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Option pricing theory
218
Optionspreistheorie
218
Theorie
107
Theory
107
Stochastic process
81
Stochastischer Prozess
81
Volatility
41
Volatilität
41
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32
Martingale
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Hedging
29
Option trading
28
Optionsgeschäft
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Arbitrage Pricing
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Arbitrage pricing
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Interest rate derivative
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Risiko
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Carr, Peter
6
Filipović, Damir
5
Hobson, David G.
5
Kabanov, Jurij M.
5
Belomestny, Denis
4
Cox, Alexander M. G.
4
Lee, Roger
4
Linetsky, Vadim
4
Obłój, Jan
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Alòs, Elisa
3
Benth, Fred Espen
3
Cuchiero, Christa
3
Glasserman, Paul
3
Keller-Ressel, Martin
3
Li, Lingfei
3
Mijatovi´c, Aleksandar
3
Muhle-Karbe, Johannes
3
Nutz, Marcel
3
Soner, Halil Mete
3
Touzi, Nizar
3
Ackerer, Damien
2
Arai, Takuji
2
Beiglböck, Mathias
2
Bender, Christian
2
Biagini, Francesca
2
Bouchard, Bruno
2
Brigo, Damiano
2
Carmona, René
2
Cont, Rama
2
Dassios, Angelos
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Detering, Nils
2
Eberlein, Ernst
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Figueroa-López, José E.
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Fontana, Claudio
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Forde, Martin
2
Fouque, Jean-Pierre
2
Fournié, Éric
2
Giles, Michael B.
2
Glau, Kathrin
2
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Finance and stochastics
Journal of banking & finance
992
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
612
Die Bank
609
International journal of theoretical and applied finance
470
Euromoney
423
NBER working paper series
343
Finance research letters
336
IMF working papers
281
Working paper / National Bureau of Economic Research, Inc.
277
Der langfristige Kredit : Zeitschrift für Finanzierung, Kapitalanlage und Immobilienwesen
275
The journal of futures markets
266
SpringerLink / Bücher
262
Applied economics
255
Europäische Hochschulschriften / 5
255
Mathematical finance : an international journal of mathematics, statistics and financial theory
255
NBER Working Paper
255
The journal of computational finance
254
Applied mathematical finance
244
Journal of financial stability
240
Research in international business and finance
226
Sparkasse : Manager-Magazin für die Sparkassen-Finanzgruppe
216
Journal of international financial markets, institutions & money
213
Discussion paper / Centre for Economic Policy Research
208
The journal of derivatives : the official publication of the International Association of Financial Engineers
205
European journal of operational research : EJOR
204
Quantitative finance
204
International review of financial analysis
203
International journal of economics and financial issues : IJEFI
198
Journal of financial economics
196
Economic modelling
190
Journal of financial services research : JFSR
190
Bank-Betrieb : Zeitschrift für Bankpolitik u. Bankpraxis
188
International journal of economics and finance
187
The bankers' magazine : and journal of the money market and railway digest
187
International review of economics & finance : IREF
184
Journal of money, credit and banking : JMCB
180
The European journal of finance
178
Applied economics letters
173
Journal of economic dynamics & control
173
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ECONIS (ZBW)
220
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1
Basket CDS pricing with interacting intensities
Zheng, Harry
;
Jiang, Lishang
- In:
Finance and stochastics
13
(
2009
)
3
,
pp. 445-469
Persistent link: https://www.econbiz.de/10003899327
Saved in:
2
Interacting particle systems for the computation of rare credit portfolio losses
Carmona, René
;
Fouque, Jean-Pierre
;
Vestal, Douglas
- In:
Finance and stochastics
13
(
2009
)
4
,
pp. 613-633
Persistent link: https://www.econbiz.de/10003899538
Saved in:
3
Long run forward rates and long yields of bonds and options in heterogeneous equilibria
Malamud, Semyon
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 245-264
Persistent link: https://www.econbiz.de/10003716265
Saved in:
4
On the duality principle in option pricing : semimartingale setting
Eberlein, Ernst
;
Papapantoleon, Antonis
;
Širjaev, …
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 265-292
Persistent link: https://www.econbiz.de/10003716266
Saved in:
5
Comparison of option prices in seminartingale models
Bergenthum, Jan
;
Rüschendorf, Ludger
- In:
Finance and stochastics
10
(
2006
)
2
,
pp. 222-249
Persistent link: https://www.econbiz.de/10003334918
Saved in:
6
Option pricing for pure jump processes with Markov switching compensators
Elliott, Robert J. R.
;
Osakwe, Carlton-James U.
- In:
Finance and stochastics
10
(
2006
)
2
,
pp. 250-275
Persistent link: https://www.econbiz.de/10003334921
Saved in:
7
On perpetual American put valuation and first-passage in a regime-switching model with jumps
Jiang, Zhengjun
;
Pistorius, Martijn R.
- In:
Finance and stochastics
12
(
2008
)
3
,
pp. 331-355
Persistent link: https://www.econbiz.de/10003899193
Saved in:
8
Pricing by hedging and no-arbitrage beyond semimartingales
Bender, Christian
;
Sottinen, Tommi
;
Valkeila, Esko
- In:
Finance and stochastics
12
(
2008
)
4
,
pp. 441-468
Persistent link: https://www.econbiz.de/10003899260
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9
Arbitrage-free market models for option prices : the multi-strike case
Schweizer, Martin
;
Wissel, Johannes
- In:
Finance and stochastics
12
(
2008
)
4
,
pp. 469-505
Persistent link: https://www.econbiz.de/10003899262
Saved in:
10
American and European options in multi-factor jump-diffusion models, near expiry
Levendorskij, Sergej Z.
- In:
Finance and stochastics
12
(
2008
)
4
,
pp. 541-560
Persistent link: https://www.econbiz.de/10003899270
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