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~isPartOf:"Finance"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Greeks"
~subject:"Optionspreistheorie"
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Greeks
Optionspreistheorie
Option pricing theory
24
Stochastic process
19
Stochastischer Prozess
19
Volatility
11
Volatilität
11
jump-diffusion
5
Derivat
4
Derivative
4
Option trading
4
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4
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jump-diffusion process
4
option pricing
4
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stochastic volatility
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Arai, Takuji
1
Bhuruth, Muddun
1
Bojarčenko, Svetlana I.
1
Boyarchenko, Mitya
1
Briani, Maya
1
Caramellino, Lucia
1
Cheang, Gerald H. L.
1
Cherif, Sidi Mohamed Lalaoui Ben
1
Chiarella, Carl
1
Coonjobeharry, Radha Krishn
1
Eddahbi, M'hamed
1
Eriksson, Bjorn
1
Fabozzi, Frank J.
1
Florescu, Ionuţ
1
Guambe, Calisto
1
Hellmich, Martin
1
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1
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1
Hoyle, Edward
1
Imai, Yuto
1
Jang, Hyun Jin
1
Jang, Jiwook
1
Kassberger, Stefan
1
Kijima, Masaaki
1
Kufakunesu, Rodwell
1
Lavagnini, Silvia
1
Liu, Rui Hua
1
Lo, Chia Chun
1
Lorig, Matthew
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1
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1
Nasroallah, Abdelaziz
1
Park, Jong Jun
1
Pistorius, Martijn
1
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1
Ramponi, Alessandro
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Finance
International journal of theoretical and applied finance
Quantitative finance
13
Journal of banking & finance
11
Journal of mathematical finance
10
Insurance / Mathematics & economics
9
Finance research letters
8
International journal of financial engineering
8
Journal of economic dynamics & control
8
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7
European journal of operational research : EJOR
7
Energy economics
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Computational economics
5
Review of derivatives research
5
Research paper series / Swiss Finance Institute
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Review of quantitative finance and accounting
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SFB 649 Discussion Paper
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3
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3
The North American journal of economics and finance : a journal of financial economics studies
3
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3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Working paper / Department of Econometrics and Business Statistics, Monash University
3
Applied economics letters
2
Decisions in economics and finance : a journal of applied mathematics
2
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2
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2
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International review of financial analysis
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Quantitative finance and economics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
24
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1
An ergodic BSDE risk representation in a
jump-diffusion
framework
Guambe, Calisto
;
Mabitsela, Lesedi
;
Kufakunesu, Rodwell
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012652631
Saved in:
2
Pricing Asian options with correlators
Lavagnini, Silvia
- In:
International journal of theoretical and applied finance
24
(
2021
)
8
,
pp. 1-44
Persistent link: https://www.econbiz.de/10012887425
Saved in:
3
Modulated information flows in financial markets
Hoyle, Edward
;
Macrina, Andrea
;
Mengütürk, Levent Ali
- In:
International journal of theoretical and applied finance
23
(
2020
)
4
,
pp. 1-35
Persistent link: https://www.econbiz.de/10012271037
Saved in:
4
Numerical stability of a hybrid method for pricing options
Briani, Maya
;
Caramellino, Lucia
;
Terenzi, Giulia
; …
- In:
International journal of theoretical and applied finance
22
(
2019
)
7
,
pp. 1-46
Persistent link: https://www.econbiz.de/10012153319
Saved in:
5
Catastrophe insurance derivatives pricing using a Cox process with
jump
diffusion
CIR intensity
Jang, Jiwook
;
Park, Jong Jun
;
Jang, Hyun Jin
- In:
International journal of theoretical and applied finance
21
(
2018
)
7
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011956976
Saved in:
6
Decomposition formula for
jump
diffusion
models
Merino, Raúl
;
Pospíšil, Jan
;
Sobotka, Tomáš
; …
- In:
International journal of theoretical and applied finance
21
(
2018
)
8
,
pp. 1-36
Persistent link: https://www.econbiz.de/10011970979
Saved in:
7
Financial markets with no riskless (safe) asset
Račev, Svetlozar T.
;
Stoyanov, Stoyan V.
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied finance
20
(
2017
)
8
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011787424
Saved in:
8
Analytic pricing of CoCo bonds
Turfus, Colin
;
Shubert, Alexander
- In:
International journal of theoretical and applied finance
20
(
2017
)
5
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011734058
Saved in:
9
Double barrier options in regime-switching hyper-exponential
jump-diffusion
models
Boyarchenko, Mitya
;
Bojarčenko, Svetlana I.
- In:
International journal of theoretical and applied finance
14
(
2011
)
7
,
pp. 1005-1043
Persistent link: https://www.econbiz.de/10009407678
Saved in:
10
Numerical analysis on local risk-minimization for exponential Lévy models
Arai, Takuji
;
Imai, Yuto
;
Suzuki, Ryoichi
- In:
International journal of theoretical and applied finance
19
(
2016
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011454349
Saved in:
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