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~isPartOf:"Contemporary quantitative finance : essays in honour of Eckhard Platen"
~isPartOf:"Decisions in economics and finance : DEF ; a journal of applied mathematics"
~isPartOf:"International journal of theoretical and applied finance : IJTAF"
~subject:"Analysis"
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Option pricing theory
71
Optionspreistheorie
71
Volatility
31
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Stochastic process
26
Stochastischer Prozess
26
Option trading
19
Optionsgeschäft
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Theorie
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Theory
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Option pricing
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Schätztheorie
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Grasselli, Martino
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Contemporary quantitative finance : essays in honour of Eckhard Platen
Decisions in economics and finance : DEF ; a journal of applied mathematics
International journal of theoretical and applied finance : IJTAF
The journal of computational finance
16
International journal of theoretical and applied finance
15
Finance and stochastics
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
8
Quantitative finance
8
International journal of financial engineering
6
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Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
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Decisions in economics and finance : a journal of applied mathematics
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Asia-Pacific financial markets
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Computational methods in financial engineering : essays in honour of Manfred Gilli
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Vix modeling for a market insider
Hess, Markus
- In:
International journal of theoretical and applied …
26
(
2023
)
4/5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014497258
Saved in:
2
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:
3
PDEs for reflected BSDENMs applied to American options
El Jamali, Mohamed
;
Tayeq, Hatim
- In:
International journal of theoretical and applied …
26
(
2023
)
6/7
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014500190
Saved in:
4
Representation of American option prices under Heston stochastic volatility dynamics using integral transforms
Chiarella, Carl
;
Ziogas, Andrew
;
Ziveyi, Jonathan
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 281-315)
.
2010
Persistent link: https://www.econbiz.de/10008749199
Saved in:
5
Stochastic Jacobian and Riccati ODE in affine term structure models
Grasselli, Martino
;
Tebaldi, Claudio
- In:
Decisions in economics and finance : DEF ; a journal of …
30
(
2007
)
2
,
pp. 95-108
Persistent link: https://www.econbiz.de/10003630203
Saved in:
6
Galerkin infinite element approximation for pricing barrier options and options with discontinuous payoff
Sanfelici, Simona
- In:
Decisions in economics and finance : DEF ; a journal of …
27
(
2004
)
2
,
pp. 125-151
Persistent link: https://www.econbiz.de/10003095208
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