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~subject:"Option pricing theory"
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Option pricing theory
Markov chain
7,877
Markov-Kette
7,584
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4,086
Theory
4,056
Warteschlangentheorie
2,786
Queueing theory
2,276
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1,371
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1,364
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1,062
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1,046
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885
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883
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853
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850
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849
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847
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473
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427
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425
Share price
422
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421
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Optionspreistheorie
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Cui, Zhenyu
18
Elliott, Robert J.
18
Siu, Tak Kuen
16
Nguyen, Duy
13
Chan, Leunglung
10
Kirkby, Justin
8
Kirkby, J. Lars
7
Li, Lingfei
7
Fabozzi, Frank J.
6
Zhang, Gongqiu
6
Chen, Son-nan
5
Kim, Young Shin
5
Ma, Jingtang
5
Seo, Sang Byung
5
Zhu, Song-Ping
5
Hainaut, Donatien
4
He, Xin-Jiang
4
Nishide, Katsumasa
4
Račev, Svetlozar T.
4
Remillard, Bruno
4
Shen, Yang
4
Skindilias, Konstantinos
4
Wang, Yongjin
4
Yang, Wensheng
4
Chourdakis, Kyriakos
3
Chourdakis, Kyriakos M.
3
Filipović, Damir
3
Forbes, Catherine Scipione
3
Gapeev, Pavel V.
3
Godin, Frédéric
3
Goutte, Stéphane
3
Hieber, Peter
3
Jang, Bong-Gyu
3
Jeanblanc, Monique
3
Khaliq, Abdul Q. M.
3
Le Courtois, Olivier
3
Li, Chang-Yi
3
Lo, Chia Chun
3
Macrina, Andrea
3
Martin, Gael M.
3
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National Bureau of Economic Research
2
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1
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International journal of theoretical and applied finance
27
European journal of operational research : EJOR
12
Quantitative finance
12
Finance research letters
10
Insurance / Mathematics & economics
9
Finance and stochastics
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
8
Annals of finance
7
Computational economics
7
Asia-Pacific financial markets
6
Energy economics
6
The journal of computational finance
6
Applied mathematical finance
5
International journal of financial engineering
5
Journal of economic dynamics & control
5
Review of derivatives research
5
Review of quantitative finance and accounting
5
The journal of derivatives : the official publication of the International Association of Financial Engineers
5
The journal of futures markets
5
International journal of theoretical and applied finance : IJTAF
4
Journal of econometrics
4
Stevens Institute of Technology School of Business Research Paper
4
The European journal of finance
4
The North American journal of economics and finance : a journal of financial economics studies
4
Journal of banking & finance
3
Journal of financial and quantitative analysis : JFQA
3
Journal of mathematical finance
3
Operations research
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Working paper / Department of Econometrics and Business Statistics, Monash University
3
Working paper / Department of Economics, Queen Mary
3
Central European journal of economic modelling and econometrics
2
Cogent economics & finance
2
Economic modelling
2
International review of economics & finance : IREF
2
International review of financial analysis
2
Journal of empirical finance
2
Journal of risk and financial management : JRFM
2
Mathematics and financial economics
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North American actuarial journal
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ECONIS (ZBW)
349
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1
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10
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349
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1
A first passage time problem for spectrally positive Lévy processes and its application to a dynamic priority queue
Sarhangian, Vahid
;
Balcıog˜lu, Barış
- In:
Operations research letters
41
(
2013
)
6
,
pp. 659-663
Persistent link: https://www.econbiz.de/10010236055
Saved in:
2
An exact method for the sensitivity analysis of systems simulated by rejection techniques
Joshi, Mark S.
;
Zhu, Dan
- In:
European journal of operational research : EJOR
254
(
2016
)
3
,
pp. 875-888
Persistent link: https://www.econbiz.de/10011521858
Saved in:
3
Bewertung amerikanischer Optionen mit Hilfe von regressionsbasierten Monte-Carlo-Verfahren
Todorović, Nebojša
-
2007
Persistent link: https://www.econbiz.de/10003635108
Saved in:
4
Entwurf eines Optionspreismodells mit stochastischer Volatilität und tendenziell stabiler IVF-Struktur
Hausmann, Wilfried
-
2007
Persistent link: https://www.econbiz.de/10003635776
Saved in:
5
Defaultable options in a Markovian intensity model of credit risk
Bielecki, Tomasz R.
;
Crépey, Stéphane
;
Jeanblanc, Monique
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 493-518
Persistent link: https://www.econbiz.de/10003769008
Saved in:
6
Pricing credit spread options under a Markov chain model with stochastic default rate
Kang, Jangkoo
;
Kim, Hwa-sung
- In:
The journal of futures markets
24
(
2004
)
7
,
pp. 631-648
Persistent link: https://www.econbiz.de/10002108793
Saved in:
7
Option pricing for pure jump processes with Markov switching compensators
Elliott, Robert J. R.
;
Osakwe, Carlton-James U.
- In:
Finance and stochastics
10
(
2006
)
2
,
pp. 250-275
Persistent link: https://www.econbiz.de/10003334921
Saved in:
8
Essays on asset allocation with derivatives and model estimation
Breuer, Beate
-
2009
Persistent link: https://www.econbiz.de/10003823672
Saved in:
9
Simultaneous calibration to a range of portfolio credit derivatives with a dynamic discrete-time multi-step Markov loss model
Walker, Michael B.
- In:
International journal of theoretical and applied finance
12
(
2009
)
5
,
pp. 633-662
Persistent link: https://www.econbiz.de/10003899505
Saved in:
10
New numerical scheme for pricing American option with regime-switching
Khaliq, Abdul Q. M.
;
Liu, Rui Hua
- In:
International journal of theoretical and applied finance
12
(
2009
)
3
,
pp. 319-340
Persistent link: https://www.econbiz.de/10003867406
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