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~subject:"Derivative"
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Derivative
Optionspreistheorie
14,839
Option pricing theory
14,378
Monte Carlo simulation
6,317
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5,789
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5,699
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3,631
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2,453
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1,378
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1,359
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1,338
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1,321
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1,148
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1,146
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1,130
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1,101
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1,073
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1,024
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1,005
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990
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980
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973
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786
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784
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782
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776
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Hull, John
28
Benth, Fred Espen
19
Madan, Dilip B.
17
Schoutens, Wim
17
Fabozzi, Frank J.
15
Wang, Xingchun
15
Härdle, Wolfgang
14
Joshi, Mark S.
13
Prokopczuk, Marcel
13
Schlögl, Erik
13
Carr, Peter
12
Chiarella, Carl
12
Hess, Markus
12
Cui, Zhenyu
11
Deutsch, Hans-Peter
11
Jarrow, Robert A.
11
Escobar, Marcos
10
Gouriéroux, Christian
10
Howison, Sam
10
Lo, Andrew W.
10
Nikitopoulos, Christina Sklibosios
10
Branger, Nicole
9
Kyriakou, Ioannis
9
Steiner, Manfred
9
Takahashi, Akihiko
9
Zheng, Wendong
9
Brigo, Damiano
8
Cheng, Benjamin
8
Härdle, Wolfgang K.
8
Kwok, Yue-Kuen
8
Monfort, Alain
8
Osipenko, Maria
8
Perrakis, Stylianos
8
Cont, Rama
7
Lee, Cheng F.
7
López Cabrera, Brenda
7
Mercurio, Fabio
7
Platen, Eckhard
7
Račev, Svetlozar T.
7
Siu, Tak Kuen
7
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National Bureau of Economic Research
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Eberhard Karls Universität Tübingen
2
Ekonomiska forskningsinstitutet <Stockholm>
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
Springer Fachmedien Wiesbaden
2
University of British Columbia / Finance Division
2
Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
1
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Centre for Analytical Finance <Århus>
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 St. Louis
1
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1
Institute of Finance and Accounting <London>
1
International Association of Financial Engineers
1
International Conference on Derivatives and Risk Management <2003, Schanghai>
1
Judge Institute of Management Studies
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Københavns Universitet / Økonomisk Institut
1
New York Institute of Finance
1
Pearson Studium
1
Practising Law Institute
1
Salomon Brothers Center for the Study of Financial Institutions
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Senter for Anvendt Forskning <Oslo; Bergen, Norwegen>
1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
1
Springer-Verlag GmbH
1
Swiss Finance Institute
1
Technische Hochschule Mittelhessen
1
United States / Securities and Exchange Commission / Division of Trading and Exchanges
1
Universitat Pompeu Fabra / Departament d'Economia i Empresa
1
University of Melbourne / Department of Finance
1
Verlag Franz Vahlen
1
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International journal of theoretical and applied finance
103
Applied mathematical finance
62
Review of derivatives research
44
Quantitative finance
43
The journal of futures markets
33
The journal of computational finance
32
European journal of operational research : EJOR
31
Journal of banking & finance
31
Journal of mathematical finance
30
International journal of financial engineering
24
Energy economics
23
Finance and stochastics
23
Mathematical finance : an international journal of mathematics, statistics and financial theory
23
Risks : open access journal
22
Journal of economic dynamics & control
21
The European journal of finance
20
The North American journal of economics and finance : a journal of financial economics studies
20
The journal of derivatives : JOD
20
The journal of derivatives : the official publication of the International Association of Financial Engineers
19
Finance research letters
18
SpringerLink / Bücher
17
Computational economics
15
Insurance / Mathematics & economics
15
Journal of econometrics
15
Applied economics letters
14
International review of financial analysis
14
International review of economics & finance : IREF
13
Annals of finance
12
Journal of financial economics
11
Journal of risk and financial management : JRFM
11
SFB 649 discussion paper
11
Wiley finance series
11
Mathematical finance
10
Research paper series / Swiss Finance Institute
10
Applied economics
9
Asia-Pacific financial markets
9
Economic modelling
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Mathematical finance : an international journal of mathematics, statistics and financial economics
9
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
9
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ECONIS (ZBW)
2,449
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1
Counterparty credit exposures for interest rate derivatives using the stochastic grid bundling method
Karlsson, Patrik
;
Jain, Shashi
;
Oosterlee, Cornelis …
- In:
Applied mathematical finance
23
(
2016
)
3/4
,
pp. 175-196
Persistent link: https://www.econbiz.de/10011704227
Saved in:
2
A cost of carry-based framework for the Bitcoin futures price modeling
Lian, Yu-Min
;
Cheng, Chi-Hung
;
Lin, Shih-Hsun
;
Lin, …
- In:
Journal of mathematical finance
9
(
2019
)
1
,
pp. 42-53
Persistent link: https://www.econbiz.de/10012116666
Saved in:
3
Optimizing hedging effectiveness of indian agricultural commodity futures : a simulation approach
Mansabdar, Sanjay
;
Yaganti, Hussain C.
- In:
Asia Pacific financial markets
30
(
2023
)
1
,
pp. 13-36
Persistent link: https://www.econbiz.de/10014251541
Saved in:
4
A control variate method for Monte Carlo simulations of Heath-Jarrow-Morton models with jumps
Chiarella, Carl
;
Nikitopoulos, Christina Sklibosios
; …
- In:
Applied mathematical finance
14
(
2007
)
5
,
pp. 365-399
Persistent link: https://www.econbiz.de/10003637449
Saved in:
5
Pricing Parisians and barriers by hitting time simulation
Anderluh, J. H. M.
- In:
The European journal of finance
14
(
2008
)
1/2
,
pp. 137-156
Persistent link: https://www.econbiz.de/10003744737
Saved in:
6
MCMC methods for continuous-time financial econometrics
Johannes, Michael
;
Polson, Nicholas G.
-
2010
Persistent link: https://www.econbiz.de/10003900732
Saved in:
7
Exotic option, stochastic volatility and incentive scheme
Tang, J.
;
Yau, S. S.-T.
- In:
Computational finance and its applications II : [Second …
,
(pp. 183-192)
.
2006
Persistent link: https://www.econbiz.de/10003410142
Saved in:
8
Valuing derivatives in commercial banks of emerging markets : application to Slovenian market
Grum, Andraž
- In:
Mokslo darbai / Ekonomika
(
2005
)
71
,
pp. 35-45
Persistent link: https://www.econbiz.de/10003470615
Saved in:
9
Monte Carlo techniques in pricing and using derivatives
Marshall, Cara M.
- In:
Financial derivatives : pricing and risk management
,
(pp. 425-440)
.
2010
Persistent link: https://www.econbiz.de/10003920439
Saved in:
10
Asymptotic formulas for the derivates of probability functions and their Monte Carlo estimations
Garnier, Josselin
;
Omrane, Abdennebi
;
Rouchdy, Youssef
- In:
European journal of operational research : EJOR
198
(
2009
)
3
,
pp. 848-858
Persistent link: https://www.econbiz.de/10003857819
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