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~subject:"Derivat"
~subject:"Stochastic process"
~type_genre:"Book section"
~type_genre:"Fallstudie"
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Derivat
Stochastic process
Option pricing theory
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Optionspreistheorie
530
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92
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Eberlein, Ernst
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
8
Advanced mathematical methods for finance
6
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
5
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
4
Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006]
3
Financial engineering
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Handbook of financial time series
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Mathematical modeling and numerical methods in finance : special volume
3
Numerical methods in finance
3
Valuation, financial modeling, and quantitative tools
3
Analytical models for financial modeling and risk management
2
Application of operations research to financial markets
2
Contemporary quantitative finance : essays in honour of Eckhard Platen
2
Financial derivatives : pricing and risk management
2
From stochastic calculus to mathematical finance : the Shiryaev Festschrift ; [Second Bachelier Colloquium on Stochastic Calculus and Probability, Metabief, France, January 9 - 15, 2005]
2
Frontiers in quantitative finance : volatility and credit risk modeling
2
Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
2
Mathematical control theory and finance
2
New methods in fixed income modeling : fixed income modeling
2
Numerical methods in finance : Bordeaux, June 2010
2
Options : classic approaches to pricing and modelling
2
Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011
2
Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
2
Risk management decisions and value under uncertainty
2
Stochastic methods in finance : lectures given at the C.I.M.E.-E.M.S. Summer School held in Bressanone/Brixen, Italy, July 6 - 12, 2003
2
The Oxford handbook of credit derivatives
2
Trends in mathematical economics : dialogues between Southern Europe and Latin America
2
Advances in finance and stochastics : essays in honour of Dieter Sondermann
1
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1
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Applied operations research and financial modelling in energy : practical applications and implications
1
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Aspekte der schweizerischen Wirtschaftspolitik : Festschrift für Franz Jaeger
1
Aufgaben von Wissenschaft und Praxis im nächsten Jahrzehnt : Festgabe AV Bodania, St. Gallen ; [1925 - 2000]
1
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Competition in the railway industry : an international comparative analysis
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Computational finance and its applications III : [papers presented at the Conference Computational Finance 2008, held in Cádiz in Spain]
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Computational methods in decision-making, economics and finance
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Coping with uncertainty : modeling and policy issues
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ECONIS (ZBW)
145
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1
Probability-free models in option pricing : statistically indistinguishable dynamics and historical vs implied volatility
Brigo, Damiano
- In:
Options - 45 years since the publication of the …
,
(pp. 47-61)
.
2023
Persistent link: https://www.econbiz.de/10014366586
Saved in:
2
Buy rough, sell smooth
Glasserman, Paul
;
He, Pu
- In:
Options - 45 years since the publication of the …
,
(pp. 89-125)
.
2023
Persistent link: https://www.econbiz.de/10014366595
Saved in:
3
Volatility is rough
Gatheral, Jim
;
Jaisson, Thibault
;
Rosenbaum, Mathieu
- In:
Options - 45 years since the publication of the …
,
(pp. 127-172)
.
2023
Persistent link: https://www.econbiz.de/10014366596
Saved in:
4
The smile of stochastic volatility models
Guyon, Julien
- In:
Options - 45 years since the publication of the …
,
(pp. 213-233)
.
2023
Persistent link: https://www.econbiz.de/10014366652
Saved in:
5
A general theory of option pricing
Geršôn, Dāwid
- In:
Options - 45 years since the publication of the …
,
(pp. 293-330)
.
2023
Persistent link: https://www.econbiz.de/10014366656
Saved in:
6
Closed form valuation of barrier options with stochastic barriers
Guillaume, Tristan
- In:
Risk management decisions and value under uncertainty
,
(pp. 1021-1050)
.
2022
Persistent link: https://www.econbiz.de/10013342082
Saved in:
7
Statistical arbitrage in jump-diffusion models with compound Poisson processes
Akyildirim, Erdinc
;
Fabozzi, Frank J.
;
Goncu, Ahmet
; …
- In:
Risk management decisions and value under uncertainty
,
(pp. 1357-1371)
.
2022
Persistent link: https://www.econbiz.de/10013342121
Saved in:
8
Business cycles and energy real options valuation
Kenç, Turalay
;
Ekinci, Mehmet Fatih
- In:
Applied operations research and financial modelling in …
,
(pp. 173-200)
.
2021
Persistent link: https://www.econbiz.de/10012660735
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9
Quantitative Finance : Strategien, Investments, Analysen
Larcher, Gerhard
-
2020
Persistent link: https://www.econbiz.de/10012149994
Saved in:
10
On the multidimensional Black-Scholes partial differential equation
Guillaume, Tristan
- In:
Decision making and risk/return optimization in …
,
(pp. 229-251)
.
2019
Persistent link: https://www.econbiz.de/10012134802
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