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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"
~subject:"CAPM"
~subject:"Currency option"
~subject:"Kapitaleinkommen"
~subject:"Monte Carlo simulation"
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Option Prices with Stochastic...
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CAPM
Currency option
Kapitaleinkommen
Monte Carlo simulation
Option pricing theory
258
Optionspreistheorie
258
Theorie
146
Theory
146
Option trading
59
Optionsgeschäft
59
Volatility
56
Volatilität
56
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55
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55
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35
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11
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9
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9
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9
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9
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9
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39
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Lo, Andrew W.
2
Andersen, Torben
1
Aït-Sahalia, Yacine
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Babsiri, Mohamed el
1
Bakshi, Gurdip S.
1
Bennett, Michael N.
1
Benzoni, Luca
1
Boenawan, Kiekie
1
Boogert, Alexander
1
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1
Carr, Peter
1
Chateauneuf, Alain
1
Chen, Zhiwu
1
Chiang, Mi-Hsiu
1
Choi, Seung-mook S.
1
Chuang, Ming-Che
1
Coval, Joshua
1
Cvitanić, Jakša
1
Duan, Jin-Chuan
1
Duck, Peter W.
1
Dutt, Samir K.
1
Eldor, Rafi
1
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Hodder, James E.
1
Hull, John
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1
Jones, Christopher S.
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Jong, Cyriel de
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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
International journal of theoretical and applied finance
68
The journal of computational finance
50
Quantitative finance
46
Finance and stochastics
36
Mathematical finance : an international journal of mathematics, statistics and financial theory
35
Applied mathematical finance
33
The journal of futures markets
32
Journal of banking & finance
30
Journal of economic dynamics & control
26
Journal of financial economics
25
Finance research letters
24
Computational economics
23
Review of derivatives research
22
European journal of operational research : EJOR
21
Journal of mathematical finance
20
International journal of financial engineering
19
Risks : open access journal
19
Journal of risk and financial management : JRFM
18
Research paper series / Swiss Finance Institute
18
The European journal of finance
17
NBER working paper series
16
Review of quantitative finance and accounting
16
The North American journal of economics and finance : a journal of financial economics studies
16
Energy economics
15
Insurance / Mathematics & economics
15
Management science : journal of the Institute for Operations Research and the Management Sciences
15
Asia-Pacific financial markets
14
Working paper / National Bureau of Economic Research, Inc.
14
Working paper series / Centre for Practical Quantitative Finance
14
Annals of finance
12
International review of financial analysis
12
Journal of econometrics
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Journal of financial and quantitative analysis : JFQA
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Decisions in economics and finance : DEF ; a journal of applied mathematics
11
Journal of empirical finance
11
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
11
Applied economics
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[Rezension von: Elliott, Robert J. ..., Mathematics of financial markets]
Cvitanić, Jakša
- In:
The journal of finance : the journal of the American …
55
(
2000
)
2
,
pp. 995-996
Persistent link: https://www.econbiz.de/10001497491
Saved in:
2
Assessing the incremental value of option pricing theory relative to an informationally passive benchmark
Figlewski, Stephen
- In:
The journal of derivatives : the official publication …
10
(
2002
)
1
,
pp. 80-96
Persistent link: https://www.econbiz.de/10001718716
Saved in:
3
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:
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
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:
6
Calibrating and pricing with a stochastic-local volatility model
Tian, Yu
;
Zhu, Zili
;
Lee, Geoffrey
;
Klebaner, Fima C.
; …
- In:
The journal of derivatives : the official publication …
22
(
2015
)
3
,
pp. 21-39
Persistent link: https://www.econbiz.de/10011399673
Saved in:
7
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:
8
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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9
Just-in-time Monte Carlo for path-dependent American options
Dutt, Samir K.
;
Welke, Gerd M.
- In:
The journal of derivatives : the official publication …
15
(
2008
)
4
,
pp. 29-47
Persistent link: https://www.econbiz.de/10003733222
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10
Quanto pricing with copulas
Bennett, Michael N.
;
Kennedy, Joanne E.
- In:
The journal of derivatives : the official publication …
12
(
2004
)
1
,
pp. 26-45
Persistent link: https://www.econbiz.de/10002210955
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