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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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Bayer, Christian
7
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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
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Kienitz, Jörg
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McWalter, Thomas A.
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Wong, Hoi Ying
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Alòs, Elisa
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Ben Hammouda, Chiheb
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Benth, Fred Espen
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Bossu, Sébastien
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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
634
International journal of theoretical and applied finance
540
Journal of econometrics
537
Journal of banking & finance
395
NBER working paper series
354
European journal of operational research : EJOR
344
Finance research letters
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Economics letters
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Discussion paper series / IZA
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Energy economics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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The journal of computational finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Working paper / National Bureau of Economic Research, Inc.
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IMF Working Papers
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Computational economics
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Risks : open access journal
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Insurance / Mathematics & economics
195
Review of derivatives research
194
Journal of risk and financial management : JRFM
190
Technological forecasting & social change : an international journal
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International journal of forecasting
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Applied economics letters
186
International journal of production research
185
Economic modelling
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Journal of business research : JBR
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Journal of economic dynamics & control
182
CEMMAP working papers / Centre for Microdata Methods and Practice
175
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
175
International review of financial analysis
168
Journal of financial economics
168
Springer eBook Collection
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Econometric theory
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International review of economics & finance : IREF
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ECONIS (ZBW)
249
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1
Machine learning for quantitative finance : fast
derivative
pricing, hedging and fitting
De Spiegeleer, Jan
;
Madan, Dilip B.
;
Reyners, Sofie
; …
- In:
Quantitative finance
18
(
2018
)
10
,
pp. 1635-1643
Persistent link: https://www.econbiz.de/10012259802
Saved in:
2
Deep learning-based least squares forward-backward stochastic differential equation solver for high-dimensional
derivative
pricing
Liang, Jian
;
Xu, Zhe
;
Li, Peter
- In:
Quantitative finance
21
(
2021
)
8
,
pp. 1309-1323
Persistent link: https://www.econbiz.de/10012608649
Saved in:
3
Pricing high-dimensional American options by kernel ridge regression
Hu, Wenbin
;
Zastawniak, Tomasz
- In:
Quantitative finance
20
(
2020
)
5
,
pp. 851-865
Persistent link: https://www.econbiz.de/10012262630
Saved in:
4
Bitcoin : jumps, convenience yields, and option prices
Hilliard, Jimmy E.
;
Ngo, Julie T. D.
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 2079-2091
Persistent link: https://www.econbiz.de/10013490923
Saved in:
5
Machine learning for pricing American options in high-dimensional Markovian and non-Markovian models
Goudenège, Ludovic
;
Molent, Andrea
;
Zanette, Antonino
- In:
Quantitative finance
20
(
2020
)
4
,
pp. 573-591
Persistent link: https://www.econbiz.de/10012194908
Saved in:
6
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:
7
Equal risk pricing and hedging of financial derivatives with convex risk measures
Marzban, Saeed
;
Delage, Erick
;
Li, Jonathan Yu-Meng
- In:
Quantitative finance
22
(
2022
)
1
,
pp. 47-73
Persistent link: https://www.econbiz.de/10012872521
Saved in:
8
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:
9
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:
10
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
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