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~subject:"Optionsgeschäft"
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Optionsgeschäft
COS method
13
Option pricing theory
12
Optionspreistheorie
12
Stochastic process
7
Stochastischer Prozess
7
Option trading
6
Derivat
5
Derivative
5
Option pricing
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Interest rate derivatives
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Zins
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Affine jump-diffusion
1
Affine processes
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Asian options
1
Barrier options
1
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CIR model
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Conic finance
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Baczynski, Jack
1
Brignone, Riccardo
1
Guo, Shimin
1
Jing, Bo
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Joshi, Mark
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Li, Shenghong
1
Li, Zhe
1
Liu, Jianguo
1
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1
Sgarra, Carlo
1
Silva, Allan Jonathan da
1
Sun, Youfa
1
Vicente, José Valentim Machado
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Yi, Zhigao
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Yuan, George
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The North American journal of economics and finance : a journal of financial economics studies
2
Annals of finance
1
International journal of financial engineering
1
Operations research letters
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ECONIS (ZBW)
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Efficient solutions for pricing and hedging interest rate Asian options
Silva, Allan Jonathan da
;
Baczynski, Jack
;
Vicente, …
-
2020
Persistent link: https://www.econbiz.de/10012171315
Saved in:
2
Consistent pricing of VIX options with the Hawkes jump-diffusion model
Jing, Bo
;
Li, Shenghong
;
Ma, Yong
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012821987
Saved in:
3
Asian options pricing in Hawkes-type jump-diffusion models
Brignone, Riccardo
;
Sgarra, Carlo
- In:
Annals of finance
16
(
2020
)
1
,
pp. 101-119
Persistent link: https://www.econbiz.de/10012495966
Saved in:
4
An analytical approximation approach for pricing European options in a two-price economy
Li, Zhe
;
Zhang, Weiguo
;
Zhang, Yue
;
Yi, Zhigao
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012201210
Saved in:
5
The use of power numeraires in option pricing
Joshi, Mark
- In:
Operations research letters
45
(
2017
)
2
,
pp. 133-138
Persistent link: https://www.econbiz.de/10011687633
Saved in:
6
Does model misspecification matter for hedging? : a computational finance experiment based approach
Sun, Youfa
;
Yuan, George
;
Guo, Shimin
;
Liu, Jianguo
; …
- In:
International journal of financial engineering
2
(
2015
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011403136
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