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Stochastischer Prozess
Optionspreistheorie
14,803
Option pricing theory
14,344
Optionsgeschäft
5,121
Option trading
4,912
Theorie
4,804
Theory
4,635
Volatilität
4,438
Volatility
4,371
Stochastic process
3,335
Derivat
2,809
Derivative
2,805
Black-Scholes-Modell
1,723
Black-Scholes model
1,674
Hedging
1,531
Portfolio-Management
1,385
Portfolio selection
1,369
USA
1,150
United States
1,125
CAPM
1,116
Schätzung
1,037
Estimation
1,021
Zinsstruktur
1,004
Yield curve
994
Börsenkurs
878
Share price
863
Risiko
722
Risk
719
Kapitaleinkommen
683
Capital income
682
Realoptionsansatz
664
Real options analysis
662
Monte-Carlo-Simulation
649
Monte Carlo simulation
641
Kreditrisiko
627
Credit risk
618
Statistische Verteilung
615
Statistical distribution
604
Risikoprämie
550
Aktienoption
544
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Free
1,102
Undetermined
1,079
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Article
2,091
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1,990
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Graue Literatur
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Non-commercial literature
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3
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English
3,345
German
46
French
1
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Cui, Zhenyu
35
Chiarella, Carl
30
Takahashi, Akihiko
27
Carr, Peter
23
Kohlmann, Michael
22
Madan, Dilip B.
22
Nguyen, Duy
22
Alòs, Elisa
21
Elliott, Robert J.
20
Fabozzi, Frank J.
19
Hainaut, Donatien
19
Oosterlee, Cornelis W.
18
Escobar, Marcos
17
Wang, Xingchun
17
Benth, Fred Espen
15
Kim, Young Shin
15
Grasselli, Martino
14
Jacquier, Antoine (Jack)
14
Lorig, Matthew
14
Siu, Tak Kuen
14
Todorov, Viktor
14
Ewald, Christian-Oliver
13
Forde, Martin
13
Fouque, Jean-Pierre
13
Hess, Markus
13
Kang, Boda
13
Levendorskij, Sergej Z.
13
Račev, Svetlozar T.
13
Schoutens, Wim
13
Shiraya, Kenichiro
13
Wong, Hoi Ying
13
Yamada, Toshihiro
13
Yamazaki, Akira
13
Ziveyi, Jonathan
13
Eberlein, Ernst
12
Gatheral, Jim
12
Grzelak, Lech A.
12
Kirkby, J. Lars
12
Kirkby, Justin
12
Platen, Eckhard
12
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National Bureau of Economic Research
5
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
4
Centre for Analytical Finance <Århus>
3
Chambre de commerce et d'industrie de Paris
2
Queen Mary College / Department of Economics
2
Weierstraß-Institut für Angewandte Analysis und Stochastik
2
Australian National University / Faculty of Economics and Commerce
1
Bachelier Finance Society
1
Centre for Economic Policy Research
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Christian-Albrechts-Universität zu Kiel
1
Deutsche Physikalische Gesellschaft
1
Eberhard Karls Universität Tübingen
1
Econometrisch Instituut <Rotterdam>
1
Federal Reserve Bank of Cleveland
1
International Center for Financial Asset Management and Engineering
1
Society of Actuaries
1
Springer International Publishing
1
Swiss Finance Institute
1
Universitat Pompeu Fabra / Departament d'Economia i Empresa
1
University of Exeter / Department of Economics
1
University of Queensland / School of Economics
1
Universität Trier
1
Universität Ulm
1
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International journal of theoretical and applied finance
213
Quantitative finance
103
Applied mathematical finance
92
The journal of computational finance
87
Finance and stochastics
85
Insurance / Mathematics & economics
67
Mathematical finance : an international journal of mathematics, statistics and financial theory
67
European journal of operational research : EJOR
59
International journal of financial engineering
56
Computational economics
51
Journal of mathematical finance
48
Risks : open access journal
43
The journal of futures markets
41
Journal of economic dynamics & control
40
Review of derivatives research
40
Finance research letters
39
Journal of banking & finance
33
The North American journal of economics and finance : a journal of financial economics studies
33
Journal of econometrics
30
Annals of finance
28
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
26
Research paper series / Swiss Finance Institute
25
Asia-Pacific financial markets
24
Journal of risk and financial management : JRFM
21
The journal of derivatives : the official publication of the International Association of Financial Engineers
21
Energy economics
20
Mathematical finance : an international journal of mathematics, statistics and financial economics
20
The European journal of finance
20
Economic modelling
17
Journal of financial economics
17
Mathematics and financial economics
17
Operations research letters
16
Mathematics of operations research
15
SFB 649 discussion paper
15
Decisions in economics and finance : DEF ; a journal of applied mathematics
14
Review of quantitative finance and accounting
14
Applied economics
13
Mathematical methods of operations research
13
SpringerLink / Bücher
13
Swiss Finance Institute Research Paper
12
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ECONIS (ZBW)
3,339
EconStor
46
USB Cologne (EcoSocSci)
7
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1
Pricing American option using a modified fractional black-scholes model under multi-state regime switching
Yousuf, M.
;
Khaliq, Abdul Q. M.
- In:
International journal of theoretical and applied …
26
(
2023
)
4/5
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014497295
Saved in:
2
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:
3
Pricing American options with the Runge-Kutta-Legendre finite difference scheme
Le Floc'h, Fabien
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012652624
Saved in:
4
Path-dependent American options
Chevalier, Etienne
;
Ly Vath, Vathana
;
Mnif, Mohamed
- In:
The journal of computational finance
23
(
2019
)
1
,
pp. 61-95
Persistent link: https://www.econbiz.de/10012064988
Saved in:
5
Deep neural network framework based on backward stochastic differential equations for pricing and hedging American options in high dimensions
Chen, Yangang
;
Wan, Justin W. L.
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 45-67
Persistent link: https://www.econbiz.de/10012424632
Saved in:
6
The valuation of option contracts subject to counterparty risk
Sturn, Raphael Christian Benedikt
-
2019
Persistent link: https://www.econbiz.de/10012173134
Saved in:
7
A quasi-analytical interpolation method for pricing American options under general multi-dimensional diffusion processes
Li, Minqiang
- In:
Review of derivatives research
13
(
2010
)
2
,
pp. 177-217
Persistent link: https://www.econbiz.de/10008695491
Saved in:
8
Schnelle numerische Verfahren zur Bewertung von europäischen Optionen in erweiterten Black-Scholes Marktmodellen
Popovici, Stefan Alex
-
2002
Persistent link: https://www.econbiz.de/10001691707
Saved in:
9
Applying the Model Order Reduction method to a European option pricing model
Lin, Shao-bin
;
Chen, Chun-Da
- In:
Economic modelling
33
(
2013
),
pp. 533-536
Persistent link: https://www.econbiz.de/10010193332
Saved in:
10
Flexible-forward pricing through Leisen-Reimer trees : implementation and performance comparison with traditional Markov chains
Giribone, Pier Giuseppe
;
Ligato, Simone
- In:
International journal of financial engineering
3
(
2016
)
2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011577108
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