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~isPartOf:"International journal of financial engineering"
~subject:"Derivat"
~subject:"Markov chain"
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Search: subject_exact:"Optionspreistheorie"
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Derivat
Markov chain
Option pricing theory
116
Optionspreistheorie
116
Stochastic process
55
Stochastischer Prozess
55
Volatility
47
Volatilität
47
Option trading
32
Optionsgeschäft
32
Derivative
24
Black-Scholes model
20
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14
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Yield curve
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Zinsstruktur
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option pricing
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Giribone, Pier Giuseppe
2
Ligato, Simone
2
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2
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1
Arai, Takuji
1
Burro, Giacomo
1
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International journal of financial engineering
International journal of theoretical and applied finance
121
Applied mathematical finance
67
Quantitative finance
53
Review of derivatives research
46
European journal of operational research : EJOR
39
The journal of computational finance
37
The journal of futures markets
37
Journal of banking & finance
33
Journal of mathematical finance
31
Mathematical finance : an international journal of mathematics, statistics and financial theory
29
Energy economics
28
Finance research letters
27
Finance and stochastics
26
Journal of economic dynamics & control
26
The North American journal of economics and finance : a journal of financial economics studies
23
Insurance / Mathematics & economics
22
The journal of derivatives : the official publication of the International Association of Financial Engineers
22
Computational economics
21
Risks : open access journal
21
The European journal of finance
21
The journal of derivatives : JOD
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Annals of finance
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Journal of econometrics
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International review of financial analysis
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International review of economics & finance : IREF
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SpringerLink / Bücher
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Applied economics letters
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Asia-Pacific financial markets
14
Journal of risk and financial management : JRFM
13
SFB 649 discussion paper
12
Economic modelling
11
Research paper series / Swiss Finance Institute
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Mathematical finance
10
Mathematical finance : an international journal of mathematics, statistics and financial economics
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Wiley finance series
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Applied economics
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Mathematics and financial economics
9
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Journal of financial economics
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ECONIS (ZBW)
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1
A fundamental approach to corporate bond options
Simozar, Saied
- In:
International journal of financial engineering
11
(
2024
)
2
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014574997
Saved in:
2
Managing the risk of embedded options in non-traded credit using portfolio modeling
Engelmann, Bernd
- In:
International journal of financial engineering
10
(
2023
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014444472
Saved in:
3
The binomial option pricing model : the trouble with dividends
Tian, Yisong Sam
- In:
International journal of financial engineering
10
(
2023
)
4
,
pp. 1-31
Persistent link: https://www.econbiz.de/10014444726
Saved in:
4
Binomial tree method for option pricing : discrete Carr and Madan formula approach
Muroi, Yoshifumi
;
Saeki, Ryota
;
Suda, Shintaro
- In:
International journal of financial engineering
8
(
2021
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012662360
Saved in:
5
Willow tree algorithms for pricing VIX derivatives under stochastic volatility models
Ma, Changfu
;
Xu, Wei
;
Kwok, Yue-Kuen
- In:
International journal of financial engineering
7
(
2020
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012602678
Saved in:
6
A time consistent derivative strategy
Mudzimbabwe, Walter
- In:
International journal of financial engineering
7
(
2020
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012602691
Saved in:
7
Price risk management by using dynamic hedging based on advanced Black-Scholes model
Lu, Peili
;
Shen, Jiaqi
;
Zhao, Liheng
;
Qin, Haoyang
; …
- In:
International journal of financial engineering
7
(
2020
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012602709
Saved in:
8
Pricing S&P500 barrier put option of American type under Heston-CIR model with regime-switching
Mehrdoust, Farshid
;
Noorani, Idin
- In:
International journal of financial engineering
6
(
2019
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012167493
Saved in:
9
Markov modulated jump-diffusions for currency options when regime switching risk is priced
Liu, David
- In:
International journal of financial engineering
6
(
2019
)
4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012314539
Saved in:
10
On bank's risk incentives under deposit insurance system
Seta, Hiroki
;
Inoue, Hiroshi
- In:
International journal of financial engineering
6
(
2019
)
4
,
pp. 1-40
Persistent link: https://www.econbiz.de/10012314542
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