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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:"Currency option"
~subject:"Derivat"
~subject:"Kapitaleinkommen"
~subject:"Monte Carlo simulation"
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Option Prices with Stochastic...
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Currency option
Derivat
Kapitaleinkommen
Monte Carlo simulation
Option pricing theory
257
Optionspreistheorie
257
Theorie
145
Theory
145
Option trading
59
Optionsgeschäft
59
Volatility
56
Volatilität
56
USA
55
United States
55
Black-Scholes model
35
Black-Scholes-Modell
35
Estimation
31
Schätzung
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Yield curve
27
Zinsstruktur
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Derivative
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Hedging
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Stochastic process
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Stochastischer Prozess
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CAPM
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Index futures
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Index-Futures
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Aktienoption
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Stock option
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Interest rate derivative
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Zinsderivat
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Statistical distribution
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Statistische Verteilung
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Swap
13
Börsenkurs
11
Share price
11
Capital income
9
Portfolio selection
9
Portfolio-Management
9
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9
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9
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English
47
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Carr, Peter
2
Andersen, Torben
1
Aït-Sahalia, Yacine
1
Babsiri, Mohamed el
1
Bakshi, Gurdip S.
1
Bennett, Michael N.
1
Benninga, Simon
1
Benzoni, Luca
1
Blume, Marshall E.
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Boogert, Alexander
1
Brenner, Menachem
1
Broadie, Mark
1
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1
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1
Chiang, Mi-Hsiu
1
Choi, Seung-mook S.
1
Chuang, Ming-Che
1
Collin-Dufresne, Pierre
1
Coval, Joshua
1
Dai, Tian-shyr
1
De Spiegeleer, Jan
1
Duan, Jin-Chuan
1
Duck, Peter W.
1
Dutt, Samir K.
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Edwards, Craig Steven
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Eldor, Rafi
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Figlewski, Stephen
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Gay, Gerald D.
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American Finance Association
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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
137
Applied mathematical finance
76
The journal of computational finance
72
Quantitative finance
67
The journal of futures markets
55
Review of derivatives research
53
Journal of banking & finance
50
European journal of operational research : EJOR
42
Mathematical finance : an international journal of mathematics, statistics and financial theory
38
Finance and stochastics
36
Journal of mathematical finance
36
Energy economics
35
International journal of financial engineering
35
Computational economics
32
Journal of economic dynamics & control
31
The North American journal of economics and finance : a journal of financial economics studies
30
Risks : open access journal
29
Finance research letters
28
The European journal of finance
28
Journal of financial economics
26
Journal of risk and financial management : JRFM
25
Insurance / Mathematics & economics
24
Journal of econometrics
24
International review of financial analysis
22
The journal of derivatives : JOD
22
International review of economics & finance : IREF
20
Management science : journal of the Institute for Operations Research and the Management Sciences
19
Research paper series / Swiss Finance Institute
19
Applied economics letters
17
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
17
SpringerLink / Bücher
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Journal of financial and quantitative analysis : JFQA
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Annals of finance
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Asia-Pacific financial markets
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SFB 649 discussion paper
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ECONIS (ZBW)
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1
On the optimality of portfolio insurance
Benninga, Simon
- In:
The journal of finance : the journal of the American …
40
(
1985
)
5
,
pp. 1341-1352
Persistent link: https://www.econbiz.de/10001007042
Saved in:
2
Stock splits, volatility increases, and implied volatilities
Sheikh, Aamir M.
- In:
The journal of finance : the journal of the American …
44
(
1989
)
5
,
pp. 1361-1372
Persistent link: https://www.econbiz.de/10001080354
Saved in:
3
Options arbitrage in imperfect markets
Figlewski, Stephen
- In:
The journal of finance : the journal of the American …
44
(
1989
)
5
,
pp. 1289-1311
Persistent link: https://www.econbiz.de/10001080358
Saved in:
4
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:
5
[Rezension von: Hull, John, Options, futures, and other derivative securities]
Gay, Gerald D.
- In:
The journal of finance : the journal of the American …
45
(
1990
)
1
,
pp. 312-316
Persistent link: https://www.econbiz.de/10001344121
Saved in:
6
Simulating path-dependent options : a new approach
Babsiri, Mohamed el
;
Noel, Gerald
- In:
The journal of derivatives : the official publication …
6
(
1998
)
2
,
pp. 65-83
Persistent link: https://www.econbiz.de/10001355631
Saved in:
7
Papers and proceedings : Fifty-ninth annual meeting, New York, New York January 4-6, 1999 // American Finance Association. Hans R. Stoll, selection ed.
Stoll, Hans R.
(
contributor
)
-
American Finance Association
-
1999
Persistent link: https://www.econbiz.de/10001395744
Saved in:
8
The valuation of sequential exchange opportunities
Carr, Peter
- In:
The journal of finance : the journal of the American …
43
(
1988
)
5
,
pp. 1235-1256
Persistent link: https://www.econbiz.de/10001073000
Saved in:
9
A discrete time option model dependent on expected return : a note
O'Brien, Thomas J.
- In:
The journal of finance : the journal of the American …
41
(
1986
)
2
,
pp. 515-520
Persistent link: https://www.econbiz.de/10001015096
Saved in:
10
Equilibrium valuation of foreign exchange claims
Bakshi, Gurdip S.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
2
,
pp. 799-826
Persistent link: https://www.econbiz.de/10001222420
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