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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of mathematical finance"
~subject:"Derivat"
~subject:"EU countries"
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Search: subject_exact:"Optionspreismodell"
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Derivat
EU countries
Option pricing theory
704
Optionspreistheorie
704
Stochastic process
292
Stochastischer Prozess
292
Volatility
226
Volatilität
226
Derivative
152
Option trading
146
Optionsgeschäft
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Theorie
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option pricing
27
Incomplete market
26
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25
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Chiarella, Carl
4
Joshi, Mark S.
4
Gao, Min
3
Hess, Markus
3
Jeanblanc, Monique
3
Pellegrino, Tommaso
3
Badescu, Alexandru
2
Bernard, Carole
2
Branger, Nicole
2
Brigo, Damiano
2
Capriotti, Luca
2
Elliott, Robert J.
2
Fabozzi, Frank J.
2
Hao, Ruili
2
Hassan, Nadima el
2
Hok, Julien
2
Ielpo, Florian
2
Jiang, George J.
2
Melʹnikov, Aleksandr V.
2
Meyer-Brandis, Thilo
2
Mijatovi´c, Aleksandar
2
Muroi, Yoshifumi
2
Ngare, Philip
2
Pallavicini, Andrea
2
Prokopczuk, Marcel
2
Račev, Svetlozar T.
2
Rosa-Clot, Marco
2
Schmidt, Thorsten
2
Siu, Tak Kuen
2
Suda, Shintaro
2
Sviščuk, Anatolij
2
Taddei, Stefano
2
Takahashi, Akihiko
2
Tang, Robert
2
Torricelli, Lorenzo
2
Zhang, Jin E.
2
Zhang, Liangliang
2
Zhu, Song-Ping
2
Abergel, Frédéric
1
Alòs, Elisa
1
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International journal of theoretical and applied finance
Journal of economic dynamics & control
Journal of mathematical finance
Applied mathematical finance
62
Review of derivatives research
44
Quantitative finance
41
The journal of computational finance
37
Journal of banking & finance
33
The journal of futures markets
33
European journal of operational research : EJOR
32
International journal of financial engineering
25
Risks : open access journal
23
Energy economics
22
Mathematical finance : an international journal of mathematics, statistics and financial theory
22
The North American journal of economics and finance : a journal of financial economics studies
21
The journal of derivatives : JOD
21
Finance and stochastics
20
The European journal of finance
20
The journal of derivatives : the official publication of the International Association of Financial Engineers
20
Computational economics
19
Finance research letters
18
SpringerLink / Bücher
17
Applied economics letters
15
International review of economics & finance : IREF
15
Journal of econometrics
15
Insurance / Mathematics & economics
14
International review of financial analysis
14
Annals of finance
12
Journal of risk and financial management : JRFM
12
Research paper series / Swiss Finance Institute
12
SFB 649 discussion paper
12
Applied economics
11
Economic modelling
10
Mathematical finance
10
Wiley finance series
10
Journal of financial economics
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Mathematical finance : an international journal of mathematics, statistics and financial economics
9
Asia-Pacific financial markets
8
Mathematics and financial economics
8
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ECONIS (ZBW)
161
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1
Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis
Hu, Yuan
;
Lindquist, W. Brent
;
Račev, Svetlozar T.
; …
- In:
Journal of economic dynamics & control
137
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013464578
Saved in:
2
Hermite expansion of transition densities and European option prices for multivariate diffusions with jumps
Wan, Xiangwei
;
Yang, Nian
- In:
Journal of economic dynamics & control
125
(
2021
),
pp. 1-37
Persistent link: https://www.econbiz.de/10012666952
Saved in:
3
Investing in electricity production under a reliability options scheme
Fontini, Fulvio
;
Vargiolu, Tiziano
;
Zormpas, Dimitrios
- In:
Journal of economic dynamics & control
126
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012667919
Saved in:
4
Defaultable term structures driven by semimartingales
Gümbel, Sandrine
;
Schmidt, Thorsten
- In:
International journal of theoretical and applied finance
24
(
2021
)
6/7
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012807871
Saved in:
5
CVA and vulnerable options in Stochastic volatility models
Alòs, Elisa
;
Antonelli, Fabio
;
Ramponi, A.
;
Scarlatti, S.
- In:
International journal of theoretical and applied finance
24
(
2021
)
2
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012650293
Saved in:
6
The value of being lucky : option backdating and nondiversifiable risk
Henderson, Vicky
;
Sun, Jia
;
Whalley, A. Elizabeth
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012652678
Saved in:
7
A unified market model for swaptions and constant maturity swaps
Tee, Chyng Wen
;
Kerkhof, Franciscus Lambertus Johannes
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012652680
Saved in:
8
Sinh-acceleration for B-spline projection with option pricing applications
Bojarčenko, Svetlana I.
;
Levendorskij, Sergej Z.
; …
- In:
International journal of theoretical and applied finance
24
(
2021
)
8
,
pp. 1-50
Persistent link: https://www.econbiz.de/10012887408
Saved in:
9
Second-order stochastic volatility asymptotics and the pricing of foreign exchange derivatives
Pellegrino, Tommaso
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012271009
Saved in:
10
Robust bounds for derivative prices in markovian models
Sester, Julian
- In:
International journal of theoretical and applied finance
23
(
2020
)
3
,
pp. 1-39
Persistent link: https://www.econbiz.de/10012271014
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