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~isPartOf:"Journal of mathematical finance"
~subject:"Optionsgeschäft"
~subject:"professionelle Trader"
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Optionsgeschäft
professionelle Trader
Option pricing theory
107
Optionspreistheorie
107
Stochastic process
47
Stochastischer Prozess
47
Volatility
35
Volatilität
35
Derivat
30
Derivative
30
Option trading
26
Black-Scholes model
20
Black-Scholes-Modell
20
CAPM
16
Option Pricing
15
Portfolio selection
12
Portfolio-Management
12
Experiment
8
Statistical distribution
8
Statistische Verteilung
8
Martingal
7
Martingale
7
Simulation
7
Analysis
6
Credit risk
6
Jump Diffusion
6
Kreditrisiko
6
Mathematical analysis
6
Yield curve
6
Zinsstruktur
6
Correlation
5
EU countries
5
EU-Staaten
5
Interest rate
5
Korrelation
5
Monte Carlo simulation
5
Monte-Carlo-Simulation
5
Search theory
5
Stochastic Volatility
5
Suchtheorie
5
Zins
5
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Undetermined
14
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Article
26
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Article in journal
26
Aufsatz in Zeitschrift
26
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English
26
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Fadugba, Sunday Emmanuel
3
Nwozo, Chuma Raphael
3
Gao, Min
2
Bølviken, Erik
1
Cassidy, Daniel T.
1
Chateau, Jean-Pierre D.
1
Cui, Yujie
1
Fang, Yingyi
1
Horvath, Akos
1
Hsiao, Yi-long
1
Ivancevic, Vladimir G.
1
Jagannathan, Raj
1
Kan, Xiu
1
Kuang, Yuming
1
Lai, Tze Leung
1
Liang, Zhian
1
Lo, Chi-fai
1
Mao, Zhijuan
1
Mataramvura, Sure
1
Medvegyev, Peter
1
Mpapalika, Jane
1
Mungatu, Joseph
1
Müller, Armin
1
Nabirye, Topilista
1
Ngare, Philip
1
Pellegrino, Tommaso
1
Proske, Frank
1
Rubtsov, Mark
1
Sakuma, Takayuki
1
Sawaki, Katsushige
1
Shu, Huisheng
1
Suzuki, Atsuo
1
Wei, Zhenfeng
1
Yamashita, Miwaka
1
Yu, Baoli
1
Zhang, Xin
1
Zheng, Zhiwei
1
Zhu, Yonggang
1
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Journal of mathematical finance
The journal of futures markets
84
International journal of theoretical and applied finance
83
Review of derivatives research
58
The journal of computational finance
58
Applied mathematical finance
51
Quantitative finance
51
The journal of derivatives : the official publication of the International Association of Financial Engineers
47
Finance research letters
43
Journal of banking & finance
43
Mathematical finance : an international journal of mathematics, statistics and financial theory
38
Journal of economic dynamics & control
37
The North American journal of economics and finance : a journal of financial economics studies
36
International journal of financial engineering
32
Computational economics
28
Finance and stochastics
28
European journal of operational research : EJOR
27
Research paper series / Swiss Finance Institute
22
International review of economics & finance : IREF
21
Journal of financial economics
21
Management science : journal of the Institute for Operations Research and the Management Sciences
19
Risks : open access journal
19
Asia-Pacific financial markets
18
Review of quantitative finance and accounting
17
The European journal of finance
17
Economic modelling
16
The journal of derivatives : JOD
16
Insurance / Mathematics & economics
15
Applied economics
14
Swiss Finance Institute Research Paper
14
Journal of risk and financial management : JRFM
13
Annals of finance
12
Decisions in economics and finance : DEF ; a journal of applied mathematics
12
International review of financial analysis
12
Journal of financial markets
11
Energy economics
10
Journal of derivatives & hedge funds
10
Journal of risk
10
Operations research letters
10
Theoretical economics letters
10
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ECONIS (ZBW)
26
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1
Alternative financing instruments for African economies
Mpapalika, Jane
- In:
Journal of mathematical finance
10
(
2020
)
1
,
pp. 42-57
Persistent link: https://www.econbiz.de/10012545307
Saved in:
2
The barrier binary options
Gao, Min
;
Wei, Zhenfeng
- In:
Journal of mathematical finance
10
(
2020
)
1
,
pp. 140-156
Persistent link: https://www.econbiz.de/10012545572
Saved in:
3
The British binary option
Gao, Min
- In:
Journal of mathematical finance
9
(
2019
)
4
,
pp. 747-762
Persistent link: https://www.econbiz.de/10012433492
Saved in:
4
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:
5
A linear regression approach for determining option pricing for currency-rate diffusion model with dependent stochastic volatility, stochastic interest rate, and return processes
Jagannathan, Raj
- In:
Journal of mathematical finance
8
(
2018
)
1
,
pp. 161-177
Persistent link: https://www.econbiz.de/10011846254
Saved in:
6
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:
7
Application of fast N-body algorithm to option pricing under CGMY model
Sakuma, Takayuki
- In:
Journal of mathematical finance
7
(
2017
)
2
,
pp. 308-318
Persistent link: https://www.econbiz.de/10011673900
Saved in:
8
Valuation of European call options via the fast Fourier transform and the improved Mellin transform
Fadugba, Sunday Emmanuel
;
Nwozo, Chuma Raphael
- In:
Journal of mathematical finance
6
(
2016
)
2
,
pp. 338-359
Persistent link: https://www.econbiz.de/10011544533
Saved in:
9
Improved variance reduced Monte-Carlo simulation of in-the-money options
Müller, Armin
- In:
Journal of mathematical finance
6
(
2016
)
3
,
pp. 361-367
Persistent link: https://www.econbiz.de/10011583475
Saved in:
10
Pricing Asian options : a comparison of numerical and simulation approaches twenty years later
Horvath, Akos
;
Medvegyev, Peter
- In:
Journal of mathematical finance
6
(
2016
)
5
,
pp. 810-841
Persistent link: https://www.econbiz.de/10011657691
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