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~isPartOf:"Journal of empirical finance"
~isPartOf:"The journal of computational finance"
~language:"eng"
~subject:"Derivative"
~subject:"Stochastic process"
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Search: subject_exact:"Optionspreistheorie"
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Derivative
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Option pricing theory
293
Optionspreistheorie
293
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91
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Reisinger, Christoph
5
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Kirkby, J. Lars
3
Le Floc'h, Fabien
3
Oosterlee, Cornelis Willebrordus
3
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2
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2
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2
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2
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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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Journal of empirical finance
The journal of computational finance
International journal of theoretical and applied finance
261
Applied mathematical finance
124
Quantitative finance
124
Finance and stochastics
95
Mathematical finance : an international journal of mathematics, statistics and financial theory
76
European journal of operational research : EJOR
75
Insurance / Mathematics & economics
75
Review of derivatives research
71
The journal of futures markets
68
International journal of financial engineering
67
Journal of mathematical finance
64
Computational economics
57
Risks : open access journal
56
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51
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50
The North American journal of economics and finance : a journal of financial economics studies
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Finance research letters
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34
The journal of derivatives : the official publication of the International Association of Financial Engineers
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Asia-Pacific financial markets
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SFB 649 discussion paper
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Journal of financial economics
21
The journal of derivatives : JOD
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International review of economics & finance : IREF
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SpringerLink / Bücher
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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International review of financial analysis
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Operations research letters
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ECONIS (ZBW)
117
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1
Price convergence between credit default swap and put option : new evidence
Chan, Ka Kei
;
Kolokolova, Olga
;
Lin, Ming-Tsung
;
Poon, …
- In:
Journal of empirical finance
72
(
2023
),
pp. 188-213
Persistent link: https://www.econbiz.de/10014476820
Saved in:
2
Efficient numerical valuation of European options under the two-asset Kou jump-diffusion model
Hout, Karel J. in 't
;
Lamotte, Pieter
- In:
The journal of computational finance
26
(
2023
)
4
,
pp. 101-137
Persistent link: https://www.econbiz.de/10014342075
Saved in:
3
Robust pricing and hedging via neural stochastic differential equations
Gierjatowicz, Patrick
;
Sabate-Vidales, Marc
;
Siska, David
; …
- In:
The journal of computational finance
26
(
2022
)
3
,
pp. 1-32
Persistent link: https://www.econbiz.de/10014314540
Saved in:
4
Estimating risks of European option books using neural stochastic differential equation market models
Cohen, Samuel N.
;
Reisinger, Christoph
;
Wang, Sheng
- In:
The journal of computational finance
26
(
2022
)
3
,
pp. 33-72
Persistent link: https://www.econbiz.de/10014314556
Saved in:
5
Least squares Monte Carlo methods in stochastic Volterra rough volatility models
Guerreiro, Henrique
;
Guerra, João
- In:
The journal of computational finance
26
(
2022
)
3
,
pp. 73-101
Persistent link: https://www.econbiz.de/10014314563
Saved in:
6
Pricing barrier options with deep backward stochastic differential equation methods
Ganesan, Narayan
;
Yu, Yajie
;
Hientzsch, Bernhard
- In:
The journal of computational finance
25
(
2022
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014546284
Saved in:
7
Automatic differentiation for diffusion operator integral variance reduction
Auster, Johan
- In:
The journal of computational finance
25
(
2022
)
4
,
pp. 27-53
Persistent link: https://www.econbiz.de/10014546286
Saved in:
8
Robust product Markovian quantization
Rudd, Ralph
;
McWalter, Thomas A.
;
Kienitz, Jörg
; …
- In:
The journal of computational finance
25
(
2022
)
4
,
pp. 55-78
Persistent link: https://www.econbiz.de/10014546287
Saved in:
9
Probabilistic machine learning for local volatility
Tegnér, Martin
;
Roberts, Stephen
- In:
The journal of computational finance
25
(
2021
)
3
,
pp. 1-50
Persistent link: https://www.econbiz.de/10012873079
Saved in:
10
Branching diffusions with jumps, and valuation with systemic counterparties
Belak, Christoph
;
Hoffmann, Daniel
;
Seifried, Frank Thomas
- In:
The journal of computational finance
25
(
2021
)
3
,
pp. 51-86
Persistent link: https://www.econbiz.de/10012873083
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