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Option pricing theory
5
Optionspreistheorie
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Calibration
3
Stochastic process
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Volatility
3
Volatilität
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Derivat
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CAPM
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Cap or Floor Pricing
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Characteristic Functions
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Interest rate derivative
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LIBOR Market Model
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Learning process
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Local Stochastic Volatility
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Abergel, Frédéric
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Bidima, Martin Le Doux Mbele
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Mariani, Francesca
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Mwelu, Susan
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Tachet des Combes, Rémy
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Wamwea, Charity
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Journal of mathematical finance
IMF Working Papers
74
Industrial Robot: An International Journal
43
Water Resources Management
34
MPRA Paper
23
International Journal of Theoretical and Applied Finance (IJTAF)
20
Quantitative finance
19
International journal of theoretical and applied finance
18
International journal of forecasting
17
Industrial Robot: the international journal of robotics research and application
15
Agricultural Water Management
13
Working Paper
13
Applied Mathematical Finance
12
The journal of computational finance
12
Computational economics
11
Natural Hazards
11
European journal of operational research : EJOR
10
Journal of economic dynamics & control
10
Management Science
10
CEPR Discussion Papers
9
Applied Energy
8
Journal of Artificial Societies and Social Simulation
8
Quantitative Finance
8
Review of derivatives research
8
Risks : open access journal
8
Economic modelling
7
Journal of Multivariate Analysis
7
Psychometrika
7
Working Papers / Handelshögskolan, Örebro Universitet
7
Annals of the Institute of Statistical Mathematics
6
CESifo Working Paper
6
CPQF Working Paper Series
6
Center for Agricultural and Rural Development (CARD) Publications
6
Energy economics
6
Journal of Risk and Financial Management
6
Mathematics and Computers in Simulation (MATCOM)
6
Renewable Energy
6
Risks
6
SFB 649 Discussion Paper
6
SFB 649 Discussion Papers
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1
A general framework of derivatives pricing
Zhang, Liangliang
- In:
Journal of mathematical finance
10
(
2020
)
2
,
pp. 255-266
Persistent link: https://www.econbiz.de/10012545688
Saved in:
2
Valuation of quanto caps and floors in a calibrated multi-curve cross-currency LIBOR market model
Wamwea, Charity
;
Ngare, Philip
;
Bidima, Martin Le Doux Mbele
- In:
Journal of mathematical finance
9
(
2019
)
4
,
pp. 698-725
Persistent link: https://www.econbiz.de/10012433485
Saved in:
3
Mathematical analysis of financial model on market price with stochastic volatility
Mondal, Mitun Kumar
;
Alim, Md. Abdul
;
Rahman, Md. Faizur
; …
- In:
Journal of mathematical finance
7
(
2017
)
2
,
pp. 351-365
Persistent link: https://www.econbiz.de/10011673935
Saved in:
4
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:
5
Extending multi-period Pluto and Tasche PD
calibration
model Using mode LRDF approach
Surzhko, Denis
- In:
Journal of mathematical finance
4
(
2014
)
4
,
pp. 297-303
Persistent link: https://www.econbiz.de/10011312413
Saved in:
6
Some explicitly solvable SABR and multiscale SABR models : option pricing and
calibration
Fatone, Lorella
;
Mariani, Francesca
;
Recchioni, Maria …
- In:
Journal of mathematical finance
3
(
2013
)
1
,
pp. 10-32
Persistent link: https://www.econbiz.de/10010240231
Saved in:
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