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~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
237
Optionspreistheorie
237
Stochastic process
84
Stochastischer Prozess
84
Volatility
70
Volatilität
70
Option trading
63
Optionsgeschäft
63
Derivative
51
Theorie
39
Theory
39
Portfolio selection
34
Portfolio-Management
34
Black-Scholes model
29
Black-Scholes-Modell
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CAPM
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Hedging
19
Statistical distribution
16
Statistische Verteilung
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Option Pricing
15
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13
Credit risk
12
Kreditrisiko
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10
Real options analysis
10
Realoptionsansatz
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Yield curve
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Zinsstruktur
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EU-Staaten
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Chiarella, Carl
2
Gao, Min
2
Hao, Ruili
2
Joshi, Mark S.
2
Muroi, Yoshifumi
2
Pellegrino, Tommaso
2
Suda, Shintaro
2
Sviščuk, Anatolij
2
Tang, Robert
2
Zhang, Liangliang
2
Zhu, Song-Ping
2
Abergel, Frédéric
1
Andallah, Laek Sazzad
1
Anwar, Md. Nurul
1
Badescu, Alexandru
1
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1
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1
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1
Blenman, Lloyd P.
1
Branger, Nicole
1
Breton, Michèle
1
Cai, Ning
1
Cassidy, Daniel T.
1
Chang, Chien-hung
1
Chateau, Jean-Pierre D.
1
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1
Cheng, Chi-Hung
1
Cheng, Jun
1
Cui, Kaijie
1
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1
Elliott, Robert J.
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Fontini, Fulvio
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1
Goutte, Stéphane
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1
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Journal of economic dynamics & control
Journal of mathematical finance
International journal of theoretical and applied finance
106
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
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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
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ECONIS (ZBW)
55
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11
Risk-neutral pricing of European call options : a specious concept
Cassidy, Daniel T.
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 335-348
Persistent link: https://www.econbiz.de/10011874770
Saved in:
12
A study on numerical solution of Black-Scholes model
Anwar, Md. Nurul
;
Andallah, Laek Sazzad
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 372-381
Persistent link: https://www.econbiz.de/10011874785
Saved in:
13
Evaluation of counterparty risk for derivatives with early-exercise features
Breton, Michèle
;
Marzouk, Oussama
- In:
Journal of economic dynamics & control
88
(
2018
),
pp. 1-20
Persistent link: https://www.econbiz.de/10011973914
Saved in:
14
Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility
Zeng, Yan
;
Li, Danping
;
Chen, Zheng
;
Yang, Zhou
- In:
Journal of economic dynamics & control
88
(
2018
),
pp. 70-103
Persistent link: https://www.econbiz.de/10011973926
Saved in:
15
The call option pricing based on investment strategy with stochastic interest rate
Zhang, Xin
;
Shu, Huisheng
;
Kan, Xiu
;
Fang, Yingyi
; …
- In:
Journal of mathematical finance
8
(
2018
)
1
,
pp. 43-57
Persistent link: https://www.econbiz.de/10011846108
Saved in:
16
Nonparametric model calibration for derivatives
Abergel, Frédéric
;
Tachet des Combes, Rémy
;
Zaatour, …
- In:
Journal of mathematical finance
7
(
2017
)
3
,
pp. 571-596
Persistent link: https://www.econbiz.de/10011752333
Saved in:
17
Computation of Greeks using binomial tree
Muroi, Yoshifumi
;
Suda, Shintaro
- In:
Journal of mathematical finance
7
(
2017
)
3
,
pp. 597-623
Persistent link: https://www.econbiz.de/10011752400
Saved in:
18
Pure jump models for pricing and hedging VIX derivatives
Li, Jing
;
Li, Lingfei
;
Zhang, Gongqiu
- In:
Journal of economic dynamics & control
74
(
2017
),
pp. 28-55
Persistent link: https://www.econbiz.de/10011740472
Saved in:
19
Equal risk pricing under convex trading constraints
Guo, Ivan
;
Zhu, Song-Ping
- In:
Journal of economic dynamics & control
76
(
2017
),
pp. 136-151
Persistent link: https://www.econbiz.de/10011817212
Saved in:
20
Optimal portfolios when variances and covariances can jump
Branger, Nicole
;
Muck, Matthias
;
Seifried, Frank Thomas
; …
- In:
Journal of economic dynamics & control
85
(
2017
),
pp. 59-89
Persistent link: https://www.econbiz.de/10011919303
Saved in:
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