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~subject:"Derivat"
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Derivat
Risk
44,862
Risiko
44,411
Theorie
30,162
Theory
29,603
Stochastischer Prozess
17,211
Stochastic process
16,770
Optionspreistheorie
14,810
Option pricing theory
14,351
Volatilität
8,423
Volatility
8,322
Risikomanagement
6,980
Portfolio-Management
6,847
Risk management
6,842
Portfolio selection
6,788
Schätzung
5,575
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5,450
risk
4,514
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4,334
United States
4,150
Kapitaleinkommen
3,901
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3,891
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3,607
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3,565
CAPM
3,486
Entscheidung unter Unsicherheit
3,442
Decision under uncertainty
3,440
Börsenkurs
3,125
Optionsgeschäft
3,090
Derivative
3,082
Option trading
3,066
Share price
3,065
Mathematische Optimierung
2,662
Mathematical programming
2,653
Risikomaß
2,465
Risk measure
2,461
Hedging
2,278
Prognoseverfahren
2,168
Risikoprämie
2,160
Risk premium
2,141
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895
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Hull, John
30
Benth, Fred Espen
24
Madan, Dilip B.
18
Schoutens, Wim
18
Härdle, Wolfgang
16
Fabozzi, Frank J.
15
Wang, Xingchun
15
Chiarella, Carl
14
Prokopczuk, Marcel
14
Carr, Peter
13
Jarrow, Robert A.
13
Joshi, Mark S.
13
Schlögl, Erik
13
Cui, Zhenyu
12
Escobar, Marcos
12
Hess, Markus
12
Deutsch, Hans-Peter
11
Lo, Andrew W.
11
McAleer, Michael
11
Nikitopoulos, Christina Sklibosios
11
Gouriéroux, Christian
10
Howison, Sam
10
Platen, Eckhard
10
Branger, Nicole
9
Brigo, Damiano
9
Fouque, Jean-Pierre
9
Kyriakou, Ioannis
9
López Cabrera, Brenda
9
Steiner, Manfred
9
Takahashi, Akihiko
9
Zheng, Wendong
9
Acharya, Viral V.
8
Cheng, Benjamin
8
Härdle, Wolfgang K.
8
Kwok, Yue-Kuen
8
Monfort, Alain
8
Osipenko, Maria
8
Packham, Natalie
8
Perrakis, Stylianos
8
Račev, Svetlozar T.
8
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National Bureau of Economic Research
15
Eberhard Karls Universität Tübingen
2
Ekonomiska forskningsinstitutet <Stockholm>
2
Institute of Finance and Accounting <London>
2
International Association of Financial Engineers
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
Springer Fachmedien Wiesbaden
2
Universität Zürich / Institut für Schweizerisches Bankwesen
2
Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
1
Bank für Internationalen Zahlungsausgleich
1
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Basel Committee on Banking Supervision
1
Berliner Wissenschafts-Verlag
1
Centre for Analytical Finance <Århus>
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Conference on Risks Involving Derivatives and Other New Financial Instruments <1996, Siena>
1
Deutsche Forschungsgemeinschaft
1
Erasmus Research Institute of Management
1
Expert Meeting on Crisis and Development in Latin America and the Caribbean, Santiago, Chile, 29.4.-3.5.1985
1
Fachverlag für Wirtschafts- und Steuerrecht Schäffer <Stuttgart>
1
Federal Reserve Bank of Atlanta
1
Federal Reserve Bank of St. Louis
1
Financial Markets Conference, Credit Derivatives: Where's the Risk? <2007, Atlanta, Ga.>
1
Goethe-Universität Frankfurt am Main
1
Institute for Fiscal Studies
1
Instituto Valenciano de Investigaciones Económicas
1
International Conference on Derivatives and Risk Management <2003, Schanghai>
1
John Deutsch Institute for the Study of Economic Policy
1
Judge Institute of Management Studies
1
Københavns Universitet / Økonomisk Institut
1
New York Institute of Finance
1
Nomos Verlagsgesellschaft
1
Pearson Studium
1
Practising Law Institute
1
Salomon Brothers Center for the Study of Financial Institutions
1
Schmalenbach-Gesellschaft für Betriebswirtschaft / Arbeitskreis Finanzierungsrechnung
1
Senter for Anvendt Forskning <Oslo; Bergen, Norwegen>
1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
1
Springer International Publishing
1
Springer-Verlag GmbH
1
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Published in...
