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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~isPartOf:"Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne"
~subject:"Currency option"
~subject:"Kapitaleinkommen"
~subject:"Monte Carlo simulation"
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Option Prices with Stochastic...
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Currency option
Kapitaleinkommen
Monte Carlo simulation
Option pricing theory
288
Optionspreistheorie
288
Theorie
158
Theory
158
Option trading
66
Optionsgeschäft
66
Volatility
60
Volatilität
60
USA
59
United States
59
Black-Scholes model
37
Black-Scholes-Modell
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Estimation
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Schätzung
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Zinsstruktur
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Zinsderivat
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Index futures
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Aktienoption
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Stock option
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Statistical distribution
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Statistische Verteilung
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Swap
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Monte-Carlo-Simulation
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Börsenkurs
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Share price
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Capital income
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Joshi, Mark S.
7
Andersen, Torben
1
Babsiri, Mohamed el
1
Bakshi, Gurdip S.
1
Bennett, Michael N.
1
Benzoni, Luca
1
Beveridge, Christopher
1
Boogert, Alexander
1
Brenner, Menachem
1
Chateauneuf, Alain
1
Chen, Ting
1
Chen, Zhiwu
1
Choi, Seung-mook S.
1
Coval, Joshua
1
Duan, Jin-Chuan
1
Duck, Peter W.
1
Dutt, Samir K.
1
Eldor, Rafi
1
Fournier, Mathieu
1
Gesser, Vincent
1
Ghamami, Samim
1
Grullon, Gustavo
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Hauser, Shmuel
1
Heston, Steven L.
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Jacobs, Kris
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Jones, Christopher S.
1
Jong, Cyriel de
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Kennedy, Joanne E.
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Khorram, Mehdi
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Leung, Yan
1
Li, Shuaiqi
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Lund, Jesper
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Lyandres, Evgeny
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López, José A.
1
Marcozzi, Michael D.
1
Mo, Haitao
1
Mostoufi, Mina
1
Navas, Javier F.
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1
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The journal of derivatives : the official publication of the International Association of Financial Engineers
The journal of finance : the journal of the American Finance Association
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
The journal of computational finance
46
International journal of theoretical and applied finance
39
Quantitative finance
34
The journal of futures markets
26
Journal of banking & finance
20
Journal of financial economics
20
Applied mathematical finance
19
Computational economics
19
Finance and stochastics
18
Mathematical finance : an international journal of mathematics, statistics and financial theory
16
European journal of operational research : EJOR
15
Journal of risk and financial management : JRFM
15
Energy economics
14
Finance research letters
14
The North American journal of economics and finance : a journal of financial economics studies
14
Journal of economic dynamics & control
12
Review of derivatives research
12
Working paper series / Centre for Practical Quantitative Finance
12
International journal of financial engineering
11
Management science : journal of the Institute for Operations Research and the Management Sciences
11
Risks : open access journal
11
Insurance / Mathematics & economics
10
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
10
Journal of financial and quantitative analysis : JFQA
9
Research paper series / Swiss Finance Institute
9
Review of quantitative finance and accounting
9
The European journal of finance
9
International review of financial analysis
8
Journal of econometrics
8
Journal of empirical finance
8
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Asia-Pacific financial markets
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Decisions in economics and finance : DEF ; a journal of applied mathematics
7
Journal of mathematical finance
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The review of financial studies
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International journal of economics and finance
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ECONIS (ZBW)
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1
An empirical investigation of continuous-time equity return models
Andersen, Torben
;
Benzoni, Luca
;
Lund, Jesper
- In:
The journal of finance : the journal of the American …
57
(
2002
)
3
,
pp. 1239-1284
Persistent link: https://www.econbiz.de/10001684993
Saved in:
2
Truncation and accerleration of the Tian tree for the pricing of American put options
Chen, Ting
;
Joshi, Mark S.
-
2010
Persistent link: https://www.econbiz.de/10008806595
Saved in:
3
Monte Carlo bounds for game options including convertible bonds
Beveridge, Christopher
;
Joshi, Mark S.
-
2010
Persistent link: https://www.econbiz.de/10008806621
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4
Gas storage valuation using a Monte Carlo method
Boogert, Alexander
;
Jong, Cyriel de
- In:
The journal of derivatives : the official publication …
15
(
2008
)
3
,
pp. 81-98
Persistent link: https://www.econbiz.de/10003673367
Saved in:
5
Fast sensitivity computations for Monte Carlo valuation of pension funds
Joshi, Mark S.
;
Pitt, David C.
-
2009
Persistent link: https://www.econbiz.de/10003924234
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6
Pricing and deltas of discretely-monitored barrier options using stratified sampling on the hitting-times to the barrier
Joshi, Mark S.
;
Tang, Robert
-
2009
Persistent link: https://www.econbiz.de/10003924345
Saved in:
7
Efficient Monte Carlo barrier option pricing when the underlying security price follows a jump-diffusion process
Ross, Sheldon M.
;
Ghamami, Samim
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
3
,
pp. 45-52
Persistent link: https://www.econbiz.de/10003961017
Saved in:
8
Relative option prices and risk-neutral skew as predictors of index returns
Ratcliff, Ryan
- In:
The journal of derivatives : the official publication …
21
(
2013
)
2
,
pp. 89-105
Persistent link: https://www.econbiz.de/10010358117
Saved in:
9
Kooderive : multi-core graphics cards, the LIBOR market model, least-squares Monte Carlo and the pricing of cancellable swaps
Joshi, Mark S.
-
2014
Persistent link: https://www.econbiz.de/10010348823
Saved in:
10
A guide to FX options quoting conventions
Reiswich, Dimitri
;
Wystup, Uwe
- In:
The journal of derivatives : the official publication …
18
(
2010
)
2
,
pp. 58-68
Persistent link: https://www.econbiz.de/10008771850
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