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Optionsgeschäft
Option pricing theory
46
Optionspreistheorie
46
Theorie
24
Theory
24
Stochastic process
22
Stochastischer Prozess
21
Option trading
18
Volatility
15
Volatilität
15
Derivat
12
Derivative
12
Portfolio selection
9
Portfolio-Management
9
Black-Scholes model
7
Black-Scholes-Modell
7
Credit risk
7
Kreditrisiko
7
CAPM
6
Finanzmathematik
6
Lévy processes
6
Finance
5
Lebensversicherung
5
Life insurance
5
Mathematical finance
5
Option pricing
5
Correlation
4
Forecasting model
4
Korrelation
4
Multivariate Analyse
4
Multivariate analysis
4
Prognoseverfahren
4
Risiko
4
Risikomanagement
4
Risk
4
Risk management
4
Characteristic function
3
Commodity derivative
3
Discrete monitoring
3
Fourier transform
3
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5
Undetermined
4
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13
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11
Aufsatz in Zeitschrift
11
Aufsatz im Buch
2
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2
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English
18
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Fusai, Gianluca
15
Kyriakou, Ioannis
6
Marazzina, Daniele
3
Marena, Marina
3
Recchioni, Maria Cristina
3
Ballotta, Laura
2
Germano, Guido
2
Longo, Giovanni
2
Abrahams, I. David
1
Caldana, Ruggero
1
Frau, Carme
1
Fusai, G.
1
Gambaro, Anna Maria
1
Gerrard, Russell
1
Gerrard, Russell J.
1
Meucci, Attilio
1
Phelan, Carolyn
1
Phelan, Carolyn E.
1
Roncoroni, Andrea
1
Sesana, Debora
1
Sgarra, Carlo
1
Tagliani, Aldo
1
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European journal of operational research : EJOR
3
Journal of banking & finance
2
Economic dynamics : theory, games and empirical studies
1
Encyclopedia of economics research ; Vol. 1
1
Finance and stochastics
1
International journal of theoretical and applied finance
1
Journal of economic dynamics & control
1
Mathematics of operations research
1
The European journal of finance
1
The journal of computational finance
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ECONIS (ZBW)
18
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1
Pricing discretely monitored Asian options under Lévy processes
Fusai, Gianluca
;
Meucci, Attilio
- In:
Journal of banking & finance
32
(
2008
)
10
,
pp. 2076-2088
Persistent link: https://www.econbiz.de/10003778620
Saved in:
2
Levy processes and option pricing by recursive quadrature
Fusai, Gianluca
;
Longo, Giovanni
;
Marena, Marina
; …
- In:
Economic dynamics : theory, games and empirical studies
,
(pp. 31-57)
.
2009
Persistent link: https://www.econbiz.de/10003867857
Saved in:
3
Levy processes and option pricing by recursive quadrature
Fusai, Gianluca
;
Longo, Giovanni
;
Marena, Marina
; …
-
2012
Persistent link: https://www.econbiz.de/10009579937
Saved in:
4
Pricing exotic derivatives exploiting structure
Sesana, Debora
;
Marazzina, Daniele
;
Fusai, Gianluca
- In:
European journal of operational research : EJOR
236
(
2014
)
1
,
pp. 369-381
Persistent link: https://www.econbiz.de/10010361703
Saved in:
5
A general closed-form spread option pricing formula
Caldana, Ruggero
;
Fusai, Gianluca
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 4893-4906
Persistent link: https://www.econbiz.de/10010342187
Saved in:
6
General optimized lower and upper bounds for discrete and continuous arithmetic Asian options
Fusai, Gianluca
;
Kyriakou, Ioannis
- In:
Mathematics of operations research
41
(
2016
)
2
,
pp. 531-559
Persistent link: https://www.econbiz.de/10011520483
Saved in:
7
Fluctuation identities with continuous monitoring and their application to the pricing of barrier options
Phelan, Carolyn E.
;
Marazzina, Daniele
;
Fusai, Gianluca
; …
- In:
European journal of operational research : EJOR
271
(
2018
)
1
,
pp. 210-223
Persistent link: https://www.econbiz.de/10011882800
Saved in:
8
General lattice methods for arithmetic Asian options
Gambaro, Anna Maria
;
Kyriakou, Ioannis
;
Fusai, Gianluca
- In:
European journal of operational research : EJOR
282
(
2020
)
3
,
pp. 1185-1199
Persistent link: https://www.econbiz.de/10012161893
Saved in:
9
Pricing Asian options via Fourier and Laplace transforms
Fusai, Gianluca
- In:
The journal of computational finance
7
(
2004
)
3
,
pp. 87-106
Persistent link: https://www.econbiz.de/10002060731
Saved in:
10
An accurate valuation of Asian options using moments
Fusai, G.
;
Tagliani, Aldo
- In:
International journal of theoretical and applied finance
5
(
2002
)
2
,
pp. 147-169
Persistent link: https://www.econbiz.de/10001662967
Saved in:
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