All
International journal of theoretical and applied finance
116
Applied mathematical finance
67
Review of derivatives research
48
The journal of futures markets
47
Quantitative finance
45
Journal of banking & finance
38
Energy economics
37
European journal of operational research : EJOR
35
The journal of computational finance
35
Journal of mathematical finance
33
International journal of financial engineering
28
Mathematical finance : an international journal of mathematics, statistics and financial theory
26
Finance and stochastics
25
Journal of economic dynamics & control
25
Risks : open access journal
24
Finance research letters
23
The European journal of finance
23
International review of economics & finance : IREF
21
The North American journal of economics and finance : a journal of financial economics studies
21
The journal of derivatives : JOD
21
The journal of derivatives : the official publication of the International Association of Financial Engineers
19
Insurance / Mathematics & economics
18
Journal of econometrics
18
SpringerLink / Bücher
18
International review of financial analysis
17
Annals of finance
16
Computational economics
16
Applied economics letters
15
NBER working paper series
15
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
14
Applied economics
13
SFB 649 discussion paper
13
Journal of risk and financial management : JRFM
11
Mathematics and financial economics
11
NBER Working Paper
11
Research paper series / Swiss Finance Institute
11
Working paper / National Bureau of Economic Research, Inc.
11
Journal of financial economics
10
Management science : journal of the Institute for Operations Research and the Management Sciences
10
Mathematical finance
10
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ECONIS (ZBW)
3,079
EconStor
4
OLC EcoSci
2
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1
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1
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
Saved in:
2
Fractional Black-Scholes equation
Aghili, A.
- In:
International journal of financial engineering
4
(
2017
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011673108
Saved in:
3
Computing deltas without derivatives
Baños, D.
;
Meyer-Brandis, T.
;
Proske, Frank
;
Duedahl, S.
- In:
Finance and stochastics
21
(
2017
)
2
,
pp. 509-549
Persistent link: https://www.econbiz.de/10011944403
Saved in:
4
On the multidimensional Black-Scholes partial differential equation
Guillaume, Tristan
- In:
Decision making and risk/return optimization in …
,
(pp. 229-251)
.
2019
Persistent link: https://www.econbiz.de/10012134802
Saved in:
5
Drawbacks and limitations of Black-Scholes model for options pricing
Janková, Zuzana
- In:
Journal of financial studies & research : JFSR
2018
(
2018
),
pp. 1-7
Persistent link: https://www.econbiz.de/10011977593
Saved in:
6
A
risk
-neutral equilibrium leading to uncertain volatility pricing
Muhle-Karbe, Johannes
;
Nutz, Marcel
- In:
Finance and stochastics
22
(
2018
)
2
,
pp. 281-295
Persistent link: https://www.econbiz.de/10011945712
Saved in:
7
Modeling and pricing precipitation derivatives under weather forecasts
Hess, Markus
- In:
International journal of theoretical and applied finance
19
(
2016
)
7
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011568818
Saved in:
8
Approximate option pricing and hedging in the CEV model via path-wise comparison of stochastic processes
Krasin, Vladislav Y.
;
Smirnov, Ivan
;
Melʹnikov, …
- In:
Annals of finance
14
(
2018
)
2
,
pp. 195-209
Persistent link: https://www.econbiz.de/10011945591
Saved in:
9
Pricing temperature derivatives under weather forecasts
Hess, Markus
- In:
International journal of theoretical and applied finance
21
(
2018
)
5
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011903773
Saved in:
10
Forward equations for option prices in semimartingale models
Bentata, Amel
;
Cont, Rama
- In:
Finance and stochastics
19
(
2015
)
3
,
pp. 617-651
Persistent link: https://www.econbiz.de/10011418317
Saved in:
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