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~subject:"Derivative pricing"
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Derivative pricing
Derivat
53
Derivative
53
Optionspreistheorie
46
Option pricing theory
45
derivative pricing
44
Stochastic process
22
Stochastischer Prozess
22
Volatility
12
Volatilität
12
CAPM
11
Yield curve
10
Zinsstruktur
10
Derivative pricing models
8
Hedging
8
Derivative Pricing
6
Econophysics
6
Portfolio selection
6
Portfolio-Management
6
Risk management
6
incomplete markets
6
Interest rate derivative
5
Lévy processes
5
Monte Carlo simulation
5
Risikomanagement
5
Schätztheorie
5
Zinsderivat
5
index options
5
risk management
5
stochastic dominance bounds
5
volatility smile
5
Car processes
4
Energiemarkt
4
Energy market
4
Estimation theory
4
FVA
4
Markov chain
4
Mathematical finance
4
Optionsgeschäft
4
Risk measure
4
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Undetermined
30
Free
11
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Article
41
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Article in journal
25
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25
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3
research-article
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English
34
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Jackwerth, Jens Carsten
4
Perrakis, Stylianos
4
Prorokowski, Hubert
3
Prorokowski, Lukasz
3
Assa, Hirbod
2
Brunner, Bernhard
2
Caporin, Massimiliano
2
Constantinaides, George M.
2
Constantinides, George M.
2
Fajardo, José
2
Herzberg, Frederik
2
Hirukawa, Masayuki
2
Krayzler, Mikhail
2
Mordecki, Ernesto
2
Preś, Juliusz
2
Rauch, Johannes
2
Torricelli, Lorenzo
2
Torro, Hipolit
2
Zagst, Rudi
2
Airoldi, M.
1
BOYARCHENKO, NINA
1
Balbás, Alejandro
1
Balbás, Beatriz
1
Balbás, Raquel
1
Bartiromo, Rosario
1
Bauer, Daniel
1
Benedetti, Giuseppe
1
Benth, Fred Espen
1
Boes, M.J.
1
Capriotti, Luca
1
Carr, Peter
1
Carvajal, Andrés
1
Christensen, Troels Sønderby
1
DEMPSTER, M. A. H.
1
De Spiegeleer, Jan
1
Delage, Erick
1
Dempster, Michael A. H.
1
Di Matteo, T.
1
Drost, Feike C.
1
Eriksson, Anders
1
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
2
Zentrum für Finanzen und Ökonometrie, Fachbereich Wirtschaftswissenschaften
2
Econometric Society
1
IBMEC Business School - Rio de Janeiro
1
Instituto sobre Desarrollo Empresarial (INDEM), Universidad Carlos III de Madrid
1
Tilburg University, Center for Economic Research
1
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Quantitative finance
5
CoFE Discussion Paper
4
International journal of theoretical and applied finance
3
Annals of Finance
2
International Journal of Theoretical and Applied Finance (IJTAF)
2
Journal of Financial Regulation and Compliance
2
MPRA Paper
2
Physica A: Statistical Mechanics and its Applications
2
Agricultural Finance Review
1
Agricultural finance review
1
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Annals of finance
1
Asia-Pacific Financial Markets
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Business Economics Working Papers
1
Computational Management Science : CMS
1
Computational economics
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Discussion Paper / Tilburg University, Center for Economic Research
1
Econometric Society 2004 North American Winter Meetings
1
Economic theory : official journal of the Society for the Advancement of Economic Theory
1
Economics Letters
1
Energy Economics
1
Energy economics
1
Finance and stochastics
1
IBMEC RJ Economics Discussion Papers
1
International Review of Financial Analysis
1
International review of financial analysis
1
Journal of Econometrics
1
Journal of Empirical Finance
1
Journal of econometrics
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
Journal of financial engineering
1
Journal of financial regulation and compliance : an international journal
1
Quantitative Finance
1
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
1
Review of derivatives research
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
1
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ECONIS (ZBW)
26
RePEc
22
EconStor
2
Other ZBW resources
2
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1
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:
2
Benchmarks for the benchmark approach to valuing long-term insurance liabilities : comment on Fergusson & Platen (2023)
Bauer, Daniel
- In:
Annals of actuarial science : publ. by the Institute of …
17
(
2023
)
1
,
pp. 208-211
Persistent link: https://www.econbiz.de/10014306953
Saved in:
3
An experimental study of the effect of the anchor of the option's underlying asset on investors' pricing decisions
Eskinazi, Naveh
;
Malul, Miki
;
Rosenboim, Mosi
;
Shavit, Tal
- In:
The journal of behavioral finance : a publication of …
25
(
2024
)
2
,
pp. 167-180
Persistent link: https://www.econbiz.de/10014566464
Saved in:
4
Additive logistic processes in option pricing
Carr, Peter
;
Torricelli, Lorenzo
- In:
Finance and stochastics
25
(
2021
)
4
,
pp. 689-724
Persistent link: https://www.econbiz.de/10012665200
Saved in:
5
Modelling the joint behaviour of electricity prices in interconnected markets
Christensen, Troels Sønderby
;
Benth, Fred Espen
- In:
Quantitative finance
20
(
2020
)
9
,
pp. 1441-1456
Persistent link: https://www.econbiz.de/10012295613
Saved in:
6
A path-integral approximation for non-linear diffusions
Capriotti, Luca
- In:
Quantitative finance
20
(
2020
)
1
,
pp. 29-36
Persistent link: https://www.econbiz.de/10012194852
Saved in:
7
Calibrating a market model to commodity and interest rate risk
Karlsson, Patrik
;
Pilz, Kay Frederik
;
Schlögl, Erik
-
2016
Persistent link: https://www.econbiz.de/10011778017
Saved in:
8
A recursive method for static replication of autocallable structured products
Kim, Kyoung-Kuk
;
Lim, Dong-Young
- In:
Quantitative finance
19
(
2019
)
4
,
pp. 647-661
Persistent link: https://www.econbiz.de/10012194703
Saved in:
9
Enhancing quasi-Monte Carlo simulation by minimizing effective dimension for
derivative
pricing
Xiao, Ye
;
Wang, Xiaoqun
- In:
Computational economics
54
(
2019
)
1
,
pp. 343-366
Persistent link: https://www.econbiz.de/10012134177
Saved in:
10
Derivatives Pricing on Integrated Diffusion Processes: A General Perturbation Approach
Li, Minqiang
-
Volkswirtschaftliche Fakultät, …
-
2014
approximate normality enables us to reduce many
derivative
pricing
problems to simple expectations. We illustrate the generality …
Persistent link: https://www.econbiz.de/10011113493
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