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Option pricing theory
467
Optionspreistheorie
467
Volatility
245
Volatilität
245
Stochastic process
242
Stochastischer Prozess
242
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212
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option pricing
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Benth, Fred Espen
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Levendorskij, Sergej Z.
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Brigo, Damiano
9
Jeanblanc, Monique
9
Kwok, Yue-Kuen
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Elliott, Robert J.
7
Gapeev, Pavel V.
7
Takahashi, Akihiko
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Fabozzi, Frank J.
6
Rebonato, Riccardo
6
Avellaneda, Marco
5
Bielecki, Tomasz R.
5
Bojarčenko, Svetlana I.
5
Chiarella, Carl
5
Hui, Cho H.
5
Joshi, Mark S.
5
Liu, Rui Hua
5
Lo, C. F.
5
Oosterlee, Cornelis W.
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Pallavicini, Andrea
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Račev, Svetlozar T.
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Rutkowski, Marek
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Schoutens, Wim
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Siu, Tak Kuen
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Ehrhardt, Matthias
4
Ekström, Erik
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Hess, Markus
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Hughston, Lane P.
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Macrina, Andrea
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Wu, Lixin
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Antonelli, Fabio
3
Arai, Takuji
3
Aurell, Erik
3
Bayraktar, Erhan
3
Bernard, Carole
3
Biagini, Francesca
3
Boyarchenko, Mitya
3
Brody, Dorje C.
3
Buescu, Cristin
3
Capriotti, Luca
3
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International journal of theoretical and applied finance
NBER working paper series
1,101
Finance research letters
917
The journal of futures markets
911
Working paper / National Bureau of Economic Research, Inc.
911
Journal of banking & finance
889
MPRA Paper
880
Energy economics
849
NBER Working Paper
820
NBER Working Papers
777
Applied economics
646
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588
International review of financial analysis
578
International review of economics & finance : IREF
541
Economic modelling
537
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499
ECB Working Paper
484
Economics letters
478
IMF Working Papers
471
Journal of econometrics
462
The North American journal of economics and finance : a journal of financial economics studies
457
Research paper series / Swiss Finance Institute
447
Applied financial economics
444
Discussion paper / Centre for Economic Policy Research
442
Applied economics letters
426
CEPR Discussion Papers
418
CESifo working papers
408
Research in international business and finance
403
Journal of international money and finance
401
Journal of financial economics
381
Journal of empirical finance
380
IMF working papers
370
Discussion paper / Tinbergen Institute
351
CESifo Working Paper
348
Journal of international financial markets, institutions & money
346
Journal of economic dynamics & control
344
Journal of risk and financial management : JRFM
330
Quantitative finance
327
Mathematical finance : an international journal of mathematics, statistics and financial theory
325
The European journal of finance
322
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ECONIS (ZBW)
641
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1
A unified market model for swaptions and constant maturity swaps
Tee, Chyng Wen
;
Kerkhof, Franciscus Lambertus Johannes
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012652680
Saved in:
2
Lévy-Vasicek models and the long-
bond
return process
Brody, Dorje C.
;
Hughston, Lane P.
;
Meier, David M.
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011889447
Saved in:
3
A comparison of pricing kernels for GARCH option pricing with generalized hyperbolic distributions
Badescu, Alexandru
;
Elliott, Robert J.
;
Kulperger, Reg
; …
- In:
International journal of theoretical and applied finance
14
(
2011
)
5
,
pp. 669-708
Persistent link: https://www.econbiz.de/10009298478
Saved in:
4
The CARMA interest rate model
Andresen, Arne
;
Benth, Fred Espen
;
Koekebakker, Steen
; …
- In:
International journal of theoretical and applied finance
17
(
2014
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10010363925
Saved in:
5
Pricing interest rate derivatives under monetary changes
Genaro, Alan de
;
Avellaneda, Marco
- In:
International journal of theoretical and applied finance
21
(
2018
)
6
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011926590
Saved in:
6
An arithmetic pure-jump multi-curve interest rate model
Hess, Markus
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012183228
Saved in:
7
Locally risk-neutral valuation of options in GARCH models based on variance-gamma process
Kao, Lie Jane
- In:
International journal of theoretical and applied finance
15
(
2012
)
2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10009624510
Saved in:
8
Exact pricing with stochastic
volatility
and jumps
D'Ippoliti, Fernanda
;
Moretto, Enrico
;
Pasquali, Sara
; …
- In:
International journal of theoretical and applied finance
13
(
2010
)
6
,
pp. 901-929
Persistent link: https://www.econbiz.de/10008905110
Saved in:
9
Hedging (co)variance risk with variance swaps
Fonseca, José da
;
Grasselli, Martino
;
Ielpo, Florian
- In:
International journal of theoretical and applied finance
14
(
2011
)
6
,
pp. 899-943
Persistent link: https://www.econbiz.de/10009380996
Saved in:
10
Arbitrage-free valuation of bilateral counterparty risk for interest-rate products : impact of volatilities and correlations
Brigo, Damiano
;
Pallavicini, Andrea
;
Papatheodorou, …
- In:
International journal of theoretical and applied finance
14
(
2011
)
6
,
pp. 773-802
Persistent link: https://www.econbiz.de/10009381011
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