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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of empirical finance"
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Option Prices with Stochastic...
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United States
Option pricing theory
507
Optionspreistheorie
507
Stochastic process
217
Stochastischer Prozess
217
Volatility
185
Volatilität
185
Theorie
126
Theory
126
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107
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107
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99
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99
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81
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71
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44
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44
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Credit risk
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Kreditrisiko
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Markov chain
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Markov-Kette
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Statistische Verteilung
27
option pricing
27
Martingal
24
Martingale
24
Swap
24
Incomplete market
23
Unvollkommener Markt
23
stochastic volatility
23
Estimation
22
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22
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21
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20
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9
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Ammann, Manuel
1
Chu, Chi Chiu
1
Decamps, Marc
1
Fleming, Jeff
1
Goovaerts, Marc J.
1
Joshi, Mark
1
Kind, Axel
1
King, Alan J.
1
Koivu, Matti
1
Kwok, Yue-Kuen
1
Linaras, Charilaos E.
1
Pennanen, Teemu
1
Rebonato, Riccardo
1
Schoutens, Wim
1
Skiadopoulos, George
1
Stentoft, Lars
1
Wilde, Christian
1
Wu, Guojun
1
Xiao, Zhijie
1
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International journal of theoretical and applied finance
Journal of empirical finance
The journal of futures markets
44
The journal of derivatives : the official publication of the International Association of Financial Engineers
32
The review of financial studies
29
The journal of finance : the journal of the American Finance Association
23
Journal of financial and quantitative analysis : JFQA
19
Working paper / National Bureau of Economic Research, Inc.
19
Journal of financial economics
15
Journal of banking & finance
14
Review of derivatives research
11
The journal of fixed income
11
Real estate economics : journal of the American Real Estate and Urban Economics Association
10
The journal of real estate finance and economics
10
The journal of computational finance
9
Finance and economics discussion series
8
Advances in futures and options research : a research annual
6
American journal of agricultural economics
6
International review of economics & finance : IREF
6
Mathematical finance : an international journal of mathematics, statistics and financial theory
6
The journal of business : B
6
Working paper
6
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
6
Discussion paper / Centre for Economic Policy Research
5
Review of quantitative finance and accounting
5
Federal Reserve Bank of Cleveland working paper series
4
Insurance / Mathematics & economics
4
Journal of econometrics
4
Journal of international money and finance
4
Review of financial economics : RFE
4
The financial review : the official publication of the Eastern Finance Association
4
The journal of financial research
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Working paper series / Federal Reserve Bank of Atlanta
4
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
4
Advances in quantitative analysis of finance and accounting : a research annual
3
Applied financial economics
3
CORE discussion paper : DP
3
CREATES research paper
3
Canadian journal of agricultural economics : CJAE
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1
Pricing American options when the underlying asset follows GARCH processes
Stentoft, Lars
- In:
Journal of empirical finance
12
(
2005
)
4
,
pp. 576-611
Persistent link: https://www.econbiz.de/10003144806
Saved in:
2
Self exciting threshold interest rates models
Decamps, Marc
;
Goovaerts, Marc J.
;
Schoutens, Wim
- In:
International journal of theoretical and applied finance
9
(
2006
)
7
,
pp. 1093-1122
Persistent link: https://www.econbiz.de/10003395984
Saved in:
3
Implied volatility trees and pricing performance: Evidence from the S&P 100 options
Linaras, Charilaos E.
;
Skiadopoulos, George
- In:
International journal of theoretical and applied finance
8
(
2005
)
8
,
pp. 1085-1106
Persistent link: https://www.econbiz.de/10003280037
Saved in:
4
Valuation of guaranteed annuity options in affine term structure models
Chu, Chi Chiu
;
Kwok, Yue-Kuen
- In:
International journal of theoretical and applied finance
10
(
2007
)
2
,
pp. 363-387
Persistent link: https://www.econbiz.de/10003441993
Saved in:
5
Simulation-based pricing of convertible bonds
Ammann, Manuel
;
Kind, Axel
;
Wilde, Christian
- In:
Journal of empirical finance
15
(
2008
)
2
,
pp. 310-331
Persistent link: https://www.econbiz.de/10003699167
Saved in:
6
Calibrated option bounds
King, Alan J.
;
Koivu, Matti
;
Pennanen, Teemu
- In:
International journal of theoretical and applied finance
8
(
2005
)
2
,
pp. 141-159
Persistent link: https://www.econbiz.de/10002679452
Saved in:
7
A generalized partially linear model of asymmetric volatility
Wu, Guojun
;
Xiao, Zhijie
- In:
Journal of empirical finance
9
(
2002
)
3
,
pp. 287-319
Persistent link: https://www.econbiz.de/10001705438
Saved in:
8
A joint empirical and theoretical investigation of the modes of deformation of swaption matrices : implications for model choice
Rebonato, Riccardo
;
Joshi, Mark
- In:
International journal of theoretical and applied finance
5
(
2002
)
7
,
pp. 667-694
Persistent link: https://www.econbiz.de/10001743233
Saved in:
9
The quality of market volatility forecasts implied by S&P 100 index option prices
Fleming, Jeff
- In:
Journal of empirical finance
5
(
1998
)
4
,
pp. 317-345
Persistent link: https://www.econbiz.de/10001375188
Saved in:
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