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~type_genre:"Aufsatz im Buch"
~type_genre:"Multi-volume publication"
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Option pricing theory
69
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26
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
13
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
9
Advances of OR in commodities and financial modeling
4
Application of operations research to financial markets
4
New methods in fixed income modeling : fixed income modeling
4
Handbook of recent advances in commodity and financial modeling : quantitative methods in banking, finance, insurance, energy and commodity markets
3
Risk management decisions and value under uncertainty
3
Risk management decisions and wealth management in financial economics
3
Trends in mathematical economics : dialogues between Southern Europe and Latin America
3
Analytical models for financial modeling and risk management
2
The Oxford handbook of quantitative asset management
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Annals of operations research ; volume 264, numbers 1/2 (May 2018)
1
Annals of operations research ; volume 275, numbers 2 (April 2019)
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Annals of operations research ; volume 302, number 1 (July 2021)
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Applications of management science ; 18
1
Applied operations research and financial modelling in energy : practical applications and implications
1
Applied quantitative finance
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Decision making and risk/return optimization in financial economics
1
Equilibrium models for derivatives markets with frictions
1
Essays in honor of Joon Y. Park : econometric methodology in empirical applications
1
Financial ecosystem and strategy in the digital era : global approaches and new opportunities
1
Mathematics in business management : [International Conference on Mathematics in Engineering and Business Management during 9 - 10 March 2012, Chennai, India]
1
Modern finance and risk management : Festschrift in honour of Hermann Locarek-Junge
1
Operations research and systems : XVIII Latin-Iberian-American conference on operations research, Claio 2016
1
Paul Samuelson : master of modern economics
1
Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
1
Risk assessment and financial regulation in emerging markets' banking : trends and prospects
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The Oxford handbook of credit derivatives
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The Oxford handbook of pensions and retirement income
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Thought-leadership in supply chain finance and risk management
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ECONIS (ZBW)
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How good is Black-Scholes-Merton, really?
Wilmott, Paul
- In:
Options - 45 years since the publication of the …
,
(pp. 17-27)
.
2023
Persistent link: https://www.econbiz.de/10014366584
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2
Probabilistic interpretation of Black implied volatility
Carr, Peter
;
Wu, Liuren
;
Zhang, Yuzhao
- In:
Options - 45 years since the publication of the …
,
(pp. 29-46)
.
2023
Persistent link: https://www.econbiz.de/10014366585
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3
Probability-free models in option pricing : statistically indistinguishable dynamics and historical vs implied volatility
Brigo, Damiano
- In:
Options - 45 years since the publication of the …
,
(pp. 47-61)
.
2023
Persistent link: https://www.econbiz.de/10014366586
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4
Buy rough, sell smooth
Glasserman, Paul
;
He, Pu
- In:
Options - 45 years since the publication of the …
,
(pp. 89-125)
.
2023
Persistent link: https://www.econbiz.de/10014366595
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Volatility is rough
Gatheral, Jim
;
Jaisson, Thibault
;
Rosenbaum, Mathieu
- In:
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,
(pp. 127-172)
.
2023
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Cumulant formulas for implied volatility
Lee, Roger
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Options - 45 years since the publication of the …
,
(pp. 185-193)
.
2023
Persistent link: https://www.econbiz.de/10014366604
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7
Implied volatility asymptotics : Black-Scholes and beyond
Tankov, Peter
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(pp. 195-212)
.
2023
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The smile of stochastic volatility models
Guyon, Julien
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,
(pp. 213-233)
.
2023
Persistent link: https://www.econbiz.de/10014366652
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A neural network approach to understanding implied volatility movements
Cao, Jay
;
Chen, Jacky
;
Hull, John
- In:
Options - 45 years since the publication of the …
,
(pp. 235-256)
.
2023
Persistent link: https://www.econbiz.de/10014366653
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10
Modeling volatility risk in equity options market : a statistical approach
Dobi, Doris
;
Avellaneda, Marco
- In:
Options - 45 years since the publication of the …
,
(pp. 257-292)
.
2023
Persistent link: https://www.econbiz.de/10014366655
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