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Option pricing theory
199
Optionspreistheorie
199
Volatility
111
Volatilität
111
Stochastic process
105
Stochastischer Prozess
105
Derivat
63
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63
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58
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33
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Bayer, Christian
7
Gatheral, Jim
4
Jacquier, Antoine
4
Radoičić, Radoš
4
Tempone, Raúl
4
Chan, Tat Lung
3
Felpel, Mike
3
Horvath, Blanka Nora
3
Kienitz, Jörg
3
McWalter, Thomas A.
3
Pirjol, Dan
3
Wong, Hoi Ying
3
Ziveyi, Jonathan
3
Aguilar, Jean-Philippe
2
Alòs, Elisa
2
Ben Hammouda, Chiheb
2
Benth, Fred Espen
2
Bormetti, Giacomo
2
Bossu, Sébastien
2
Brigo, Damiano
2
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2
Carr, Peter
2
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2
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2
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2
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2
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2
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2
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Friz, Peter K.
2
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2
Glasserman, Paul
2
Glau, Kathrin
2
Godin, Frédéric
2
González-Urteaga, Ana
2
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International Conference on Futures and Other Derivatives <7., 2018, Schanghai>
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Quantitative finance
The journal of futures markets
920
International journal of theoretical and applied finance
567
Journal of banking & finance
421
Mathematical finance : an international journal of mathematics, statistics and financial theory
289
The journal of derivatives : the official publication of the International Association of Financial Engineers
289
The journal of computational finance
268
Applied mathematical finance
265
Finance and stochastics
256
Finance research letters
209
Review of derivatives research
209
Energy economics
208
The journal of finance : the journal of the American Finance Association
167
European journal of operational research : EJOR
165
Journal of financial economics
165
Journal of economic dynamics & control
164
IMF Working Papers
153
Insurance / Mathematics & economics
153
Journal of financial and quantitative analysis : JFQA
148
NBER working paper series
143
Working paper / National Bureau of Economic Research, Inc.
138
The European journal of finance
133
International review of financial analysis
132
International journal of financial engineering
124
Risks : open access journal
123
Computational economics
120
Journal of mathematical finance
118
International review of economics & finance : IREF
117
Applied economics
115
The North American journal of economics and finance : a journal of financial economics studies
115
The review of financial studies
113
Applied financial economics
111
Research paper series / Swiss Finance Institute
111
SpringerLink / Bücher
107
NBER Working Paper
105
Asia-Pacific financial markets
99
Review of quantitative finance and accounting
99
American journal of agricultural economics
94
Advances in futures and options research : a research annual
90
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ECONIS (ZBW)
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1
Informative option portfolios in filter design for option pricing models
Orłowski, Piotr
- In:
Quantitative finance
21
(
2021
)
6
,
pp. 945-965
Persistent link: https://www.econbiz.de/10012515627
Saved in:
2
CMS spread options
Hagan, Patrick S.
;
Lesniewski, Andrew
;
Skoufis, G. E.
; …
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1809-1824
Persistent link: https://www.econbiz.de/10012696777
Saved in:
3
The limitations of estimating implied densities from option prices
Shelton, Austin
;
Kane, Hayden
;
Favreau, Charles
- In:
Quantitative finance
21
(
2021
)
11
,
pp. 1885-1904
Persistent link: https://www.econbiz.de/10012696789
Saved in:
4
Speed-up credit exposure calculations for pricing and risk management
Glau, Kathrin
;
Pachón, Ricardo
;
Pötz, Christian
- In:
Quantitative finance
21
(
2021
)
3
,
pp. 481-499
Persistent link: https://www.econbiz.de/10012483835
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5
Pricing methods for α-quantile and perpetual early exercise options based on Spitzer identities
Phelan, C. E.
;
Marazzina, D.
;
Germano, G.
- In:
Quantitative finance
20
(
2020
)
6
,
pp. 899-918
Persistent link: https://www.econbiz.de/10012262635
Saved in:
6
A recursive method for static replication of autocallable structured products
Kim, Kyoung-Kuk
;
Lim, Dong-Young
- In:
Quantitative finance
19
(
2019
)
4
,
pp. 647-661
Persistent link: https://www.econbiz.de/10012194703
Saved in:
7
Pricing exchange options with correlated jump diffusion processes
Cufaro Petroni, Nicola
;
Sabino, Piergiacomo
- In:
Quantitative finance
20
(
2020
)
11
,
pp. 1811-1823
Persistent link: https://www.econbiz.de/10012313516
Saved in:
8
A second-order discretization with Malliavin weight and Quasi-Monte Carlo method for option pricing
Yamada, Toshihiro
;
Yamamoto, Kenta
- In:
Quantitative finance
20
(
2020
)
11
,
pp. 1825-1837
Persistent link: https://www.econbiz.de/10012313518
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9
A static replication approach for callable interest rate derivatives : mathematical foundations and efficient estimation of SIMM-MVA
Hoencamp, J. H.
;
Jain, Surbhi
;
Kandhai, B. D.
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 409-432
Persistent link: https://www.econbiz.de/10014552078
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10
Principled pasting : attaching tails to risk-neutral probability density functions recovered from option prices
Bollinger, Thomas R.
;
Melick, William Robert
;
Thomas, …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1751-1768
Persistent link: https://www.econbiz.de/10014452468
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