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~subject:"Optionspreistheorie"
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Optionspreistheorie
Monte Carlo simulation
6,288
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5,670
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5,171
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3,349
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3,282
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Joshi, Mark S.
24
Stentoft, Lars
15
Chiarella, Carl
14
Belomestny, Denis
10
Cui, Zhenyu
10
Schoenmakers, John
9
Wang, Xiaoqun
9
Grzelak, Lech A.
8
Oosterlee, Cornelis W.
8
Reesor, R. Mark
8
Takahashi, Akihiko
8
Fabozzi, Frank J.
7
Korn, Ralf
7
Lord, Roger
7
Bernard, Carole
6
Caramellino, Lucia
6
Escobar, Marcos
6
Filipović, Damir
6
Ghamami, Samim
6
Kang, Boda
6
Kirkby, J. Lars
6
Sabino, Piergiacomo
6
Shiraya, Kenichiro
6
Tang, Robert
6
Zhu, Dan
6
Bayer, Christian
5
Glasserman, Paul
5
Kienitz, Jörg
5
Kim, Sol
5
Kim, Young Shin
5
Le Floc'h, Fabien
5
Lorig, Matthew
5
Nguyen, Duy
5
Schweizer, Nikolaus
5
Zanette, Antonino
5
Zhang, Jin E.
5
Aguilar, Jean-Philippe
4
Alòs, Elisa
4
Bender, Christian
4
Beveridge, Christopher
4
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Centre for Analytical Finance <Århus>
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Sonderforschungsbereich Ökonomisches Risiko <Berlin>
2
Columbia University / Graduate School of Business
1
Institut für Schweizerisches Bankwesen <Zürich>
1
National Bureau of Economic Research
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Universitat Pompeu Fabra / Departament d'Economia i Empresa
1
Weierstraß-Institut für Angewandte Analysis und Stochastik
1
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International journal of theoretical and applied finance
63
The journal of computational finance
57
Quantitative finance
50
Applied mathematical finance
30
Computational economics
24
Finance and stochastics
22
European journal of operational research : EJOR
19
The journal of futures markets
19
Journal of economic dynamics & control
18
Energy economics
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
15
Risks : open access journal
15
The North American journal of economics and finance : a journal of financial economics studies
15
International journal of financial engineering
14
Finance research letters
13
Journal of risk and financial management : JRFM
13
Insurance / Mathematics & economics
12
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
12
Decisions in economics and finance : DEF ; a journal of applied mathematics
10
Journal of mathematical finance
10
Journal of banking & finance
9
Review of derivatives research
9
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
9
Annals of finance
8
Asia-Pacific financial markets
8
Journal of econometrics
8
Mathematical finance : an international journal of mathematics, statistics and financial economics
8
Applied economics
7
Discussion paper / Tinbergen Institute
6
International review of financial analysis
6
Journal of financial economics
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Mathematics of operations research
6
Research paper series / Swiss Finance Institute
6
The European journal of finance
6
The journal of derivatives : the official publication of the International Association of Financial Engineers
6
Applied economics letters
5
Computational management science
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Mathematical finance
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Operations research letters
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ECONIS (ZBW)
965
EconStor
7
USB Cologne (business full texts)
3
USB Cologne (EcoSocSci)
2
BASE
1
OLC EcoSci
1
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1
A hybrid asymptotic expansion scheme : an application to long-term currency options
Takahashi, Akihiko
;
Takehara, Kohta
- In:
International journal of theoretical and applied finance
13
(
2010
)
8
,
pp. 1179-1221
Persistent link: https://www.econbiz.de/10008906179
Saved in:
2
The evaluation of American compound option prices under stochastic volatility using the sparse grid approach
Chiarella, Carl
;
Kang, Boda
-
2009
Persistent link: https://www.econbiz.de/10003857524
Saved in:
3
American option pricing with discrete and continuous time models : an empirical comparison
Stentoft, Lars
- In:
Journal of empirical finance
18
(
2011
)
5
,
pp. 880-902
Persistent link: https://www.econbiz.de/10009492526
Saved in:
4
Estimating correlated jumps and stochastic volatilities
Witzany, Jiří
- In:
Prague economic papers : a bimonthly journal of …
22
(
2013
)
2
,
pp. 251-283
Persistent link: https://www.econbiz.de/10010226453
Saved in:
5
Static hedging of standard options
Carr, Peter
;
Wu, Liuren
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 3-46
Persistent link: https://www.econbiz.de/10010233614
Saved in:
6
A common jump factor stochastic volatility model
Laurini, Márcio Poletti
;
Mauad, Roberto Baltieri
- In:
Finance research letters
12
(
2015
),
pp. 2-10
Persistent link: https://www.econbiz.de/10011551744
Saved in:
7
Equilibrium option pricing : a Monte Carlo approach
Buchner, Axel
- In:
Finance research letters
15
(
2015
),
pp. 138-145
Persistent link: https://www.econbiz.de/10011553023
Saved in:
8
The Heston stochastic-local volatility model : efficient Monte Carlo simulation
Stoep, Anthonie W. van der
;
Grzelak, Lech A.
; …
- In:
International journal of theoretical and applied finance
17
(
2014
)
7
,
pp. 1-30
Persistent link: https://www.econbiz.de/10010498851
Saved in:
9
Modeling intraday stochastic volatility and conditional duration contemporaneously with regime shifts
Trojan, Sebastian
-
2014
Persistent link: https://www.econbiz.de/10010437483
Saved in:
10
A non-parametric estimator for stochastic volatility density
Ouamaliche, Soufiane
;
Sayah, Awatef
- In:
International journal of computational economics and …
11
(
2021
)
4
,
pp. 349-367
Persistent link: https://www.econbiz.de/10012655445
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