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~isPartOf:"Quantitative finance"
~subject:"Arbeitsmarkt"
~subject:"Optionspreistheorie"
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Arbeitsmarkt
Optionspreistheorie
Option pricing theory
199
Volatility
107
Volatilität
107
Stochastic process
103
Stochastischer Prozess
103
Option trading
54
Optionsgeschäft
54
Derivat
44
Derivative
44
Option pricing
30
Hedging
28
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Bayer, Christian
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Gatheral, Jim
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Jacquier, Antoine
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Radoičić, Radoš
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Tempone, Raúl
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Chan, Tat Lung
3
Felpel, Mike
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Horvath, Blanka Nora
3
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3
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3
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2
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2
Ben Hammouda, Chiheb
2
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2
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2
Cheang, Gerald H. L.
2
Cui, Zhenyu
2
Dai, Tian-Shyr
2
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2
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2
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2
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Hainaut, Donatien
2
He, Xin-Jiang
2
Hilliard, Jimmy E.
2
Hull, John
2
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Kim, Kyoung-Kuk
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Quantitative finance
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
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
Computational economics
107
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
57
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ECONIS (ZBW)
199
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1
The principle of not feeling the boundary for the SABR model
Chen, Nan
;
Yang, Nian
- In:
Quantitative finance
19
(
2019
)
3
,
pp. 427-436
Persistent link: https://www.econbiz.de/10012194662
Saved in:
2
The Zumbach effect under rough Heston
El Euch, Omar
;
Gatheral, Jim
;
Radoičić, Radoš
; …
- In:
Quantitative finance
20
(
2020
)
2
,
pp. 235-241
Persistent link: https://www.econbiz.de/10012194863
Saved in:
3
Forecasting market index volatility using Ross-recovered distributions
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 255-271
Persistent link: https://www.econbiz.de/10013167736
Saved in:
4
The SINC way : a fast and accurate approach to Fourier pricing
Baschetti, Fabio
;
Bormetti, Giacomo
;
Romagnoli, Silvia
; …
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 427-446
Persistent link: https://www.econbiz.de/10013167768
Saved in:
5
A fast algorithm for simulation of rough volatility models
Ma, Jingtang
;
Wu, Haofei
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 447-462
Persistent link: https://www.econbiz.de/10013167769
Saved in:
6
Short-dated smile under rough volatility : asymptotics and numerics
Friz, Peter K.
;
Gassiat, Paul
;
Pigato, Paolo
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 463-480
Persistent link: https://www.econbiz.de/10013167770
Saved in:
7
Robust control in a rough environment
Han, Bingyan
;
Wong, Hoi Ying
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 481-500
Persistent link: https://www.econbiz.de/10013167772
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8
Additive normal tempered stable processes for equity derivatives and power-law scaling
Azzone, Michele
;
Baviera, Roberto
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 501-518
Persistent link: https://www.econbiz.de/10013167773
Saved in:
9
Performance measurement for option portfolios in a stochastic volatility framework
Baule, Rainer
;
Entrop, Oliver
;
Wessels, Sebastian
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 519-539
Persistent link: https://www.econbiz.de/10013167776
Saved in:
10
Tempered stable processes with time-varying exponential tails
Kim, Young Shin
;
Roh, Kum-Hwan
;
Douady, Raphaël
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 541-561
Persistent link: https://www.econbiz.de/10013167779
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