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~isPartOf:"Computational economics"
~subject:"Arbeitsmarkt"
~subject:"Optionspreistheorie"
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Arbeitsmarkt
Optionspreistheorie
Option pricing theory
107
Stochastic process
50
Stochastischer Prozess
50
Volatility
41
Volatilität
41
USA
39
United States
39
Black-Scholes model
31
Black-Scholes-Modell
31
Option trading
28
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Kim, Junseok
5
Aghdam, Y. Esmaeelzade
3
Fabozzi, Frank J.
3
Jeong, Darae
3
Lee, Chaeyoung
3
Villani, Giovanni
3
Wang, Xiaoqun
3
Adl, A.
2
Ahmadian, D.
2
Bianchi, Michele Leonardo
2
Caporale, Guglielmo Maria
2
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2
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2
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2
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2
Huh, Jeonggyu
2
Itkin, Andrey
2
Jang, Hanbyeol
2
Kalantari, R.
2
Khani, Ali
2
Kim, Jeong-Hoon
2
Kim, Sangkwon
2
Kim, See-Woo
2
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2
Kundu, Arindam
2
Lin, Sha
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Siu, Tak Kuen
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2
Yoo, Minhyun
2
Yoon, Ji-Hun
2
Abdi-Mazraeh, Somayeh
1
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1
Alexandridis, A.
1
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Computational economics
International journal of theoretical and applied finance
467
Working paper / National Bureau of Economic Research, Inc.
305
The journal of futures markets
261
Mathematical finance : an international journal of mathematics, statistics and financial theory
255
The journal of computational finance
254
Applied mathematical finance
244
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
199
Monthly labor review : MLR
191
Review of derivatives research
170
NBER working paper series
150
Insurance / Mathematics & economics
140
Journal of economic dynamics & control
137
European journal of operational research : EJOR
134
The Indian journal of labour economics : a quarterly journal of Indian Society of Labour Economics
123
Finance research letters
116
International journal of financial engineering
116
Journal of mathematical finance
107
Risks : open access journal
99
Discussion paper series / IZA
97
The American economic review
97
Research paper series / Swiss Finance Institute
88
NBER Working Paper
87
The North American journal of economics and finance : a journal of financial economics studies
84
The European journal of finance
81
Journal of financial economics
79
Asia-Pacific financial markets
77
Journal of econometrics
72
Journal of human resources : JHR
72
ILR review : the journal of work and policy
71
Discussion paper / Centre for Economic Policy Research
68
Applied economics
62
Energy economics
61
The review of economics and statistics
61
Working paper
60
Journal of financial and quantitative analysis : JFQA
59
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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ECONIS (ZBW)
107
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1
Using Chebyshev polynomials to approximate partial differential equations
Caporale, Guglielmo Maria
;
Cerrato, Mario
- In:
Computational economics
35
(
2010
)
3
,
pp. 235-244
Persistent link: https://www.econbiz.de/10003957719
Saved in:
2
Pricing risky debts under a Markov-modudated Merton model with completely random measures
Lau, John W.
;
Siu, Tak Kuen
- In:
Computational economics
31
(
2008
)
3
,
pp. 255-288
Persistent link: https://www.econbiz.de/10003691910
Saved in:
3
Fast and accurate pricing of discretely monitored barrier options by numerical path integration
Skaug, Christian
;
Naess, Arvid
- In:
Computational economics
30
(
2007
)
2
,
pp. 143-151
Persistent link: https://www.econbiz.de/10003702548
Saved in:
4
A new approach for firm value and default probability estimation beyond Merton models
De Giuli, Maria Elena
;
Prienau, Karl
;
Maggi, Mario …
- In:
Computational economics
31
(
2008
)
2
,
pp. 161-180
Persistent link: https://www.econbiz.de/10003685972
Saved in:
5
Using Chebyshev polynomials to approximate partial differential equations : a reply
Mosiño, Alejandro
- In:
Computational economics
39
(
2012
)
1
,
pp. 13-27
Persistent link: https://www.econbiz.de/10009508051
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6
An integer programming model for pricing American contingent claims under transaction costs
Pınar, M. Ç.
;
Camcı, A.
- In:
Computational economics
39
(
2012
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10009508053
Saved in:
7
Efficient high-order numerical methods for pricing of options
Hajipour, Mojtaba
;
Malek, Alaeddin
- In:
Computational economics
45
(
2015
)
1
,
pp. 31-47
Persistent link: https://www.econbiz.de/10010511343
Saved in:
8
Using pseudo-parabolic and fractional equations for option pricing in jump diffusion models
Itkin, Andrey
;
Carr, Peter
- In:
Computational economics
40
(
2012
)
1
,
pp. 63-104
Persistent link: https://www.econbiz.de/10009627499
Saved in:
9
A second-order difference scheme for the penalized black-scholes equation governing American put option pricing
Cen, Zhongdi
;
Le, Anbo
;
Xu, Aimin
- In:
Computational economics
40
(
2012
)
1
,
pp. 49-62
Persistent link: https://www.econbiz.de/10009627518
Saved in:
10
The hitting time density for a reflected Brownian motion
Hu, Qin
;
Wang, Yongjin
;
Yang, Xuewei
- In:
Computational economics
40
(
2012
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10009627574
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