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Option pricing theory
244
Optionspreistheorie
244
Stochastic process
122
Stochastischer Prozess
122
Volatility
117
Volatilität
117
Theorie
106
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Sircar, Kaushik Ronnie
7
Eberlein, Ernst
6
Avellaneda, Marco
5
Benth, Fred Espen
5
Chiarella, Carl
4
Howison, Sam
4
Kwok, Yue-Kuen
4
Reisinger, Christoph
4
Sabino, Piergiacomo
4
Zagst, Rudi
4
Ahn, Hyungsok
3
Atkinson, Colin
3
Baldeaux, Jan
3
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3
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3
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3
Fouque, Jean-Pierre
3
Glau, Kathrin
3
Jaimungal, Sebastian
3
Lorig, Matthew
3
Madan, Dilip B.
3
Oosterlee, Cornelis Willebrordus
3
Siu, Tak Kuen
3
Wang, Sheng
3
Zheng, Wendong
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Alexander, Carol
2
Alòs, Elisa
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Baptiste, Julien
2
Buchen, Peter W.
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Ericsson, Jan
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Gardini, Matteo
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Applied mathematical finance
European journal of operational research : EJOR
777
Energy economics
736
Finance research letters
718
International journal of theoretical and applied finance
652
NBER working paper series
604
Working paper / National Bureau of Economic Research, Inc.
579
The journal of futures markets
555
Journal of banking & finance
535
NBER Working Paper
523
Journal of econometrics
502
International review of financial analysis
467
Applied economics
440
Economic modelling
434
International review of economics & finance : IREF
409
Economics letters
401
The North American journal of economics and finance : a journal of financial economics studies
380
Insurance / Mathematics & economics
366
Journal of economic dynamics & control
352
Finance and stochastics
349
Working paper
341
Mathematical finance : an international journal of mathematics, statistics and financial theory
334
Quantitative finance
332
Discussion paper / Tinbergen Institute
329
Applied economics letters
322
Discussion paper / Centre for Economic Policy Research
308
Applied financial economics
303
Journal of empirical finance
302
Research in international business and finance
300
The journal of computational finance
282
Journal of evolutionary economics : JEE
273
Computational economics
257
Journal of risk and financial management : JRFM
254
The journal of derivatives : the official publication of the International Association of Financial Engineers
254
Journal of international financial markets, institutions & money
252
Journal of financial economics
249
Journal of international money and finance
249
Risks : open access journal
249
The European journal of finance
236
CESifo working papers
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1
Numerical procedure for calibration of
volatility
with American options
Achdou, Yves
;
Pironneau, Olivier
- In:
Applied mathematical finance
12
(
2005
)
3
,
pp. 201-241
Persistent link: https://www.econbiz.de/10003149331
Saved in:
2
Numerical approximation of the implied
volatility
under arithmetic Brownian motion
Choi, Jaehyuk
;
Kim, Kwangmoon
;
Kwak, Minsuk
- In:
Applied mathematical finance
16
(
2009
)
3/4
,
pp. 261-268
Persistent link: https://www.econbiz.de/10003916161
Saved in:
3
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:
4
A general formula for option prices in a stochastic
volatility
model
Ching, Stephen
;
Dufresne, Daniel
- In:
Applied mathematical finance
19
(
2012
)
3/4
,
pp. 313-340
Persistent link: https://www.econbiz.de/10009710970
Saved in:
5
Rare shock, two-factor stochastic
volatility
and currency option pricing
Wang, Guanying
;
Wang, Xingchun
;
Wang, Yongjin
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 32-50
Persistent link: https://www.econbiz.de/10010351858
Saved in:
6
Perpetual options on multiple underlyings
Duck, Peter W.
;
Evatt, Geoffrey W.
;
Johnson, Paul V.
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 174-200
Persistent link: https://www.econbiz.de/10010352003
Saved in:
7
An extension of the chaos expansion approximation for the pricing of exotic basket options
Funahashi, Hideharu
;
Kijima, Masaaki
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 109-139
Persistent link: https://www.econbiz.de/10010352010
Saved in:
8
Pricing and hedging of lookback options in hyper-exponential jump diffusion models
Hofer, Markus
;
Mayer, Philipp
- In:
Applied mathematical finance
20
(
2013
)
5/6
,
pp. 489-511
Persistent link: https://www.econbiz.de/10010235585
Saved in:
9
ADI schemes for pricing American options under the Heston model
Haentjens, Tinne
;
Hout, Karel J. in 't
- In:
Applied mathematical finance
22
(
2015
)
3/4
,
pp. 207-237
Persistent link: https://www.econbiz.de/10011436200
Saved in:
10
Small-maturity asymptotics for the at-the-money implied
volatility
Slope in Lévy Models
Gerhold, Stefan
;
Gülüm, I. Cetin
;
Pinter, Arpad
- In:
Applied mathematical finance
23
(
2016
)
1/2
,
pp. 135-157
Persistent link: https://www.econbiz.de/10011547000
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