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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:"Zinsderivat"
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Black-Scholes-Modell
Zinsderivat
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
50
United States
50
Yield curve
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Interest rate derivative
40
Martingal
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Martingale
35
Portfolio selection
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Portfolio-Management
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CAPM
31
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28
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25
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Kreditderivat
24
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22
Schätzung
21
Aktienoption
19
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19
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19
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English
96
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Chen, Son-nan
4
Wu, Ting-pin
4
Björk, Tomas
3
Brigo, Damiano
2
Chen, Ren-Raw
2
Hobson, David G.
2
Jamshidian, Farshid
2
Pelsser, Antoon André Jean
2
Shiu, Yung-ming
2
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
Beliaeva, Natalia A.
1
Bellamy, N.
1
Ben-Ameur, Hatem
1
Benner, Wolfgang
1
Bentata, Amel
1
Benth, Fred Espen
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
Chang, Chuang-Chang
1
Chang, Jui-jane
1
Chang, Lo-Bin
1
Chesney, Marc
1
Chiarella, Carl
1
Chuang, Chienmin
1
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Finance and stochastics
The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of futures markets
172
International journal of theoretical and applied finance
109
The journal of computational finance
55
Applied mathematical finance
52
Mathematical finance : an international journal of mathematics, statistics and financial theory
52
Journal of banking & finance
43
Review of derivatives research
38
Advances in futures and options research : a research annual
35
Computational economics
31
International journal of financial engineering
31
Quantitative finance
31
The journal of fixed income
31
Journal of mathematical finance
29
The review of financial studies
24
The journal of finance : the journal of the American Finance Association
22
Asia-Pacific financial markets
21
Journal of economic dynamics & control
20
Applied financial economics
19
International review of financial analysis
19
Journal of financial economics
19
The European journal of finance
19
Review of futures markets
18
The North American journal of economics and finance : a journal of financial economics studies
18
Journal of financial and quantitative analysis : JFQA
16
Finance research letters
15
Journal of econometrics
15
Journal of international financial markets, institutions & money
15
CoFE discussion papers
14
Discussion paper / B
14
European journal of operational research : EJOR
14
Risks : open access journal
14
Working paper / National Bureau of Economic Research, Inc.
14
Applied economics
13
Europäische Hochschulschriften / 5
13
Research paper series / Swiss Finance Institute
13
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
12
International review of economics & finance : IREF
12
Selected writings on futures markets : explorations in financial futures markets
12
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ECONIS (ZBW)
96
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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
Saved in:
10
Extreme at-the-money skew in a local volatility model
Pigato, Paolo
- In:
Finance and stochastics
23
(
2019
)
4
,
pp. 827-859
Persistent link: https://www.econbiz.de/10012114660
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