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Testing option pricing models
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Option pricing theory
240
Optionspreistheorie
240
Stochastic process
85
Stochastischer Prozess
85
Volatility
72
Volatilität
72
Derivat
61
Derivative
61
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60
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60
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51
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28
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option pricing
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Eberlein, Ernst
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Kwok, Yue-Kuen
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4
Sircar, Kaushik Ronnie
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3
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3
Siu, Tak Kuen
3
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3
Zheng, Wendong
3
Avellaneda, Marco
2
Baldeaux, Jan
2
Baptiste, Julien
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Buchen, Peter W.
2
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Applied mathematical finance
International journal of theoretical and applied finance
467
The journal of futures markets
261
Mathematical finance : an international journal of mathematics, statistics and financial theory
255
The journal of computational finance
254
Finance and stochastics
218
Journal of banking & finance
208
The journal of derivatives : the official publication of the International Association of Financial Engineers
203
Quantitative finance
196
Review of derivatives research
170
Insurance / Mathematics & economics
139
European journal of operational research : EJOR
133
Journal of economic dynamics & control
130
International journal of financial engineering
116
Finance research letters
109
Journal of mathematical finance
107
Computational economics
106
Risks : open access journal
93
Research paper series / Swiss Finance Institute
87
The North American journal of economics and finance : a journal of financial economics studies
83
The European journal of finance
81
Journal of financial economics
79
Asia-Pacific financial markets
77
Journal of econometrics
66
Journal of financial and quantitative analysis : JFQA
58
NBER working paper series
58
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
57
Energy economics
56
Review of quantitative finance and accounting
55
SFB 649 discussion paper
54
The journal of finance : the journal of the American Finance Association
54
Annals of finance
52
Journal of risk and financial management : JRFM
50
The journal of real estate finance and economics
50
The review of financial studies
50
Economic modelling
49
Working paper / National Bureau of Economic Research, Inc.
49
International review of economics & finance : IREF
48
Decisions in economics and finance : DEF ; a journal of applied mathematics
47
Management science : journal of the Institute for Operations Research and the Management Sciences
46
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ECONIS (ZBW)
240
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1
Calibrating volatility surfaces via relative-entropy minimization
Avellaneda, Marco
(
contributor
)
- In:
Applied mathematical finance
4
(
1997
)
1
,
pp. 37-64
Persistent link: https://www.econbiz.de/10001226743
Saved in:
2
Fast numerical valuation of American, exotic and complex options
Dempster, Michael A. H.
- In:
Applied mathematical finance
4
(
1997
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10001226776
Saved in:
3
Compound and exchange options in the affine term structure model
Scaillet, Olivier
- In:
Applied mathematical finance
3
(
1996
)
1
,
pp. 75-92
Persistent link: https://www.econbiz.de/10001209608
Saved in:
4
Toward real-time pricing of complex financial derivates
Ninomiya, S.
- In:
Applied mathematical finance
3
(
1996
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10001209611
Saved in:
5
Coupling backward induction with Monte Carlo simulations : a fast Fourier transform (FFT) approach
Rebonato, Riccardo
- In:
Applied mathematical finance
5
(
1998
)
2
,
pp. 131-141
Persistent link: https://www.econbiz.de/10001245473
Saved in:
6
Optimal exercise boundary for an American put option
Kuske, Rachel
- In:
Applied mathematical finance
5
(
1998
)
2
,
pp. 107-116
Persistent link: https://www.econbiz.de/10001245479
Saved in:
7
Good point methods for computing prices and sensitivities of multi-asset European style options
Ross, Raymond
- In:
Applied mathematical finance
5
(
1998
)
2
,
pp. 83-106
Persistent link: https://www.econbiz.de/10001245480
Saved in:
8
The pricing of Asian options under stochastic interest rates
Aase Nielsen, Jørgen
- In:
Applied mathematical finance
3
(
1996
)
3
,
pp. 209-236
Persistent link: https://www.econbiz.de/10001217777
Saved in:
9
Arbitrage pricing with incomplete markets
Britten-Jones, Mark
- In:
Applied mathematical finance
3
(
1996
)
4
,
pp. 347-363
Persistent link: https://www.econbiz.de/10001217782
Saved in:
10
Binomial models for option valuation : examining and improving convergence
Leisen, Dietmar
- In:
Applied mathematical finance
3
(
1996
)
4
,
pp. 319-346
Persistent link: https://www.econbiz.de/10001217783
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