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Option pricing theory
Optionsgeschäft
4,938
Option trading
4,937
Optionspreistheorie
2,926
Volatilität
1,314
Volatility
1,310
Theorie
1,030
Theory
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Derivat
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USA
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Aktienoption
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Stock option
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Index-Futures
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American options
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Risikoprämie
205
Risk premium
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Forecasting model
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Prognoseverfahren
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17
Madan, Dilip B.
17
Carr, Peter
14
Fusai, Gianluca
13
Zhang, Jin E.
13
Orosi, Greg
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11
Guirguis, Michel
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Jacobs, Kris
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Lee, Cheng F.
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Schoutens, Wim
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Alghalith, Moawia
10
Ewald, Christian-Oliver
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Kräussl, Roman
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Lee, Minha
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Levendorskii, Sergei
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Expert Meeting on Crisis and Development in Latin America and the Caribbean, Santiago, Chile, 29.4.-3.5.1985
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International journal of theoretical and applied finance
87
The journal of futures markets
84
The journal of computational finance
61
Review of derivatives research
58
Quantitative finance
56
Applied mathematical finance
53
The journal of derivatives : the official publication of the International Association of Financial Engineers
48
Finance research letters
47
Journal of banking & finance
43
Mathematical finance : an international journal of mathematics, statistics and financial theory
40
Journal of economic dynamics & control
37
The North American journal of economics and finance : a journal of financial economics studies
37
International journal of financial engineering
32
Computational economics
30
European journal of operational research : EJOR
30
Finance and stochastics
29
Journal of mathematical finance
27
Research paper series / Swiss Finance Institute
23
International review of economics & finance : IREF
22
Journal of financial economics
21
Risks : open access journal
21
Management science : journal of the Institute for Operations Research and the Management Sciences
20
Asia-Pacific financial markets
19
Review of quantitative finance and accounting
18
Economic modelling
17
The European journal of finance
17
The journal of derivatives : JOD
16
Insurance / Mathematics & economics
15
Applied economics
14
Journal of risk and financial management : JRFM
14
Swiss Finance Institute Research Paper
14
Annals of finance
12
Decisions in economics and finance : DEF ; a journal of applied mathematics
12
International review of financial analysis
12
Journal of financial markets
11
Energy economics
10
Journal of derivatives & hedge funds
10
Journal of econometrics
10
Journal of risk
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Operations research letters
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ECONIS (ZBW)
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1
An efficient algorithm for options under Merton’s jump-diffusion model on nonuniform grids
Chen, Yingzi
;
Wang, Wansheng
;
Xiao, Aiguo
- In:
Computational economics
53
(
2019
)
4
,
pp. 1565-1591
Persistent link: https://www.econbiz.de/10012135577
Saved in:
2
American and exotic options in a market with frictions
Junike, Gero
;
Arratia, Argimiro
;
Cabaña, Alejandra
; …
- In:
The European journal of finance
26
(
2020
)
2/3
,
pp. 179-199
Persistent link: https://www.econbiz.de/10012207193
Saved in:
3
Efficient conservative second-order central-upwind schemes for option-pricing problems
Bhatoo, Omishwary
;
Peer, Arshad Ahmud Iqbal
;
Tadmor, Eitan
- In:
The journal of computational finance
22
(
2018/2019
)
5
,
pp. 71-101
Persistent link: https://www.econbiz.de/10012042237
Saved in:
4
Path-dependent game options : a lookback case
Guo, Peidong
;
Chen, Qihong
;
Guo, Xicai
;
Fang, Yue
- In:
Review of derivatives research
17
(
2014
)
1
,
pp. 113-124
Persistent link: https://www.econbiz.de/10010519293
Saved in:
5
Real options and American derivatives : the double continuation region
Battauz, Anna
;
De Donno, Marzia
;
Sbuelz, Alessandro
- In:
Management science : journal of the Institute for …
61
(
2015
)
5
,
pp. 1094-1107
Persistent link: https://www.econbiz.de/10011284877
Saved in:
6
Options pricing under the one-dimensional jump-diffusion model using the radial basis function interpolation scheme
Chan, Tat Lung
;
Hubbert, Simon
- In:
Review of derivatives research
17
(
2014
)
2
,
pp. 161-189
Persistent link: https://www.econbiz.de/10010529637
Saved in:
7
Analytical pricing of American options
Cheng, Jun
;
Zhang, Jin E.
- In:
Review of derivatives research
15
(
2012
)
2
,
pp. 157-192
Persistent link: https://www.econbiz.de/10009629059
Saved in:
8
Perpetual options on multiple underlyings
Duck, Peter W.
;
Evatt, Geoffrey W.
;
Johnson, Paul V.
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 174-200
Persistent link: https://www.econbiz.de/10010352003
Saved in:
9
Pricing and static hedging of American-style options under the jump to default extended CEV model
Ruas, João Pedro
;
Dias, José Carlos
;
Nunes, Joaõ …
- In:
Journal of banking & finance
37
(
2013
)
11
,
pp. 4059-4072
Persistent link: https://www.econbiz.de/10010244898
Saved in:
10
A method for pricing American options using semi-infinite linear programming
Christensen, Sören
- In:
Mathematical finance : an international journal of …
24
(
2014
)
1
,
pp. 156-172
Persistent link: https://www.econbiz.de/10010256174
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