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~subject:"Option pricing theory"
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Option pricing theory
Theorie
46
Theory
45
Optionspreistheorie
18
Volatilität
18
Volatility
17
Financial crisis
16
Finanzkrise
16
Derivat
15
Derivative
15
Kreditrisiko
15
Börsenkurs
14
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14
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14
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13
Wertpapierhandel
13
Market microstructure
12
Marktmikrostruktur
12
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12
Systemic risk
12
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11
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11
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10
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10
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10
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9
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9
Finanzdienstleistung
9
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9
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9
Finanzmathematik
8
Ansteckungseffekt
7
Bank risk
7
Bankrisiko
7
Clearing
7
Contagion effect
7
Financial clearing
7
liquidity
7
systemic risk
7
Bankenliquidität
6
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9
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English
18
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Cont, Rama
18
Deguest, Romain
3
Kokholm, Thomas
3
Tankov, Peter
2
Vuletić, Milena
2
Bentata, Amel
1
Bruyère, Richard
1
Copinot, Régis
1
Durrleman, Valdo
1
Fery, Loi͏̈c
1
Fonseca, José Nicolau da
1
Hamida, Sana Ben
1
Jaeck, Christophe
1
Kan, Yu Hang (Gabriel)
1
Lantos, Nicolas
1
Pironneau, Olivier
1
Spitz, Thomas
1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Finance and stochastics
2
The journal of computational finance
2
Applied mathematical finance
1
Chapman & Hall/CRC financial mathematics series
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
1
Wiley finance series
1
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ECONIS (ZBW)
18
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Model uncertainty and its impact on the pricing of derivative instruments
Cont, Rama
- In:
Mathematical finance : an international journal of …
16
(
2006
)
3
,
pp. 519-547
Persistent link: https://www.econbiz.de/10003338693
Saved in:
2
A consitent pricing model for index options and volatility derivatives
Cont, Rama
;
Kokholm, Thomas
-
2009
Persistent link: https://www.econbiz.de/10003910630
Saved in:
3
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
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4
A consistent pricing model for index options and volatility derivatives
Cont, Rama
;
Kokholm, Thomas
- In:
Mathematical finance : an international journal of …
23
(
2013
)
2
,
pp. 248-274
Persistent link: https://www.econbiz.de/10009721749
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5
Equity correlations implied by index options : estimation and model uncertainty analysis
Cont, Rama
;
Deguest, Romain
- In:
Mathematical finance : an international journal of …
23
(
2013
)
3
,
pp. 496-530
Persistent link: https://www.econbiz.de/10009783356
Saved in:
6
Frontiers in quantitative finance : volatility and credit risk modeling
Cont, Rama
(
ed.
)
-
2009
Persistent link: https://www.econbiz.de/10003722007
Saved in:
7
Recovering volatility from option prices by evolutionary optimization
Hamida, Sana Ben
;
Cont, Rama
- In:
The journal of computational finance
8
(
2004/2005
)
4
,
pp. 43-76
Persistent link: https://www.econbiz.de/10002990524
Saved in:
8
Integro-differential equations for option prices in exponential Lévy models
Cont, Rama
;
Voltchkova, Ekaterina
- In:
Finance and stochastics
9
(
2005
)
3
,
pp. 299-325
Persistent link: https://www.econbiz.de/10002946674
Saved in:
9
Credit derivatives and structured credit : a guide for investors
Bruyère, Richard
-
2006
Persistent link: https://www.econbiz.de/10003106500
Saved in:
10
Financial modelling with jump processes
Cont, Rama
;
Tankov, Peter
-
2004
Persistent link: https://www.econbiz.de/10001790344
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