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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"
~subject:"Analysis"
~subject:"USA"
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Search: "Option pricing theory"
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Analysis
USA
Option pricing theory
49
Optionspreistheorie
49
Volatility
20
Volatilität
20
Theorie
18
Theory
18
Stochastic process
16
Stochastischer Prozess
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Option trading
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Optionsgeschäft
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Black-Scholes-Modell
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Derivat
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Derivative
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Estimation theory
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Schätztheorie
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Stochastic volatility
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CAPM
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Calibration
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Estimation
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Hedging
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Mathematical analysis
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Option pricing
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Pricing
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United States
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ARCH model
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ARCH-Modell
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Arbitrage Pricing
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Arbitrage pricing
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Chiarella, Carl
1
Costabile, Massimo
1
Cvitanić, Jakša
1
Grasselli, Martino
1
Jourdain, Benjamin
1
Leccadito, Arturo
1
Massabó, Ivar
1
Plott, Charles
1
Sanfelici, Simona
1
Tebaldi, Claudio
1
Tseng, Chien-Yao
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Zanette, Antonino
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Contemporary quantitative finance : essays in honour of Eckhard Platen
Decisions in economics and finance : DEF ; a journal of applied mathematics
The journal of futures markets
41
The journal of derivatives : the official publication of the International Association of Financial Engineers
28
The review of financial studies
26
The journal of computational finance
25
The journal of finance : the journal of the American Finance Association
20
International journal of theoretical and applied finance
19
Journal of financial and quantitative analysis : JFQA
17
Working paper / National Bureau of Economic Research, Inc.
17
Journal of financial economics
14
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Journal of banking & finance
13
Review of derivatives research
11
The journal of fixed income
11
Finance and stochastics
10
Quantitative finance
10
Real estate economics : journal of the American Real Estate and Urban Economics Association
10
The journal of real estate finance and economics
10
Insurance / Mathematics & economics
9
Journal of mathematical finance
7
American journal of agricultural economics
6
Applied mathematical finance
6
Finance and economics discussion series
6
International journal of financial engineering
6
International review of economics & finance : IREF
6
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
6
SFB 649 discussion paper
6
The journal of business : B
6
Working paper
6
Discussion paper / Centre for Economic Policy Research
5
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
5
Review of quantitative finance and accounting
5
Risks : open access journal
5
Working paper series / New York University, Salomon Center, Leonard N. Stern School of Business
5
CARF working paper
4
CIRJE discussion papers / F series
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Computational economics
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Federal Reserve Bank of Cleveland working paper series
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Journal of econometrics
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Journal of empirical finance
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1
Markets with random lifetimes and private values : mean reversion and option to trade
Cvitanić, Jakša
;
Plott, Charles
;
Tseng, Chien-Yao
- In:
Decisions in economics and finance : DEF ; a journal of …
38
(
2015
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10010513472
Saved in:
2
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:
3
Computationally simple lattice methods for option and bond pricing
Costabile, Massimo
;
Leccadito, Arturo
;
Massabó, Ivar
- In:
Decisions in economics and finance : DEF ; a journal of …
32
(
2009
)
2
,
pp. 161-181
Persistent link: https://www.econbiz.de/10003893191
Saved in:
4
A moments and strike matching binominal algorithm for pricing American put options
Jourdain, Benjamin
;
Zanette, Antonino
- In:
Decisions in economics and finance : DEF ; a journal of …
31
(
2008
)
1
,
pp. 33-49
Persistent link: https://www.econbiz.de/10003771585
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
Saved in:
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