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~isPartOf:"Economics letters"
~isPartOf:"The journal of derivatives : JOD"
~isPartOf:"Valuation, financial modeling, and quantitative tools"
~person:"Breton, Michèle"
~person:"Carr, Peter"
~person:"Elliott, Robert J."
~person:"Fabozzi, Frank J."
~person:"Haucap, Justus"
~person:"Jeon, Doh-Shin"
~person:"Madan, Dilip B."
~person:"Ndoye, Mbaye"
~subject:"Option pricing theory"
~subject:"Telekommunikation"
~subject:"statistical methods"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Option pricing theory
Telekommunikation
statistical methods
Optionspreistheorie
12
Option trading
6
Optionsgeschäft
6
Derivat
5
Derivative
5
Stochastic process
4
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4
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12
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Breton, Michèle
Carr, Peter
Elliott, Robert J.
Fabozzi, Frank J.
Haucap, Justus
Jeon, Doh-Shin
Madan, Dilip B.
Ndoye, Mbaye
Cui, Zhenyu
3
Račev, Svetlozar T.
3
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3
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2
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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
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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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Economics letters
The journal of derivatives : JOD
Valuation, financial modeling, and quantitative tools
International journal of theoretical and applied finance
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Applied mathematical finance
8
Finance and stochastics
7
Journal of economic dynamics & control
7
The journal of computational finance
7
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6
The journal of fixed income
6
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5
Finance research letters
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5
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4
Review of derivatives research
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The journal of derivatives : the official publication of the International Association of Financial Engineers
4
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4
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3
European journal of operational research : EJOR
3
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Journal of risk and financial management : JRFM
3
Quantitative finance
3
The European journal of finance
3
The journal of futures markets
3
Asia-Pacific financial markets
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International journal of financial engineering
2
Journal of financial and quantitative analysis : JFQA
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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The handbook of fixed income securities
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Annals of operations research ; volume 275, numbers 2 (April 2019)
1
Applied economics
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Digital finance : smart data analytics, investment innovation, and financial technology
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Econometric reviews
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Effiziente Regeln für Telekommunikationsmärkte in der Zukunft : Kartellrecht, Netzneutralität und Preis-Kosten-Scheren
1
Financial markets and instruments
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ECONIS (ZBW)
12
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1
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:
2
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:
3
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:
4
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:
5
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:
6
Option
pricing
with greed and fear factor : the rational finance approach
Shirvani, Abootaleb
;
Fabozzi, Frank J.
;
Racheva-Iotova, …
- In:
The journal of derivatives : JOD
29
(
2021
)
2
,
pp. 77-119
Persistent link: https://www.econbiz.de/10012698127
Saved in:
7
Multi-purpose binomial model : fitting all moments to the underlying geometric Brownian motion
Kim, Young Shin
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
Economics letters
145
(
2016
),
pp. 225-229
Persistent link: https://www.econbiz.de/10011618437
Saved in:
8
Introduction to the
pricing
of futures/forwards and options
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003765704
Saved in:
9
Black-Scholes option
pricing
model
Račev, Svetlozar T.
;
Menn, Christian
;
Fabozzi, Frank J.
-
2008
Persistent link: https://www.econbiz.de/10003765707
Saved in:
10
Using the lattice model to value bonds with embedded options, floaters, options, and caps/floors
Fabozzi, Frank J.
;
Kalotay, Andrew J.
;
Dorigan, Michael
-
2008
Persistent link: https://www.econbiz.de/10003765587
Saved in:
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