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~subject:"Option pricing"
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Option pricing
Volatility
183
Volatilität
183
Option pricing theory
100
Optionspreistheorie
100
Stochastic process
84
Stochastischer Prozess
84
Theorie
46
Theory
46
Estimation
34
Schätzung
33
Börsenkurs
32
Share price
32
Forecasting model
29
Prognoseverfahren
29
Stochastic volatility
28
Time series analysis
24
Zeitreihenanalyse
24
ARCH model
23
ARCH-Modell
23
Capital income
22
Kapitaleinkommen
22
Option trading
21
Optionsgeschäft
21
Implied volatility
20
Derivat
19
Derivative
19
Estimation theory
15
Portfolio selection
15
Portfolio-Management
15
Rough volatility
15
Schätztheorie
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Monte Carlo simulation
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Monte-Carlo-Simulation
12
Statistical distribution
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Statistische Verteilung
12
Black-Scholes model
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Black-Scholes-Modell
11
Markov chain
11
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Aguilar, Jean-Philippe
2
Baschetti, Fabio
1
Bollinger, Thomas R.
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Bormetti, Giacomo
1
Bégin, Jean-François
1
Cheng, Zhang
1
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Douady, Raphaël
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1
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1
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1
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1
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1
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1
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Quantitative finance
European journal of operational research : EJOR
10
Journal of banking & finance
7
Computational economics
6
Finance research letters
6
Review of quantitative finance and accounting
6
International journal of theoretical and applied finance
5
Journal of econometrics
5
Review of derivatives research
5
Asia-Pacific financial markets
4
International journal of financial engineering
4
Decisions in economics and finance : DEF ; a journal of applied mathematics
3
Finance and stochastics
3
Journal of economic dynamics & control
3
Journal of empirical finance
3
Journal of financial economics
3
Applied economics
2
Economics letters
2
Energy economics
2
Insurance / Mathematics & economics
2
International journal of forecasting
2
Journal of financial markets
2
Journal of international financial markets, institutions & money
2
The North American journal of economics and finance : a journal of financial economics studies
2
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Advances in Pacific Basin business, economics, and finance
1
Annals of finance
1
Annals of financial economics
1
Application of operations research to financial markets
1
Applied mathematical finance
1
Asia-Pacific journal of financial studies
1
Bulletin of applied economics
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Computational Management Science : CMS
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Computing in Economics and Finance 2003
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Decisions in economics and finance : a journal of applied mathematics
1
Discussion paper / Tinbergen Institute
1
Economic dynamics and sustainable development ; Part 2
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Economic modelling
1
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada
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Principled pasting : attaching tails to risk-neutral probability density functions recovered from option prices
Bollinger, Thomas R.
;
Melick, William Robert
;
Thomas, …
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1751-1768
Persistent link: https://www.econbiz.de/10014452468
Saved in:
2
Closed-form option pricing for exponential Lévy models : a residue approach
Aguilar, Jean-Philippe
;
Kirkby, Justin Lars
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 251-278
Persistent link: https://www.econbiz.de/10014232627
Saved in:
3
Pricing commodity index options
Manzano-Herrero, Alberto Pedro
;
Nastasi, Emanuele
; …
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 297-308
Persistent link: https://www.econbiz.de/10014232638
Saved in:
4
Option pricing under stochastic volatility models with latent volatility
Bégin, Jean-François
;
Godin, Frédéric
- In:
Quantitative finance
23
(
2023
)
7/8
,
pp. 1079-1097
Persistent link: https://www.econbiz.de/10014321665
Saved in:
5
W-shaped implied volatility curves and the Gaussian mixture model
Glasserman, Paul
;
Pirjol, Dan
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 557-577
Persistent link: https://www.econbiz.de/10014304265
Saved in:
6
Deep weighted Monte Carlo : a hybrid option pricing framework using neural networks
Kunsági-Máté, Sándor
;
Fáth, Gábor
;
Csabai, István
; …
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 615-629
Persistent link: https://www.econbiz.de/10014304287
Saved in:
7
A subdiffusive stochastic volatility jump model
Dupret, Jean-Loup
;
Hainaut, Donatien
- In:
Quantitative finance
23
(
2023
)
6
,
pp. 979-1002
Persistent link: https://www.econbiz.de/10014304413
Saved in:
8
The SINC way : a fast and accurate approach to Fourier pricing
Baschetti, Fabio
;
Bormetti, Giacomo
;
Romagnoli, Silvia
; …
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 427-446
Persistent link: https://www.econbiz.de/10013167768
Saved in:
9
Tempered stable processes with time-varying exponential tails
Kim, Young Shin
;
Roh, Kum-Hwan
;
Douady, Raphaël
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 541-561
Persistent link: https://www.econbiz.de/10013167779
Saved in:
10
On model robustness of the regime switching approach for pegged foreign exchange markets
Zhang, Yunbo
;
Drapeau, Samuel
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1371-1390
Persistent link: https://www.econbiz.de/10013367908
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