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~isPartOf:"Applied mathematical finance"
~subject:"Unternehmenswachstum"
~subject:"Volatilität"
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Unternehmenswachstum
Volatilität
Option pricing theory
25
Optionspreistheorie
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Credit risk
24
Kreditrisiko
24
Swap
23
Theorie
19
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Aly, Sidi Mohamed Ould
1
Baldeaux, Jan
1
Benth, Fred Espen
1
Bernard, Carole
1
Chan, Leunglung
1
Cui, Zhenyu
1
Elliott, Robert J.
1
Forde, Martin
1
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Schenk, Steffen
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Scherer, Matthias
1
Scotti, S.
1
Sircar, Kaushik Ronnie
1
Siu, Tak Kuen
1
Sølna, Knut
1
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1
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Applied mathematical finance
International journal of theoretical and applied finance
28
Journal of banking & finance
16
The North American journal of economics and finance : a journal of financial economics studies
14
International review of financial analysis
10
The journal of futures markets
10
European journal of operational research : EJOR
8
Journal of econometrics
8
Research paper series / Swiss Finance Institute
8
Risks : open access journal
8
Finance research letters
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
Quantitative finance
7
Computational economics
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
The journal of computational finance
6
Economic modelling
5
Energy economics
5
International review of economics & finance : IREF
5
Journal of economic dynamics & control
5
Journal of financial economics
5
Review of derivatives research
5
Review of quantitative finance and accounting
5
Swiss Finance Institute Research Paper
5
Applied economics
4
FINRISK Working Paper Series
4
Finance and economics discussion series
4
Fisher College of Business working paper series
4
International journal of financial engineering
4
Journal of international financial markets, institutions & money
4
Journal of risk and financial management : JRFM
4
NBER working paper series
4
The journal of derivatives : the official publication of the International Association of Financial Engineers
4
The journal of fixed income
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
The review of financial studies
4
Working Paper
4
Working paper / National Bureau of Economic Research, Inc.
4
Annals of finance
3
Applied economics letters
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ECONIS (ZBW)
13
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1
Exponential Lévy models extended by a jump to default
Yamazaki, Akira
- In:
Applied mathematical finance
20
(
2013
)
3/4
,
pp. 211-228
Persistent link: https://www.econbiz.de/10010187668
Saved in:
2
Static replication of forward-start claims and realized variance swaps
Baldeaux, Jan
;
Rutkowski, Marek
- In:
Applied mathematical finance
17
(
2010
)
1/2
,
pp. 99-131
Persistent link: https://www.econbiz.de/10003975324
Saved in:
3
Pricing volatility swaps under Heston's stochastic volatility model with regime switching
Elliott, Robert J.
;
Siu, Tak Kuen
;
Chan, Leunglung
- In:
Applied mathematical finance
14
(
2007
)
1
,
pp. 41-62
Persistent link: https://www.econbiz.de/10003542938
Saved in:
4
Indifference pricing and hedging for volatility dervivatives
Grasselli, M. R.
;
Hurd, T. R.
- In:
Applied mathematical finance
14
(
2007
)
4
,
pp. 303-317
Persistent link: https://www.econbiz.de/10003543040
Saved in:
5
Valuing volatility and variance swaps for a non-Gaussian Ornstein-Uhlenbeck stochastic volatility model
Benth, Fred Espen
;
Groth, Martin
;
Kufakunesu, Rodwell
- In:
Applied mathematical finance
14
(
2007
)
4
,
pp. 347-363
Persistent link: https://www.econbiz.de/10003543050
Saved in:
6
Robust approximations for pricing Asian options and volatility swaps under stochastic volatility
Forde, Martin
;
Jacquier, Antoine
- In:
Applied mathematical finance
17
(
2010
)
3/4
,
pp. 241-259
Persistent link: https://www.econbiz.de/10008653259
Saved in:
7
A time-dependent variance model for pricing variance and volatility swaps
Goard, Joanna
- In:
Applied mathematical finance
18
(
2011
)
1/2
,
pp. 51-70
Persistent link: https://www.econbiz.de/10009155489
Saved in:
8
Forward variance dynamics : Bergomi's model revisited
Aly, Sidi Mohamed Ould
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 84-107
Persistent link: https://www.econbiz.de/10010351856
Saved in:
9
Prices and asymptotics for discrete variance swaps
Bernard, Carole
;
Cui, Zhenyu
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 140-173
Persistent link: https://www.econbiz.de/10010352006
Saved in:
10
Pricing exotic discrete variance swaps under the 3/2-stochastic volatility models
Yuen, Chi Hung
;
Zheng, Wendong
;
Kwok, Yue-Kuen
- In:
Applied mathematical finance
22
(
2015
)
5/6
,
pp. 421-449
Persistent link: https://www.econbiz.de/10011490606
Saved in:
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