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~isPartOf:"Finance and stochastics"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"Black-Scholes-Modell"
~subject:"Yield curve"
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Search: subject:"Option"
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Black-Scholes-Modell
Yield curve
Option pricing theory
421
Optionspreistheorie
421
Theorie
256
Theory
256
Option trading
129
Optionsgeschäft
129
Stochastic process
109
Stochastischer Prozess
109
Volatility
95
Volatilität
95
Hedging
62
Black-Scholes model
57
Derivat
50
Derivative
50
USA
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49
Interest rate derivative
40
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40
Martingal
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Martingale
35
Portfolio selection
35
Portfolio-Management
35
CAPM
31
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28
Monte Carlo simulation
25
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25
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24
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24
Estimation
22
Schätzung
21
Aktienoption
19
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19
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19
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19
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18
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English
103
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Chen, Son-nan
5
Wu, Ting-pin
5
Brigo, Damiano
3
Benth, Fred Espen
2
Chen, Ren-Raw
2
Filipović, Damir
2
Hobson, David G.
2
Mercurio, Fabio
2
Moraux, Franck
2
Poulsen, Rolf
2
Aase Nielsen, Jørgen
1
Abrahams, I. David
1
Albeverio, Sergio
1
Alòs, Elisa
1
Appleby, John A. D.
1
Arrouy, Pierre-Edouard
1
Arvanitis, Angelo
1
Bakshi, Gurdip S.
1
Barles, Guy
1
Barone, Gaia
1
Barski, Michał
1
Bayraktar, Erhan
1
Baños, D.
1
Beiglböck, Mathias
1
Bellamy, N.
1
Benner, Wolfgang
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
Budhi Arta Surya
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1
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1
Cassano, Mark A.
1
Chance, Don M.
1
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1
Chang, Jui-jane
1
Chang, Lo-Bin
1
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Finance and stochastics
The journal of derivatives : the official publication of the International Association of Financial Engineers
International journal of theoretical and applied finance
130
Mathematical finance : an international journal of mathematics, statistics and financial theory
78
Journal of banking & finance
63
Applied mathematical finance
62
The journal of futures markets
62
The journal of computational finance
56
Review of derivatives research
46
Quantitative finance
44
The journal of fixed income
37
International journal of financial engineering
36
Journal of mathematical finance
32
Asia-Pacific financial markets
31
Computational economics
31
The review of financial studies
27
Finance research letters
25
The European journal of finance
25
International review of financial analysis
24
Risks : open access journal
23
The North American journal of economics and finance : a journal of financial economics studies
23
Journal of financial economics
22
The journal of finance : the journal of the American Finance Association
22
Research paper series / Swiss Finance Institute
21
Journal of economic dynamics & control
19
International review of economics & finance : IREF
17
Journal of empirical finance
17
Discussion paper / B
16
Journal of econometrics
16
Journal of financial and quantitative analysis : JFQA
16
Applied financial economics
15
Journal of risk and financial management : JRFM
15
European journal of operational research : EJOR
14
Review of quantitative finance and accounting
14
Advances in futures and options research : a research annual
13
Journal of international money and finance
13
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
13
SpringerLink / Bücher
13
Working paper / National Bureau of Economic Research, Inc.
13
Applied economics
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ECONIS (ZBW)
103
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1
Discount models
Filipović, Damir
- In:
Finance and stochastics
27
(
2023
)
4
,
pp. 933-946
Persistent link: https://www.econbiz.de/10014426399
Saved in:
2
Robust bounds for the American put
Hobson, David G.
;
Norgilas, Dominykas
- In:
Finance and stochastics
23
(
2019
)
2
,
pp. 359-395
Persistent link: https://www.econbiz.de/10012023741
Saved in:
3
Volatility surface calibration to illiquid options
Nagy, László
;
Ormos, Mihály
- In:
The journal of derivatives : the official publication …
26
(
2019
)
3
,
pp. 87-96
Persistent link: https://www.econbiz.de/10012306175
Saved in:
4
Curve-fitting method for implied volatility
Wu, Desheng Dash
;
Liu, Tianxiang
- In:
The journal of derivatives : the official publication …
26
(
2018
)
2
,
pp. 19-37
Persistent link: https://www.econbiz.de/10011968684
Saved in:
5
Jacobi stochastic volatility factor for the LIBOR market model
Arrouy, Pierre-Edouard
;
Boumezoued, Alexandre
;
Lapeyre, …
- In:
Finance and stochastics
26
(
2022
)
4
,
pp. 771-823
Persistent link: https://www.econbiz.de/10013440251
Saved in:
6
Forward equations for
option
prices in semimartingale models
Bentata, Amel
;
Cont, Rama
- In:
Finance and stochastics
19
(
2015
)
3
,
pp. 617-651
Persistent link: https://www.econbiz.de/10011418317
Saved in:
7
Barrier caps and floors under the LIBOR market model with double exponential jumps
Chang, Jui-jane
;
Chen, Son-nan
;
Wang, Chun-chao
;
Wu, …
- In:
The journal of derivatives : the official publication …
21
(
2014
)
4
,
pp. 7-30
Persistent link: https://www.econbiz.de/10010387683
Saved in:
8
Asymptotics of implied volatility to arbitrary order
Gao, Kun
;
Lee, Roger
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 349-392
Persistent link: https://www.econbiz.de/10010340727
Saved in:
9
European compound options written on perpetual American options
Barone, Gaia
- In:
The journal of derivatives : the official publication …
20
(
2012
)
3
,
pp. 61-74
Persistent link: https://www.econbiz.de/10009725348
Saved in:
10
Valuation of perpetual strangles : a quasi-analytical approach
Chuang, Chienmin
- In:
The journal of derivatives : the official publication …
21
(
2013
)
1
,
pp. 64-72
Persistent link: https://www.econbiz.de/10010191934
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