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~subject:"Option pricing theory"
~subject:"Stochastic process"
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Option pricing theory
Stochastic process
Volatility
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
13
Handbook of financial time series
10
Frontiers in quantitative finance : volatility and credit risk modeling
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
3
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Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006]
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Financial modelling : with 74 tables : [a selection of the papers presented at the 24th Meeting of the Euro Working Group on Financial Modelling held in Valencia, Spain, on April 8 - 10, 1999]
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Forecasting volatility in the financial markets
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Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
2
Numerical methods in finance
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Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011
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Statistical modelling and regression structures : Festschrift in honour of Ludwig Fahrmeir
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The Oxford handbook of computational economics and finance
2
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Annals of operations research ; volume 275, numbers 2 (April 2019)
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Annals of operations research ; volume 302, number 1 (July 2021)
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Artificial economics and self organization : agent-based approaches to economics and social systems ; [papers presented in the 9th edition of the Artificial Economics, held in Klagenfurt am Wörthersee (Austria)]
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Beiträge zu aktuellen Finanzmarktthemen : Bondholder vs. Shareholder Value - Bewertung von kleinen und mittelständischen Unternehmen - Implizite Volatilitäten von Eurex Optionen
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Bewertung und Einsatz von Finanzderivaten
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Commerce, complexity, and evolution : topics in economics, finance, marketing, and management ; proceedings of the Twelfth International Symposium in Economic Theory and Econometrics
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Computational methods in decision-making, economics and finance
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Contemporary quantitative finance : essays in honour of Eckhard Platen
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Contributions to accounting and finance : essays in honour of Paavo Yli-Olli
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Current topics in quantitative finance : with 23 tables
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Decision making : recent developments and worldwide applications
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Die Zukunft des Sozialstaats : Jahrestagung des Vereins für Socialpolitik, Gesellschaft für Wirtschafts- und Sozialwissenschaft in Rostock 1998 ; [vom 22. - 25. September 1998]
1
Dynamic stochastic optimization : [this volume includes a selection of papers presented at the IFIP/IIASA/GAMM-Workshop on "Dynamic Stochastic Optimization" held at the International Institute for Systems Analysis (IIASA), Laxenburg, Austria, March 11 - 14, 2002]/ Kurt Marti ... (eds.)
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ECONIS (ZBW)
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How good is Black-Scholes-Merton, really?
Wilmott, Paul
- In:
Options - 45 years since the publication of the …
,
(pp. 17-27)
.
2023
Persistent link: https://www.econbiz.de/10014366584
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Buy rough, sell smooth
Glasserman, Paul
;
He, Pu
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(pp. 89-125)
.
2023
Persistent link: https://www.econbiz.de/10014366595
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Probabilistic interpretation of Black implied volatility
Carr, Peter
;
Wu, Liuren
;
Zhang, Yuzhao
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Probability-free models in option pricing : statistically indistinguishable dynamics and historical vs implied volatility
Brigo, Damiano
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2023
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Volatility is rough
Gatheral, Jim
;
Jaisson, Thibault
;
Rosenbaum, Mathieu
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Cumulant formulas for implied volatility
Lee, Roger
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(pp. 185-193)
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Implied volatility asymptotics : Black-Scholes and beyond
Tankov, Peter
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The smile of stochastic volatility models
Guyon, Julien
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(pp. 213-233)
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2023
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A neural network approach to understanding implied volatility movements
Cao, Jay
;
Chen, Jacky
;
Hull, John
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,
(pp. 235-256)
.
2023
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Modeling volatility risk in equity options market : a statistical approach
Dobi, Doris
;
Avellaneda, Marco
- In:
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,
(pp. 257-292)
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2023
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