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~isPartOf:"Finance and stochastics"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~subject:"CAPM"
~type_genre:"Aufsatz in Zeitschrift"
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CAPM
Option pricing theory
421
Optionspreistheorie
421
Theorie
256
Theory
256
Option trading
129
Optionsgeschäft
129
Stochastic process
109
Stochastischer Prozess
109
Volatility
95
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62
Black-Scholes model
57
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Schätzung
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Aktienoption
19
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19
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Aufsatz in Zeitschrift
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31
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Biagini, Francesca
2
Nutz, Marcel
2
Soner, Halil Mete
2
Bellamy, N.
1
Belomestny, Denis
1
Bibby, Bo Martin
1
Campi, Luciano
1
Cherny, Alexander S.
1
Chiang, Mi-Hsiu
1
Chuang, Ming-Che
1
Dolinsky, Yan
1
Dritschel, Michael
1
Fabozzi, Frank J.
1
Fengler, Matthias R.
1
Figlewski, Stephen
1
Filipović, Damir
1
Frey, Rüdiger
1
Föllmer, Hans
1
Guo, Ivan
1
Hamza, Kais
1
Imkeller, Peter
1
Jeanblanc, Monique
1
Kan, Kin Hung
1
Kim, Young Shin
1
Kindermann, Stefan
1
Klebaner, Fima C.
1
Knudsen, Thomas S.
1
Kruse, Susanne
1
Laachir, Ismail
1
Lee, Geoffrey
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Lin, Shih-kuei
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Meister, Bernhard
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1
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1
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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
33
Mathematical finance : an international journal of mathematics, statistics and financial theory
21
The journal of futures markets
21
Journal of banking & finance
19
Journal of financial economics
18
Journal of mathematical finance
16
Applied mathematical finance
14
Journal of economic dynamics & control
14
Quantitative finance
14
The journal of finance : the journal of the American Finance Association
14
The review of financial studies
14
Finance research letters
13
Advances in futures and options research : a research annual
11
Review of derivatives research
11
Annals of finance
10
International journal of financial engineering
10
Journal of financial and quantitative analysis : JFQA
10
The European journal of finance
10
Risks : open access journal
9
Asia-Pacific financial markets
8
Review of quantitative finance and accounting
8
Journal of risk and financial management : JRFM
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
Mathematics and financial economics
7
European journal of operational research : EJOR
6
International review of economics & finance : IREF
6
The journal of fixed income
6
Applied economics
5
Economics letters
5
Insurance / Mathematics & economics
5
International review of financial analysis
5
Review of finance : journal of the European Finance Association
5
The journal of real estate finance and economics
5
Computational economics
4
Decisions in economics and finance : DEF ; a journal of applied mathematics
4
Finance : revue de l'Association Française de Finance
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of econometrics
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ECONIS (ZBW)
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1
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:
2
Discount models
Filipović, Damir
- In:
Finance and stochastics
27
(
2023
)
4
,
pp. 933-946
Persistent link: https://www.econbiz.de/10014426399
Saved in:
3
A simple closed-form formula for pricing basket options
Kan, Kin Hung
- In:
The journal of derivatives : the official publication …
25
(
2017
)
1
,
pp. 104-110
Persistent link: https://www.econbiz.de/10011931875
Saved in:
4
Robust hedging with proportional transaction costs
Dolinsky, Yan
;
Soner, Halil Mete
- In:
Finance and stochastics
18
(
2014
)
2
,
pp. 327-347
Persistent link: https://www.econbiz.de/10010340734
Saved in:
5
A risk-neutral equilibrium leading to uncertain volatility pricing
Muhle-Karbe, Johannes
;
Nutz, Marcel
- In:
Finance and stochastics
22
(
2018
)
2
,
pp. 281-295
Persistent link: https://www.econbiz.de/10011945712
Saved in:
6
Another look at the Ho-Lee bond
option
pricing model
Kim, Young Shin
;
Stoyanov, Stoyan V.
;
Račev, Svetlozar T.
- In:
The journal of derivatives : the official publication …
25
(
2018
)
4
,
pp. 48-53
Persistent link: https://www.econbiz.de/10011965408
Saved in:
7
Weak time-derivatives and no-arbitrage pricing
Marinacci, Massimo
;
Severino, Federico
- In:
Finance and stochastics
22
(
2018
)
4
,
pp. 1007-1036
Persistent link: https://www.econbiz.de/10011946595
Saved in:
8
A flexible lattice model for pricing contingent claims under multiple risk factors
Russo, Emilio
;
Staino, Alessandro
- In:
The journal of derivatives : the official publication …
26
(
2018
)
1
,
pp. 27-44
Persistent link: https://www.econbiz.de/10011968670
Saved in:
9
Pricing the deflation protection
option
in TIPS using and HJM model with inflation- and interest-rate jumps
Chuang, Ming-Che
;
Lin, Shih-kuei
;
Chiang, Mi-Hsiu
- In:
The journal of derivatives : the official publication …
26
(
2018
)
2
,
pp. 50-69
Persistent link: https://www.econbiz.de/10011968699
Saved in:
10
Pricing and hedging European options with discrete-time coherent risk
Cherny, Alexander S.
- In:
Finance and stochastics
11
(
2007
)
4
,
pp. 537-569
Persistent link: https://www.econbiz.de/10003645530
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