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~isPartOf:"Quantitative finance"
~subject:"Optionspreistheorie"
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Optionspreistheorie
Stochastic process
167
Stochastischer Prozess
167
Option pricing theory
103
Volatility
89
Volatilität
89
Theorie
54
Theory
54
Portfolio selection
36
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Gatheral, Jim
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3
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Kim, Jeong-Hoon
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Madan, Dilip B.
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Muguruza, Aitor
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Quantitative finance
International journal of theoretical and applied finance
208
The journal of computational finance
87
Applied mathematical finance
85
Finance and stochastics
80
Insurance / Mathematics & economics
66
Mathematical finance : an international journal of mathematics, statistics and financial theory
62
European journal of operational research : EJOR
58
International journal of financial engineering
55
Computational economics
48
Journal of mathematical finance
47
Risks : open access journal
42
Review of derivatives research
40
The journal of futures markets
40
Journal of economic dynamics & control
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Finance research letters
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of banking & finance
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Research paper series / Swiss Finance Institute
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Asia-Pacific financial markets
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Energy economics
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Journal of risk and financial management : JRFM
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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The European journal of finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Economic modelling
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Mathematics and financial economics
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Operations research letters
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Journal of financial economics
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Mathematics of operations research
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Review of quantitative finance and accounting
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SFB 649 discussion paper
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ECONIS (ZBW)
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1
Interest rate convexity in a Gaussian framework
Jacquier, Antoine
;
Oumgari, Mugad
- In:
Quantitative finance
24
(
2024
)
6
,
pp. 677-689
Persistent link: https://www.econbiz.de/10015050786
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2
Empirical deep hedging
Mikkilä, Oskari
;
Kanniainen, Juho
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 111-122
Persistent link: https://www.econbiz.de/10013490958
Saved in:
3
A default contagion model for pricing defaultable bonds from an information based perspective
Nakagawa, Hidetoshi
;
Takada, Hideyuki
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 169-185
Persistent link: https://www.econbiz.de/10013490963
Saved in:
4
Deep reinforcement learning for option pricing and hedging under dynamic expectile risk measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Quantitative finance
23
(
2023
)
10
,
pp. 1411-1430
Persistent link: https://www.econbiz.de/10014419168
Saved in:
5
Pricing Asian options with stochastic convenience yield and jumps
Ewald, Christian
;
Wu, Yuexiang
;
Zhang, Aihua
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 677-692
Persistent link: https://www.econbiz.de/10014304306
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6
Short-dated smile under rough volatility : asymptotics and numerics
Friz, Peter K.
;
Gassiat, Paul
;
Pigato, Paolo
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 463-480
Persistent link: https://www.econbiz.de/10013167770
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7
Empirical analysis of rough and classical stochastic volatility models to the SPX and VIX markets
Rømer, Sigurd Emil
- In:
Quantitative finance
22
(
2022
)
10
,
pp. 1805-1838
Persistent link: https://www.econbiz.de/10013367949
Saved in:
8
Bitcoin : jumps, convenience yields, and option prices
Hilliard, Jimmy E.
;
Ngo, Julie T. D.
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 2079-2091
Persistent link: https://www.econbiz.de/10013490923
Saved in:
9
Learning a functional control for high-frequency finance
Leal, Laura
;
Lauriere, Mathieu
;
Lehalle, Charles-Albert
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 1973-1987
Persistent link: https://www.econbiz.de/10013490928
Saved in:
10
A generalization of the rational rough Heston approximation
Gatheral, Jim
;
Radoičić, Radoš
- In:
Quantitative finance
24
(
2024
)
2
,
pp. 329-335
Persistent link: https://www.econbiz.de/10014551997
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