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~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Finance and stochastics"
~isPartOf:"Working papers"
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Search: subject_exact:"Optionspreistheorie"
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Option pricing theory
361
Optionspreistheorie
361
Stochastic process
139
Stochastischer Prozess
139
Theorie
107
Theory
107
Volatility
84
Volatilität
84
Option trading
58
Optionsgeschäft
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Derivat
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40
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Option pricing
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Real options analysis
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Realoptionsansatz
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Swap
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Carr, Peter
6
Cui, Zhenyu
5
Filipović, Damir
5
Fusai, Gianluca
5
Hobson, David G.
5
Kabanov, Jurij M.
5
Belomestny, Denis
4
Cox, Alexander M. G.
4
Kirkby, J. Lars
4
Lee, Roger
4
Li, Lingfei
4
Linetsky, Vadim
4
Marazzina, Daniele
4
Nguyen, Duy
4
Obłój, Jan
4
Shiraya, Kenichiro
4
Alòs, Elisa
3
Benth, Fred Espen
3
Brigo, Damiano
3
Cuchiero, Christa
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Fanelli, Viviana
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Germano, Guido
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Glasserman, Paul
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Jin, Xing
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Keller-Ressel, Martin
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Liu, Xiaoquan
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Mijatovi´c, Aleksandar
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Muhle-Karbe, Johannes
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Nardon, Martina
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Nutz, Marcel
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Pflug, Georg
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Pianca, Paolo
3
Soner, Halil Mete
3
Touzi, Nizar
3
Wong, Hoi Ying
3
Ackerer, Damien
2
Antonelli, Fabio
2
Arai, Takuji
2
Ballotta, Laura
2
Beiglböck, Mathias
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European journal of operational research : EJOR
Finance and stochastics
Working papers
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
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
Journal of economic dynamics & control
130
International journal of financial engineering
116
Finance research letters
110
Journal of mathematical finance
107
Computational economics
106
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
52
Journal of risk and financial management : JRFM
50
The journal of real estate finance and economics
50
The review of financial studies
50
Working paper / National Bureau of Economic Research, Inc.
50
Economic modelling
49
International review of economics & finance : IREF
48
Decisions in economics and finance : DEF ; a journal of applied mathematics
47
Management science : journal of the Institute for Operations Research and the Management Sciences
46
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ECONIS (ZBW)
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1
A new bivariate approach for modeling the interaction between stock volatility and interest rate : an application to S&P500 returns and options
Ballestra, Luca Vincenzo
;
D'Innocenzo, Enzo
;
Guizzardi, …
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1185-1194
Persistent link: https://www.econbiz.de/10014456945
Saved in:
2
Arbitrage problems with reflected geometric Brownian motion
Buckner, Dean
;
Dowd, Kevin
;
Hulley, Hardy
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014447570
Saved in:
3
An efficient and provable sequential quadratic programming method for American and swing option pricing
Shen, Jinye
;
Huang, Weizhang
;
Ma, Jingtang
- In:
European journal of operational research : EJOR
316
(
2024
)
1
,
pp. 19-35
Persistent link: https://www.econbiz.de/10014566281
Saved in:
4
Discount models
Filipović, Damir
- In:
Finance and stochastics
27
(
2023
)
4
,
pp. 933-946
Persistent link: https://www.econbiz.de/10014426399
Saved in:
5
Entropy martingale optimal transport and nonlinear pricing-hedging duality
Doldi, Alessandro
;
Frittelli, Marco
- In:
Finance and stochastics
27
(
2023
)
2
,
pp. 255-304
Persistent link: https://www.econbiz.de/10014253636
Saved in:
6
Optional projection under equivalent local martingale measures
Biagini, Francesca
;
Mazzon, Andrea
;
Perkkiö, Ari-Pekka
- In:
Finance and stochastics
27
(
2023
)
2
,
pp. 435-465
Persistent link: https://www.econbiz.de/10014253651
Saved in:
7
My journey through finance and stochastics
Musiela, Marek
- In:
Finance and stochastics
26
(
2022
)
1
,
pp. 33-58
Persistent link: https://www.econbiz.de/10012796468
Saved in:
8
An analytical study of participating policies with minimum rate guarantee and surrender option
Chiarolla, Maria B.
;
De Angelis, Tiziano
;
Stabile, Gabriele
- In:
Finance and stochastics
26
(
2022
)
2
,
pp. 173-216
Persistent link: https://www.econbiz.de/10013197521
Saved in:
9
Simulation of the drawdown and its duration in Lévy models via stick-breaking Gaussian approximation
González Cázares, Jorge
;
Mijatovi´c, Aleksandar
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 671-732
Persistent link: https://www.econbiz.de/10013440249
Saved in:
10
Simulation schemes for the Heston model with Poisson conditioning
Choi, Jaehyuk
;
Kwok, Yue-Kuen
- In:
European journal of operational research : EJOR
314
(
2024
)
1
,
pp. 363-376
Persistent link: https://www.econbiz.de/10014456865
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