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Optionspreistheorie
601
Option pricing theory
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
13
Advanced mathematical methods for finance
10
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
10
Options : classic approaches to pricing and modelling
10
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
9
Numerical methods in finance
9
Numerical methods in finance : Bordeaux, June 2010
9
Valuation, financial modeling, and quantitative tools
9
Europäische Hochschulschriften / 5
8
Financial derivatives : pricing and risk management
8
Mathematical modeling and numerical methods in finance : special volume
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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]
7
Financial engineering
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Nonlinear models in mathematical finance : new research trends in option pricing
7
Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
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Applied quantitative finance
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Advances in finance and stochastics : essays in honour of Dieter Sondermann
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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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Frontiers in quantitative finance : volatility and credit risk modeling
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Advances of OR in commodities and financial modeling
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Application of operations research to financial markets
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Empirical research on the German capital market : with 60 tables
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Geld, Finanzwirtschaft, Banken und Versicherungen : 1996 ; Beiträge zum 7. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 11.- 13. Dezember 1996
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Handbook of financial time series
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New methods in fixed income modeling : fixed income modeling
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The handbook of fixed income securities
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The handbook of mortgage-backed securities
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Advances in financial risk management : corporates, intermediaries and portfolios
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Computational methods in financial engineering : essays in honour of Manfred Gilli
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Credit risk : models, derivatives, and management
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DUV / Wirtschaftswissenschaft
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Energy, natural resources and environmental economics
3
Essays on equity options
3
From stochastic calculus to mathematical finance : the Shiryaev Festschrift ; [Second Bachelier Colloquium on Stochastic Calculus and Probability, Metabief, France, January 9 - 15, 2005]
3
Geld, Finanzwirtschaft, Banken und Versicherungen : 1993 ; Beiträge zum 6. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 8.- 10. Dezember 1993
3
Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
3
Hedging frictions and option values
3
Indifference pricing : theory and applications
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ECONIS (ZBW)
601
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1
Pricing Asian option and lookback option with Monte Carlo method
Yiyang Lu
- In:
Internet finance and digital economy : advances in …
,
(pp. 329-338)
.
2024
Persistent link: https://www.econbiz.de/10014534116
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Apply deep reinforcement learning with quantum computing on the pricing of American options
Yang, Junzheng
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Internet finance and digital economy : advances in …
,
(pp. 675-694)
.
2024
Persistent link: https://www.econbiz.de/10014534615
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How good is Black-Scholes-Merton, really?
Wilmott, Paul
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Options - 45 years since the publication of the …
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.
2023
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Probabilistic interpretation of Black implied volatility
Carr, Peter
;
Wu, Liuren
;
Zhang, Yuzhao
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(pp. 29-46)
.
2023
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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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Buy rough, sell smooth
Glasserman, Paul
;
He, Pu
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(pp. 89-125)
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2023
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Volatility is rough
Gatheral, Jim
;
Jaisson, Thibault
;
Rosenbaum, Mathieu
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(pp. 127-172)
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2023
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Cumulant formulas for implied volatility
Lee, Roger
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(pp. 185-193)
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2023
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Implied volatility asymptotics : Black-Scholes and beyond
Tankov, Peter
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(pp. 195-212)
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2023
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The smile of stochastic volatility models
Guyon, Julien
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(pp. 213-233)
.
2023
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