The journal of business : B
2
The journal of fixed income
2
Effiziente Regeln für Telekommunikationsmärkte in der Zukunft : Kartellrecht, Netzneutralität und Preis-Kosten-Scheren
1
European journal of operational research : EJOR
1
Financial markets and portfolio management
1
Financial markets, institutions & instruments
1
Geld, Finanzwirtschaft, Banken und Versicherungen : 1996 ; Beiträge zum 7. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 11.- 13. Dezember 1996
1
International Journal of Portfolio Analysis and Management
1
International journal of industrial organization
1
International journal of theoretical and applied finance : IJTAF
1
Journal of financial engineering
1
Journal of industry, competition and trade
1
Journal of investment management : JOIM
1
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
1
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1
A generalized Esscher transform for option valuation with regime switching risk
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 691-705
Persistent link: https://www.econbiz.de/10013367853
Saved in:
2
Analytical valuation of compound options under regime-switching dynamics
Breton, Michèle
;
Ndoye, Mbaye
- In:
The journal of derivatives : JOD
29
(
2021
)
2
,
pp. 120-148
Persistent link: https://www.econbiz.de/10012698128
Saved in:
3
Machine learning for quantitative finance : fast derivative
pricing
, hedging and fitting
De Spiegeleer, Jan
;
Madan, Dilip B.
;
Reyners, Sofie
; …
- In:
Quantitative finance
18
(
2018
)
10
,
pp. 1635-1643
Persistent link: https://www.econbiz.de/10012259802
Saved in:
4
American option
pricing
and filtering with a hidden regime-switching jump diffusion
Siu, Tak Kuen
;
Elliott, Robert J.
- In:
The journal of derivatives : JOD
29
(
2022
)
3
,
pp. 106-123
Persistent link: https://www.econbiz.de/10013174827
Saved in:
5
Semi-analytical
pricing
of barrier options in the time-dependent Heston model
Carr, Peter
;
Itkin, Andrey
;
Muravey, Dmitry
- In:
The journal of derivatives : JOD
30
(
2022
)
2
,
pp. 141-171
Persistent link: https://www.econbiz.de/10014231115
Saved in:
6
Stationary increments reverting to a Tempered Fractional Lévy Process (TFLP)
Madan, Dilip B.
;
Wang, King
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1391-1404
Persistent link: https://www.econbiz.de/10013367909
Saved in:
7
Semi-analytical solutions for barrier and American options written on a time-dependent Ornstein-Uhlenbeck process
Carr, Peter
;
Itkin, Andrey
- In:
The journal of derivatives : JOD
29
(
2021
)
1
,
pp. 9-26
Persistent link: https://www.econbiz.de/10012612941
Saved in:
8
Pricing
and hedging options on assets with options on related assets
Madan, Dilip B.
;
Wang, King
- In:
The journal of derivatives : JOD
29
(
2021
)
1
,
pp. 27-47
Persistent link: https://www.econbiz.de/10012612942
Saved in:
9
Advanced model calibration on bitcoin options
Madan, Dilip B.
;
Reyners, Sofie
;
Schoutens, Wim
- In:
Digital finance : smart data analytics, investment …
1
(
2019
)
1/4
,
pp. 117-137
Persistent link: https://www.econbiz.de/10012223870
Saved in:
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