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~isPartOf:"International journal of financial engineering"
~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Currency option"
~subject:"Kapitaleinkommen"
~subject:"Monte Carlo simulation"
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Option Prices with Stochastic...
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Currency option
Kapitaleinkommen
Monte Carlo simulation
Option pricing theory
374
Optionspreistheorie
374
Theorie
148
Theory
148
Volatility
103
Volatilität
103
Option trading
91
Optionsgeschäft
91
Stochastic process
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Portfolio selection
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Aktienoption
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Credit risk
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Andersen, Torben
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Babsiri, Mohamed el
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Bakshi, Gurdip S.
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Bennett, Michael N.
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Benzoni, Luca
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Ding, Deng
1
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1
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1
Dutt, Samir K.
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Eldor, Rafi
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Fusaro, Michelangelo
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International journal of financial engineering
The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of finance : the journal of the American Finance Association
The journal of computational finance
46
International journal of theoretical and applied finance
39
Quantitative finance
34
The journal of futures markets
26
Journal of banking & finance
20
Journal of financial economics
20
Applied mathematical finance
19
Computational economics
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Finance and stochastics
18
Mathematical finance : an international journal of mathematics, statistics and financial theory
16
European journal of operational research : EJOR
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Journal of risk and financial management : JRFM
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Energy economics
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Finance research letters
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The North American journal of economics and finance : a journal of financial economics studies
14
Journal of economic dynamics & control
12
Review of derivatives research
12
Working paper series / Centre for Practical Quantitative Finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
11
Risks : open access journal
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Insurance / Mathematics & economics
10
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
10
Journal of financial and quantitative analysis : JFQA
9
Research paper series / Swiss Finance Institute
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Review of quantitative finance and accounting
9
The European journal of finance
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International review of financial analysis
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Journal of econometrics
8
Journal of empirical finance
8
Applied economics
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Asia-Pacific financial markets
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Journal of mathematical finance
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The review of financial studies
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International journal of economics and finance
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1
Asymmetries in financial returns
Madan, Dilip B.
;
Wang, King
- In:
International journal of financial engineering
4
(
2017
)
4
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011807103
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2
An empirical investigation of continuous-time equity return models
Andersen, Torben
;
Benzoni, Luca
;
Lund, Jesper
- In:
The journal of finance : the journal of the American …
57
(
2002
)
3
,
pp. 1239-1284
Persistent link: https://www.econbiz.de/10001684993
Saved in:
3
Gas storage valuation using a Monte Carlo method
Boogert, Alexander
;
Jong, Cyriel de
- In:
The journal of derivatives : the official publication …
15
(
2008
)
3
,
pp. 81-98
Persistent link: https://www.econbiz.de/10003673367
Saved in:
4
Efficient Monte Carlo barrier option pricing when the underlying security price follows a jump-diffusion process
Ross, Sheldon M.
;
Ghamami, Samim
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
3
,
pp. 45-52
Persistent link: https://www.econbiz.de/10003961017
Saved in:
5
An accumulator pricing method based on Fourier cosine series expansions
Ding, Deng
;
Wang, Wenfei
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011333433
Saved in:
6
New explicit closed form formulae for the prices of catastrophe options
Jin, Yunguo
;
Zhong, Shouming
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011333444
Saved in:
7
Relative option prices and risk-neutral skew as predictors of index returns
Ratcliff, Ryan
- In:
The journal of derivatives : the official publication …
21
(
2013
)
2
,
pp. 89-105
Persistent link: https://www.econbiz.de/10010358117
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8
A guide to FX options quoting conventions
Reiswich, Dimitri
;
Wystup, Uwe
- In:
The journal of derivatives : the official publication …
18
(
2010
)
2
,
pp. 58-68
Persistent link: https://www.econbiz.de/10008771850
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9
Just-in-time Monte Carlo for path-dependent American options
Dutt, Samir K.
;
Welke, Gerd M.
- In:
The journal of derivatives : the official publication …
15
(
2008
)
4
,
pp. 29-47
Persistent link: https://www.econbiz.de/10003733222
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10
Quanto pricing with copulas
Bennett, Michael N.
;
Kennedy, Joanne E.
- In:
The journal of derivatives : the official publication …
12
(
2004
)
1
,
pp. 26-45
Persistent link: https://www.econbiz.de/10002210955
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